# EDGAR Filing Document

**Accession Number:** 0001398078
**File Stem:** 0002071691-26-007293
**Filing Date:** 2026-3
**Character Count:** 2171143
**Document Hash:** f51d6a26707fb03a31b318b1d516e162
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-007293.hdr.sgml**: 20260327

**ACCESSION NUMBER**: 0002071691-26-007293

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260327

**DATE AS OF CHANGE**: 20260327

**PERIOD START**: 20260731

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22061
- **FILM NUMBER:** 26803299

**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:** 2026-07-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $11170439216.66

**Total Liabilities:** $537481805.52

**Net Assets:** $10632957411.14

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 309393.23000000 | **1-Year:** 45378.22000000 | **5-Year:** 526051.87000000 | **10-Year:** 147791.41000000 | **30-Year:** 29485.85000000

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

- **3-Month:** 360265.77000000 | **1-Year:** 41844.89000000 | **5-Year:** 374008.39000000 | **10-Year:** 35960.25000000 | **30-Year:** 41516.92000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000058060 | 1.01%                | 0.27%                | 1.52%                |
| Class ID C000182622 | 1.10%                | 0.36%                | 1.61%                |
| Class ID C000058061 | 1.00%                | 0.45%                | 1.51%                |
| Class ID C000058062 | 0.98%                | 0.43%                | 1.49%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $79874964.28             | $-18178571.28                              |
| Month 2  | $9997122.06              | $-1464057.04                               |
| Month 3  | $27811137.74             | $91493687.85                               |

**Designated Index Information**

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

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                      | Title                                                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Veolia Environnement SA                                                   | Veolia Environnement SA                                                                     | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       500000 | PA      | $596314.02    | 0.01%             | 2032-10-24      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                          | Bombardier, Inc.                                                                            | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       111000 | PA      | $117844.70    | 0.00%             | 2031-07-01      | 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      | $230.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                 | Toyota Motor Credit Corp.                                                                   | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       180000 | PA      | $175008.39    | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mexican Peso                                                              | Mexican Peso                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MX        |       508197 | OU      | $29079.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                                                          | Bank of Montreal                                                                            | CUSIP: 06370D498<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        47600 | NS      | $1537815.85   | 0.01%             | 2026-02-17      | Fixed         | 21.29%                | No            |                  2 | On Loan: No      |
| Republic of Benin                                                         | Benin Government Bond                                                                       | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |       649000 | PA      | $678568.44    | 0.01%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Atos SE                                                                   | Atos SE                                                                                     | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |      2065292 | PA      | $2783497.30   | 0.03%             | 2029-12-18      | Variable      | 9.36%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2023-XL3, Class A                                      | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1619174 | PA      | $1619174.36   | 0.02%             | 2040-12-09      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health, Inc.                                                | Elanco Animal Health, Inc., 1st Lien Term Loan B                                            | CUSIP: 28414BAJ5<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |       767827 | PA      | $767251.35    | 0.01%             | 2032-10-29      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 6 Ltd.                                                 | OHA Credit Funding 6 Ltd., Series 2020-6A, Class B1R2                                       | CUSIP: 67098UBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5034254.00   | 0.05%             | 2037-10-20      | Floating      | 5.32%                 | 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        |       135000 | PA      | $151022.76    | 0.00%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp.                                                         | IRB Holding Corp., 1st Lien Term Loan B                                                     | CUSIP: 44988LAM9<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |      2480210 | PA      | $2478547.83   | 0.02%             | 2030-12-16      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| SKF AB                                                                    | SKF AB, Class B                                                                             | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | EC               | CORP              | SE        |        29706 | NS      | $776713.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                           | Intercontinental Exchange, Inc.                                                             | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |        81895 | NS      | $14231713.10  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                              | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      2071000 | PA      | $2059701.35   | 0.02%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Kronos International, Inc.                                                | Kronos International, Inc.                                                                  | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |      1171000 | PA      | $1261138.97   | 0.01%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Alrosa PJSC                                                               | Alrosa PJSC                                                                                 | CUSIP: N/A<br>LEI: 894500DKUWVBYZLLE651       | Long             | EC               | CORP              | RU        |       607124 | NS      | $79.88        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Flash Compute LLC                                                         | Flash Compute LLC                                                                           | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1417000 | PA      | $1421807.88   | 0.01%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                     | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      1060000 | PA      | $6130515.70   | 0.06%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Stena International SA                                                    | Stena International SA                                                                      | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |       868000 | PA      | $891802.55    | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Korea Aerospace Industries Ltd.                                           | Korea Aerospace Industries Ltd.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |         2588 | NS      | $301629.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-PALM, Class A                                     | CUSIP: 05612UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3253846 | PA      | $3255879.81   | 0.03%             | 2037-06-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                  | Bayer AG                                                                                    | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      1500000 | PA      | $1800512.84   | 0.02%             | 2082-03-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ares XLIII CLO Ltd.                                                       | Ares XLIII CLO Ltd., Series 2017-43A, Class A1R2                                            | CUSIP: 04016PAS7<br>LEI: 549300ECLIGB6OZRBA51 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4018869.60   | 0.04%             | 2038-01-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                       | Buckeye Partners LP                                                                         | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |        22000 | PA      | $22871.95     | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                         | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      1104000 | PA      | $1090168.76   | 0.01%             | 2032-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Agree Realty Corp.                                                        | Agree Realty Corp.                                                                          | CUSIP: 008492100<br>LEI: 98450090H010B37OEB68 | Long             | EC               | CORP              | US        |        82449 | NS      | $5955291.27   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lsf12 Helix Parent LLC                                                    | Lsf12 Helix Parent LLC                                                                      | CUSIP: 548916AA3<br>LEI: 254900H70V4IL22BHL88 | Long             | DBT              | CORP              | US        |       711000 | PA      | $713087.04    | 0.01%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                        | Canadian Imperial Bank of Commerce                                                          | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |        24279 | NS      | $6364546.93   | 0.06%             | 2026-02-24      | Fixed         | 15.10%                | No            |                  2 | On Loan: No      |
| Minerals Technologies, Inc.                                               | Minerals Technologies, Inc., 1st Lien Term Loan B                                           | CUSIP: 60315GAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1259759 | PA      | $1262908.19   | 0.01%             | 2031-11-26      | Variable      | 5.67%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   3155176000 | PA      | $-5106.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2022-1, Class M4                             | CUSIP: 92258XAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4584265 | PA      | $3891631.70   | 0.04%             | 2052-02-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                            | Olympus Water US Holding Corp., 1st Lien Term Loan B6                                       | CUSIP: 68163YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4097560 | PA      | $4034048.16   | 0.04%             | 2031-06-23      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                               | Prologis LP                                                                                 | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |       826000 | PA      | $833956.78    | 0.01%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank plc                                                             | HSBC Bank plc, Series 0098                                                                  | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | SN               | CORP              | GB        |        14400 | NS      | $3378421.60   | 0.03%             | 2026-02-26      | Fixed         | 25.00%                | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc.                                                       | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |       460000 | PA      | $464052.60    | 0.00%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| First Franklin Mortgage Loan Trust                                        | First Franklin Mortgage Loan Trust, Series 2006-FF13, Class A2C                             | CUSIP: 30247DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1614036 | PA      | $1061204.70   | 0.01%             | 2036-10-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                              | Nutrien Ltd.                                                                                | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |        25901 | NS      | $1783291.41   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Partners Group Holding AG                                                 | Partners Group Holding AG                                                                   | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               | CORP              | CH        |         1823 | NS      | $2485741.61   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $91847.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arini European CLO V DAC                                                  | Arini European CLO V DAC, Series 5X, Class D                                                | CUSIP: N/A<br>LEI: 635400HVHHJPCXB66K47       | Long             | ABS-CBDO         | CORP              | IE        |       770000 | PA      | $923740.32    | 0.01%             | 2039-01-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        17489 | NS      | $2928086.15   | 0.03%             | 2026-03-10      | Fixed         | 30.68%                | No            |                  2 | On Loan: No      |
| COPT Defense Properties                                                   | COPT Defense Properties                                                                     | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |        89490 | NS      | $2757186.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trust 2401                                                                | Trust 2401                                                                                  | CUSIP: 89834MAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |       289000 | PA      | $299947.32    | 0.00%             | 2044-01-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                         | Corp. Nacional del Cobre de Chile                                                           | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |       500000 | PA      | $495750.00    | 0.00%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Legence Holdings LLC                                                      | Legence Holdings LLC, 1st Lien Term Loan                                                    | CUSIP: 75865HAM0<br>LEI: 2549003DYOLJRQR9G070 | Long             | LON              | CORP              | US        |      1328012 | PA      | $1331000.30   | 0.01%             | 2031-12-16      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| CP Iris Holdco I, Inc.                                                    | CP Iris Holdco I, Inc., 1st Lien Term Loan                                                  | CUSIP: 12659EAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2251933 | PA      | $2235043.11   | 0.02%             | 2032-10-27      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                                       | LSF12 Crown US Commercial Bidco LLC, 1st Lien Term Loan B                                   | CUSIP: 50221UAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1116283 | PA      | $1116562.25   | 0.01%             | 2031-12-02      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |        26084 | NS      | $4292904.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2025-INV1, Class B2                                      | CUSIP: 924929AH5<br>LEI: 213800YO7QOQOFRSRN78 | Long             | ABS-MBS          | CORP              | US        |      2093751 | PA      | $2092968.77   | 0.02%             | 2070-02-25      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                   | Brown Group Holding LLC, 1st Lien Term Loan                                                 | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |      2074761 | PA      | $2076316.77   | 0.02%             | 2031-07-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Co. (The)                                                     | Kraft Heinz Co. (The)                                                                       | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |       105591 | NS      | $2506730.34   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Bank International plc                                             | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |        25400 | NS      | $3244949.41   | 0.03%             | 2026-03-02      | Fixed         | 25.62%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | TRSIBOXX                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     28000000 | PA      | $297603.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                      | Ally Financial, Inc.                                                                        | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      4418000 | PA      | $4523287.04   | 0.04%             | 2031-01-17      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                              | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      6185000 | PA      | $6298155.94   | 0.06%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class SA                                    | CUSIP: 066930AH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          213 | PA      | $211.17       | 0.00%             | 2065-05-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                 | Orange SA                                                                                   | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |       102044 | NS      | $1897002.09   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| King US Bidco, Inc.                                                       | King US Bidco, Inc.                                                                         | CUSIP: DA2535023<br>LEI: 254900FMEU5P81WHKR41 | Long             | DBT              | CORP              | US        |       783000 | PA      | $931348.44    | 0.01%             | 2032-12-01      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Eaton Corp. plc                                                           | Eaton Corp. plc                                                                             | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |         1084 | NS      | $380939.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Covia Holdings LLC                                                        | Covia Holdings LLC, 1st Lien Term Loan                                                      | CUSIP: 22305CAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2093141 | PA      | $2090524.43   | 0.02%             | 2032-02-26      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Inversion Escrow Issuer LLC                                               | Inversion Escrow Issuer LLC                                                                 | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |      2212000 | PA      | $2190976.27   | 0.02%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8558.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEIJI Holdings Co. Ltd.                                                   | MEIJI Holdings Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 5299002D52YIP6DWMV49       | Long             | EC               | CORP              | JP        |         1800 | NS      | $42138.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Industries, Inc.                                                 | Standard Industries, Inc.                                                                   | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       269000 | PA      | $259507.42    | 0.00%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Tidewater, Inc.                                                           | Tidewater, Inc.                                                                             | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |       320000 | PA      | $346137.92    | 0.00%             | 2030-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                               | INEOS Quattro Finance 2 plc                                                                 | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |      1142000 | PA      | $1103274.61   | 0.01%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      3151000 | PA      | $2951999.57   | 0.03%             | 2031-01-29      | Variable      | 2.67%                 | 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      | $200.00       | 0.00%             | 2015-05-07      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                                        | Voyager Parent LLC, 1st Lien Term Loan B                                                    | CUSIP: 92921HAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1867320 | PA      | $1862502.31   | 0.02%             | 2032-07-01      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                 | Duke Energy Carolinas LLC                                                                   | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |       834000 | PA      | $856100.85    | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                                       | Carlyle US CLO Ltd., Series 2021-6A, Class A1R                                              | CUSIP: 143133AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5024425.00   | 0.05%             | 2038-01-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                              | Mizuho Financial Group, Inc.                                                                | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |        34300 | NS      | $1489235.37   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Setanta Aircraft Leasing DAC                                              | Setanta Aircraft Leasing DAC, 1st Lien Term Loan B                                          | CUSIP: G8057JAC0<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |       416500 | PA      | $417886.95    | 0.00%             | 2028-11-06      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                | AerCap Ireland Capital DAC                                                                  | CUSIP: 00774MBS3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |      1910000 | PA      | $1881416.66   | 0.02%             | 2035-11-15      | Fixed         | 5.00%                 | 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        |       742735 | PA      | $367145.86    | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Multiversity SpA                                                          | Multiversity SpA                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |       819000 | PA      | $1021459.98   | 0.01%             | 2031-05-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                               | Beach Acquisition Bidco LLC                                                                 | CUSIP: 07337JAE7<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |       686000 | PA      | $832581.83    | 0.01%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                                    | BWX Technologies, Inc.                                                                      | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |       130000 | PA      | $128070.15    | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                      | Consumers Energy Co.                                                                        | CUSIP: 210518DX1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |       258000 | PA      | $263571.40    | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                        | Canadian Imperial Bank of Commerce                                                          | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |        75300 | NS      | $2016813.96   | 0.02%             | 2026-03-05      | Fixed         | 20.15%                | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                   | Williams Scotsman, Inc.                                                                     | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |       735000 | PA      | $761541.59    | 0.01%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                 | Zayo Group Holdings, Inc., 1st Lien Term Loan                                               | CUSIP: 98919XAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6356876 | PA      | $6112327.42   | 0.06%             | 2030-03-11      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5693757.03  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2025-12, Class B1                                        | CUSIP: 92490FAP5<br>LEI: 2138009XAW9T934GL239 | Long             | ABS-MBS          | CORP              | US        |       367347 | PA      | $369989.99    | 0.00%             | 2070-12-25      | Variable      | 6.56%                 | 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        |        12569 | NS      | $2677755.12   | 0.03%             | 2026-02-24      | Fixed         | 33.11%                | No            |                  2 | On Loan: No      |
| Versant Media Group, Inc.                                                 | Versant Media Group, Inc.                                                                   | CUSIP: 925283103<br>LEI: 254900D2Q5F5F229PU30 | Long             | EC               | CORP              | US        |        19031 | NS      | $620029.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       947601 | PA      | $-854.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui & Co. Ltd.                                                         | Mitsui & Co. Ltd.                                                                           | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |       179600 | NS      | $5866641.32   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MVM Energetika Zrt.                                                       | MVM Energetika Zrt.                                                                         | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | NUSS              | HU        |       935000 | PA      | $987301.56    | 0.01%             | 2031-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Yaskawa Electric Corp.                                                    | Yaskawa Electric Corp.                                                                      | CUSIP: N/A<br>LEI: 3538003K39GR98R0CK58       | Long             | EC               | CORP              | JP        |         1400 | NS      | $44687.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES, Inc.                                                    | DYCOM INDUSTRIES, Inc. Term Loan First Lien                                                 | CUSIP: 26747FAV1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       886000 | PA      | $887665.68    | 0.01%             | 2033-01-20      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                                              | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       397000 | PA      | $427385.59    | 0.00%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       711000 | PA      | $878340.90    | 0.01%             | 2045-10-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COAST Commercial Mortgage Trust                                           | COAST Commercial Mortgage Trust, Series 2023-2HTL, Class D                                  | CUSIP: 19033EAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7120000 | PA      | $7120000.00   | 0.07%             | 2036-08-15      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| Euronext NV                                                               | Euronext NV                                                                                 | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |          311 | NS      | $43556.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                            | Carnival Corp.                                                                              | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |       354000 | PA      | $365920.31    | 0.00%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                | DCP Midstream Operating LP                                                                  | CUSIP: 26439XAC7<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |       635000 | PA      | $733873.57    | 0.01%             | 2030-08-16      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                                         | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |       672000 | PA      | $675581.52    | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                                            | TeamSystem SpA                                                                              | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |       918000 | PA      | $1085215.64   | 0.01%             | 2031-07-31      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| GIP Pilot Acquisition Partners LP                                         | GIP Pilot Acquisition Partners LP, 1st Lien Term Loan                                       | CUSIP: 31773HAE2<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |       245000 | PA      | $244924.47    | 0.00%             | 2030-10-04      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                       | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |       550000 | PA      | $656219.24    | 0.01%             | 2033-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                       | Bausch + Lomb Corp.                                                                         | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      2448000 | PA      | $2552040.00   | 0.02%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-19780.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                | Warnermedia Holdings, Inc.                                                                  | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      3024000 | PA      | $2124360.00   | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                | Pacific Gas & Electric Co.                                                                  | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1549529.22   | 0.01%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                            | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      4055000 | PA      | $3908259.48   | 0.04%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                                                 | Cablevision Lightpath LLC                                                                   | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |       693000 | PA      | $689888.50    | 0.01%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                             | Transocean International Ltd.                                                               | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       451000 | PA      | $459069.74    | 0.00%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Norwegian Krone                                                           | Norwegian Krone                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |      1654356 | OU      | $171783.03    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $499.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        27300 | NS      | $984301.72    | 0.01%             | 2026-03-02      | Fixed         | 23.94%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        91021 | NS      | $9001931.35   | 0.08%             | 2026-03-10      | Fixed         | 15.36%                | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                  | Duke Energy Progress LLC                                                                    | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |       934000 | PA      | $883717.76    | 0.01%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Cedacri SpA                                                               | Cedacri SpA                                                                                 | CUSIP: N/A<br>LEI: 815600E85FCD78B3EE61       | Long             | DBT              | CORP              | IT        |      1876000 | PA      | $2229528.82   | 0.02%             | 2028-05-15      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Mizuho Markets Cayman LP                                                                    | CUSIP: 60701B820<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |         1330 | NS      | $1890355.55   | 0.02%             | 2026-02-27      | Fixed         | 33.47%                | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                  | CenterPoint Energy, Inc.                                                                    | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |       284000 | PA      | $291597.28    | 0.00%             | 2055-05-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE, Series 0010                                                       | CUSIP: 61778P684<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        13361 | NS      | $1864305.03   | 0.02%             | 2026-02-10      | Fixed         | 27.11%                | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                     | Matador Resources Co.                                                                       | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |       359000 | PA      | $366808.97    | 0.00%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                    | Extra Space Storage LP                                                                      | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |       252000 | PA      | $220293.41    | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                                           | CUSIP: 18060TAC9<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |       546000 | PA      | $558668.29    | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -1065500 | PA      | $-10089.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc., Class A                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |        83711 | NS      | $28294318.00  | 0.27%             |  |  |  | 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      | $23125.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                            | Teva Pharmaceutical Finance Netherlands III BV                                              | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       329000 | PA      | $344278.76    | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                            | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       189000 | PA      | $137812.39    | 0.00%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2025-PHNY, Class A           | CUSIP: 46592UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5000000 | PA      | $5012500.00   | 0.05%             | 2041-01-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Experian plc                                                              | Experian plc                                                                                | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |        33768 | NS      | $1278954.17   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                    | Dow Chemical Co. (The)                                                                      | CUSIP: 260543BJ1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       199000 | PA      | $219278.97    | 0.00%             | 2029-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                        | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       496000 | PA      | $518566.02    | 0.00%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                                                    | Blue Owl Capital Corp.                                                                      | CUSIP: 69121KAJ3<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |      2652000 | PA      | $2676135.85   | 0.03%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series FRU8                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |        18453 | NS      | $5957655.52   | 0.06%             | 2026-02-10      | Fixed         | 11.14%                | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                         | Philip Morris International, Inc.                                                           | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      1030000 | PA      | $1083410.72   | 0.01%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corp.                                               | Great Canadian Gaming Corp., 1st Lien Term Loan B                                           | CUSIP: C4111RAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      1307995 | PA      | $1274065.49   | 0.01%             | 2029-11-01      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                        | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       567000 | PA      | $584684.38    | 0.01%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                             | Walmart, Inc.                                                                               | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |        58669 | NS      | $6989824.66   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       879000 | PA      | $812413.61    | 0.01%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                                       | Omnicom Group, Inc.                                                                         | CUSIP: 681919BR6<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |       543000 | PA      | $488885.86    | 0.00%             | 2031-03-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXIX Ltd.                                     | Benefit Street Partners CLO XXIX Ltd., Series 2022-29A, Class AR                            | CUSIP: 08186EAL2<br>LEI: 549300DICNUWMUKL3816 | Long             | ABS-CBDO         | CORP              | JE        |     20250000 | PA      | $20294550.00  | 0.19%             | 2038-01-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes V DAC                              | Virgin Media O2 Vendor Financing Notes V DAC                                                | CUSIP: N/A<br>LEI: 635400ASSEVCXAPVGC36       | Long             | DBT              | CORP              | IE        |       819000 | PA      | $1099379.30   | 0.01%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                             | ION Platform Finance US, Inc.                                                               | CUSIP: 46206AAF9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |        42000 | PA      | $40323.77     | 0.00%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                              | KBC Group NV                                                                                | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |       800000 | PA      | $1008619.06   | 0.01%             | 2031-09-17      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                         | Georgia Power Co., Series B                                                                 | CUSIP: 373334KL4<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |       540000 | PA      | $514592.75    | 0.00%             | 2029-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Summit Acquisition, Inc.                                                  | Summit Acquisition, Inc., 1st Lien Term Loan                                                | CUSIP: 86600DAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       235410 | PA      | $235925.54    | 0.00%             | 2031-10-16      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                           | AES Corp. (The)                                                                             | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      1325000 | PA      | $1204593.06   | 0.01%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                                        | Republic of Serbia                                                                          | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |       555000 | PA      | $596974.65    | 0.01%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Beazer Homes USA, Inc.                                                    | Beazer Homes USA, Inc.                                                                      | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |        63000 | PA      | $62757.09     | 0.00%             | 2027-10-15      | 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      | $193.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                 | Invitation Homes Operating Partnership LP                                                   | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |       561000 | PA      | $541658.98    | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                         | Gen Digital, Inc., 1st Lien Term Loan B                                                     | CUSIP: 66877AAF5<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |      5143014 | PA      | $5085154.87   | 0.05%             | 2029-09-12      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                                        | APi Group DE, Inc.                                                                          | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |       141000 | PA      | $138243.20    | 0.00%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                         | Corp. Nacional del Cobre de Chile                                                           | CUSIP: 21987BBQ0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |       675000 | PA      | $677210.63    | 0.01%             | 2037-01-30      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                | Sensata Technologies, Inc.                                                                  | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      1511000 | PA      | $1578454.06   | 0.01%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                           | CHL Mortgage Pass-Through Trust, Series 2007-J2, Class 2A6                                  | CUSIP: 12545EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       607247 | PA      | $194510.86    | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                       | Clean Harbors, Inc.                                                                         | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |        64000 | PA      | $65531.97     | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties, Inc.                                           | Hudson Pacific Properties, Inc.                                                             | CUSIP: 444097406<br>LEI: 529900EURZA5HRSXQ389 | Long             | EC               | CORP              | US        |       132668 | NS      | $1143598.16   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ECL Entertainment LLC                                                     | ECL Entertainment LLC, 1st Lien Term Loan B                                                 | CUSIP: 26826TAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       838740 | PA      | $837062.06    | 0.01%             | 2030-08-30      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       513453 | PA      | $67000.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regatta XI Funding Ltd.                                                   | Regatta XI Funding Ltd., Series 2018-1A, Class AR                                           | CUSIP: 75887XAN7<br>LEI: 254900TUAAER6MTE4E64 | Long             | ABS-CBDO         | CORP              | KY        |     12500000 | PA      | $12550531.25  | 0.12%             | 2037-07-17      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Gates Corp.                                                               | Gates Corp., 1st Lien Term Loan B5                                                          | CUSIP: 36740UAY8<br>LEI: 984500F43C791F4C7894 | Long             | LON              | CORP              | US        |      3732895 | PA      | $3734313.58   | 0.04%             | 2031-06-04      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                    | Waste Management, Inc.                                                                      | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |         4774 | NS      | $1060973.76   | 0.01%             |  |  |  | No            |                  1 | 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        |       168862 | PA      | $162304.41    | 0.00%             | 2035-12-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Mobico Group plc                                                          | Mobico Group plc                                                                            | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |       289000 | PA      | $256171.95    | 0.00%             | 2026-02-02      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                       | Altice Financing SA                                                                         | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | DBT              | CORP              | LU        |      1435000 | PA      | $1220400.57   | 0.01%             | 2028-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                      | Steel Dynamics, Inc.                                                                        | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |      3914000 | PA      | $4018242.78   | 0.04%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                                     | Aeroports de Paris SA                                                                       | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | EC               | CORP              | FR        |        16844 | NS      | $2225460.71   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-120369.08   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                                | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      2072000 | PA      | $2251396.12   | 0.02%             | 2030-05-16      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas, Inc.                                                      | Hunter Douglas, Inc., 1st Lien Term Loan B1                                                 | CUSIP: N8137FAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3401364 | PA      | $3387894.29   | 0.03%             | 2032-01-16      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                        | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |        52400 | NS      | $1430907.10   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding 2021-IV Ltd., Series 2021-4A, Class AR                                         | CUSIP: 12547DAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9000000 | PA      | $9033585.30   | 0.08%             | 2037-07-23      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Open Text Corp.                                                           | Open Text Corp.                                                                             | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |        14047 | NS      | $358796.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                        | GS Mortgage Securities Corp. Trust, Series 2023-FUN, Class A                                | CUSIP: 36267CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8480000 | PA      | $8522400.00   | 0.08%             | 2028-03-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Applied Systems, Inc.                                                     | Applied Systems, Inc., 1st Lien Term Loan B                                                 | CUSIP: 03827FBD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5075985 | PA      | $5030757.65   | 0.05%             | 2031-02-24      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                       | Hilcorp Energy I LP                                                                         | CUSIP: 431318AZ7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |        44000 | PA      | $42200.11     | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DBC Mortgage Trust                                                        | DBC Mortgage Trust, Series 2025-DBC, Class A                                                | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8792000 | PA      | $8808485.00   | 0.08%             | 2042-11-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                           | Canadian Natural Resources Ltd.                                                             | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |       112406 | NS      | $4179573.15   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wisconsin Electric Power Co.                                              | Wisconsin Electric Power Co.                                                                | CUSIP: 976656CS5<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |      2305000 | PA      | $2289263.00   | 0.02%             | 2034-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Garfunkelux Holdco 4 SA                                                   | Garfunkelux Holdco 4 SA                                                                     | CUSIP: N/A<br>LEI: 984500A488473C1E8792       | Long             | DBT              | CORP              | LU        |       190206 | PA      | $563.66       | 0.00%             | 2030-05-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        56900 | NS      | $5366839.47   | 0.05%             | 2026-03-23      | Fixed         | 14.11%                | No            |                  2 | On Loan: No      |
| Regatta VI Funding Ltd.                                                   | Regatta VI Funding Ltd., Series 2016-1A, Class CR3                                          | CUSIP: 75887NBS7<br>LEI: 2549001NU08X5ZRD6A39 | Long             | ABS-CBDO         | CORP              | KY        |      1250000 | PA      | $1255777.88   | 0.01%             | 2038-10-20      | Floating      | 5.57%                 | 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      | $509833.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                            | K. Hovnanian Enterprises, Inc.                                                              | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |       904000 | PA      | $926116.36    | 0.01%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                           | Permian Resources Operating LLC                                                             | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       629000 | PA      | $647964.98    | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                   | Talen Energy Supply LLC                                                                     | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |       111000 | PA      | $117117.21    | 0.00%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Atlas CC Acquisition Corp.                                                | Atlas CC Acquisition Corp., 1st Lien Term Loan C                                            | CUSIP: 04921TAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       617797 | PA      | $126370.35    | 0.00%             | 2029-05-25      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                            | Amphenol Corp., Class A                                                                     | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |        16889 | NS      | $2433367.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Mortgage Trust                                                 | Commercial Mortgage Trust, Series 2024-WCL1, Class A                                        | CUSIP: 20047DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4380000 | PA      | $4378631.25   | 0.04%             | 2041-06-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| ORL Trust                                                                 | ORL Trust, Series 2024-GLKS, Class A                                                        | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8630000 | PA      | $8651575.00   | 0.08%             | 2039-12-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Evolution AB                                                              | Evolution AB                                                                                | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |        11864 | NS      | $770698.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                     | WR Grace Holdings LLC, 1st Lien Term Loan B1                                                | CUSIP: 92943HAD1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |      2128770 | PA      | $2119020.23   | 0.02%             | 2032-08-19      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                                    | Neptune Bidco US, Inc.                                                                      | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |       674000 | PA      | $686311.38    | 0.01%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| OI European Group BV                                                      | OI European Group BV                                                                        | CUSIP: N/A<br>LEI: 72450053F5WRDY8CDZ66       | Long             | DBT              | CORP              | NL        |       928000 | PA      | $1128819.62   | 0.01%             | 2028-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                        | Metropolitan Life Global Funding I                                                          | CUSIP: 59217GEZ8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       450000 | PA      | $439034.20    | 0.00%             | 2029-03-21      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings, Inc.                                            | Bread Financial Holdings, Inc.                                                              | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |        46000 | PA      | $47214.03     | 0.00%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Keppel Ltd.                                                               | Keppel Ltd.                                                                                 | CUSIP: N/A<br>LEI: 254900SQ7IPDOY6IDW33       | Long             | EC               | CORP              | SG        |       397800 | NS      | $3422205.86   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR/HUF One-touch barrier option; Barrier price USD 375.00000                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |       364000 | PA      | $44495.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAWAG Group AG                                                            | BAWAG Group AG                                                                              | CUSIP: N/A<br>LEI: 529900S9YO2JHTIIDG38       | Long             | EC               | CORP              | AT        |         1467 | NS      | $238645.64    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMETEK, Inc.                                                              | AMETEK, Inc.                                                                                | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |         2533 | NS      | $567341.34    | 0.01%             |  |  |  | No            |                  1 | 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      | $6015729.00   | 0.06%             | 2032-10-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2025-SPOT, Class B                                     | CUSIP: 12433FAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1813284 | PA      | $1817817.43   | 0.02%             | 2040-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                        | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  13338000000 | PA      | $3426600.60   | 0.03%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                           | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1907000 | PA      | $1973178.62   | 0.02%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                                          | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      1000000 | PA      | $1110064.00   | 0.01%             | 2028-11-21      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| Ithaca Energy North Sea plc                                               | Ithaca Energy North Sea plc                                                                 | CUSIP: N/A<br>LEI: 213800BMMUN3AKWBIO91       | Long             | DBT              | CORP              | GB        |       794000 | PA      | $951455.53    | 0.01%             | 2031-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Mizuho Markets Cayman LP                                                                    | CUSIP: 60701B689<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |        12244 | NS      | $3290426.39   | 0.03%             | 2026-02-11      | Fixed         | 43.22%                | No            |                  2 | On Loan: No      |
| Guotai Junan International Holdings Ltd.                                  | Guotai Junan International Holdings Ltd.                                                    | CUSIP: N/A<br>LEI: 2138006FECWIZUO67V37       | Long             | EC               | CORP              | HK        |       170000 | NS      | $58141.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-170783.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Insight Enterprises, Inc.                                                 | Insight Enterprises, Inc.                                                                   | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |       162000 | PA      | $165838.75    | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                          | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      1844000 | PA      | $1831053.70   | 0.02%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| T&D Holdings, Inc.                                                        | T&D Holdings, Inc.                                                                          | CUSIP: N/A<br>LEI: 3538008ARJ1MACEWA242       | Long             | EC               | CORP              | JP        |         7600 | NS      | $187712.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                                      | Flutter Financing BV, 1st Lien Term Loan B                                                  | CUSIP: N3313EAJ9<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |      1572943 | PA      | $1566383.71   | 0.01%             | 2032-06-04      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Chubb Ltd.                                                                | Chubb Ltd.                                                                                  | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |         4492 | NS      | $1390543.52   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tourmaline Oil Corp.                                                      | Tourmaline Oil Corp.                                                                        | CUSIP: 89156V106<br>LEI: 894500I7AXG91VB3PM28 | Long             | EC               | CORP              | CA        |       138996 | NS      | $6577976.90   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Citycon OYJ                                                               | Citycon OYJ                                                                                 | CUSIP: N/A<br>LEI: 549300P8N0P6KDGTJ206       | Long             | DBT              | CORP              | FI        |       658000 | PA      | $605182.60    | 0.01%             | 2026-06-10      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG                             | Muenchener Rueckversicherungs-Gesellschaft AG (Registered)                                  | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |         2858 | NS      | $1732166.91   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC                                                                    | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       389000 | PA      | $395839.40    | 0.00%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Clearwater Analytics LLC                                                  | Clearwater Analytics LLC, 1st Lien Term Loan                                                | CUSIP: 18512EAF9<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |      1518195 | PA      | $1514399.51   | 0.01%             | 2032-04-21      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                                   | Element Solutions, Inc., 1st Lien Term Loan B                                               | CUSIP: 72766TAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2354486 | PA      | $2360748.67   | 0.02%             | 2030-12-18      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       359000 | PA      | $4462.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rivian Holdings LLC                                                       | Rivian Holdings LLC                                                                         | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       360000 | PA      | $339835.25    | 0.00%             | 2031-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                                       | Omnicom Group, Inc.                                                                         | CUSIP: 681919BQ8<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |       732000 | PA      | $738770.25    | 0.01%             | 2030-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      4262000 | PA      | $22151.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAY Mortgage Trust                                                        | BAY Mortgage Trust, Series 2025-LIVN, Class A                                               | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1900000 | PA      | $1900556.89   | 0.02%             | 2035-05-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Hertz Corp.                                                               | Hertz Corp. (The), 1st Lien Term Loan C                                                     | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |       337955 | PA      | $287261.65    | 0.00%             | 2028-06-30      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                       | Ascent Resources Utica Holdings LLC                                                         | CUSIP: 04364VAU7<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |       435000 | PA      | $437949.74    | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO DAC                                             | Rockford Tower Europe CLO DAC, Series 2025-3X, Class D                                      | CUSIP: N/A<br>LEI: 6354009EFUWKAOBABO62       | Long             | ABS-CBDO         | CORP              | IE        |      1270000 | PA      | $1521406.17   | 0.01%             | 2040-01-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Willobrook Mall                                                           | Willobrook Mall, Series 2025-WBRK, Class A                                                  | CUSIP: 65486BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4000000 | PA      | $4156432.40   | 0.04%             | 2035-03-05      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer, Inc.                                                      | CP Atlas Buyer, Inc., 1st Lien Term Loan B                                                  | CUSIP: 12658HAL6<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |      1666822 | PA      | $1634386.13   | 0.02%             | 2030-07-08      | Variable      | 8.92%                 | No            |                  2 | On Loan: No      |
| Core Scientific, Inc.                                                     | Core Scientific, Inc.                                                                       | CUSIP: 21874A106<br>LEI: 5299003RGB2LAZ65RK73 | Long             | EC               | CORP              | US        |        20831 | NS      | $374749.69    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Creative Artists Agency LLC                                               | Creative Artists Agency LLC, 1st Lien Term Loan                                             | CUSIP: 22526WAU2<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |      5217585 | PA      | $5206002.00   | 0.05%             | 2031-10-01      | Variable      | 6.17%                 | 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        |        14177 | PA      | $12729.58     | 0.00%             | 2035-05-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                      | Boots Group Finco LP                                                                        | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |       565000 | PA      | $691750.06    | 0.01%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                | Baxter International, Inc.                                                                  | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |       509634 | NS      | $10228354.38  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Arini US CLO IV Ltd.                                                      | Arini US CLO IV Ltd., Series 4A, Class A                                                    | CUSIP: 04039EAA4<br>LEI: 2549000YTF465KO4L531 | Long             | ABS-CBDO         | CORP              | KY        |      8000000 | PA      | $8000000.00   | 0.08%             | 2039-01-15      | Floating      | 4.93%                 | 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      | $15016173.00  | 0.14%             | 2034-04-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                              | Unibail-Rodamco-Westfield SE                                                                | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      1300000 | PA      | $1574982.16   | 0.01%             | 2031-06-11      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                                                   | Siemens Healthineers AG                                                                     | CUSIP: N/A<br>LEI: 529900QBVWXMWANH7H45       | Long             | EC               | CORP              | DE        |        22265 | NS      | $1111324.51   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                 | Florida Power & Light Co.                                                                   | CUSIP: 341081ET0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       140000 | PA      | $140957.87    | 0.00%             | 2035-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                                                 | CUSIP: 45344LAJ2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |        74000 | PA      | $78700.30     | 0.00%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                    | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       888000 | PA      | $930903.72    | 0.01%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       120000 | PA      | $1870.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE                                                                    | CUSIP: 61778P882<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |         5800 | NS      | $1807833.12   | 0.02%             | 2026-03-12      | Fixed         | 20.85%                | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                              | NVIDIA Corp.                                                                                | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |         9521 | NS      | $1819748.73   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       544000 | PA      | $562370.73    | 0.01%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                   | American Airlines, Inc., 1st Lien Term Loan                                                 | CUSIP: 02376CBM6<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |      1606220 | PA      | $1603216.37   | 0.02%             | 2029-06-04      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                            | Opal Bidco SAS                                                                              | CUSIP: N/A<br>LEI: 969500R96XT7XY2UJ564       | Long             | DBT              | CORP              | FR        |      1333000 | PA      | $1622970.68   | 0.02%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lottomatica Group SpA                                                     | Lottomatica Group SpA                                                                       | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |       862000 | PA      | $1051320.16   | 0.01%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2005-63, Class 5A1                                           | CUSIP: 12668AXL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        21699 | PA      | $21734.57     | 0.00%             | 2035-12-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                                                      | Ingersoll Rand, Inc.                                                                        | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |       586000 | PA      | $618802.94    | 0.01%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                                               | Telenor ASA                                                                                 | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |        62497 | NS      | $1051296.82   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       490000 | PA      | $486271.70    | 0.00%             | 2037-01-22      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Hudson River Trading LLC                                                  | Hudson River Trading LLC, 1st Lien Term Loan B2                                             | CUSIP: 44413EAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2067000 | PA      | $2057533.14   | 0.02%             | 2030-03-18      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-39625.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Equifax, Inc.                                                             | Equifax, Inc.                                                                               | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |        24296 | NS      | $4893214.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp.                                                                | PG&E Corp.                                                                                  | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |       735111 | NS      | $11335411.62  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                          | Amazon.com, Inc.                                                                            | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |        60488 | NS      | $14474778.40  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                    | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      1124000 | PA      | $1188400.70   | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                                       | Minejesa Capital BV                                                                         | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |       511000 | PA      | $505307.46    | 0.00%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                         | BAT Capital Corp.                                                                           | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       605000 | PA      | $642148.07    | 0.01%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Pye-Barker Fire & Safety LLC                                              | Pye-Barker Fire & Safety LLC, 1st Lien Term Loan                                            | CUSIP: 69380SAB9<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |      1797420 | PA      | $1796665.08   | 0.02%             | 2032-12-16      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                            | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |       976716 | PA      | $1126706.24   | 0.01%             | 2032-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sobha Sukuk I Holding Ltd.                                                | Sobha Sukuk I Holding Ltd.                                                                  | CUSIP: N/A<br>LEI: 254900VZENPT8NAXW686       | Long             | DBT              | CORP              | AE        |       634000 | PA      | $640739.42    | 0.01%             | 2030-09-11      | Fixed         | 7.12%                 | 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      | $-18682.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co. Ltd.                                             | Daiwa House Industry Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 353800K9WXR9XRZJZI46       | Long             | EC               | CORP              | JP        |        52600 | NS      | $1792296.08   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                                      | Coterra Energy, Inc.                                                                        | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |       798000 | PA      | $796215.07    | 0.01%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2988.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        12074 | NS      | $2458571.85   | 0.02%             | 2026-03-06      | Fixed         | 43.29%                | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                  | Lumen Technologies, Inc., 1st Lien Term Loan B2                                             | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |      2442452 | PA      | $2434513.82   | 0.02%             | 2030-04-15      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                                                 | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       192000 | PA      | $193817.28    | 0.00%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                          | Bank of Montreal                                                                            | CUSIP: 06370D597<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        41710 | NS      | $18099500.26  | 0.17%             | 2026-02-24      | Fixed         | 14.45%                | No            |                  2 | On Loan: No      |
| Enel SpA                                                                  | Enel SpA                                                                                    | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |       450000 | PA      | $534074.26    | 0.01%             | 2031-10-14      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments, LLC                                                      | Shift4 Payments LLC, 1st Lien Term Loan                                                     | CUSIP: 82453JAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       933660 | PA      | $938328.30    | 0.01%             | 2032-07-06      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                             | Freedom Mortgage Holdings LLC                                                               | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       559000 | PA      | $584758.72    | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Unilever plc                                                              | Unilever plc                                                                                | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |        28049 | NS      | $1908157.45   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                             | Nidda Healthcare Holding GmbH                                                               | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |      2001000 | PA      | $2383913.89   | 0.02%             | 2032-10-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                                            | Wyndham Hotels & Resorts, Inc., 1st Lien Term Loan                                          | CUSIP: 98310CAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1717443 | PA      | $1720018.84   | 0.02%             | 2030-05-24      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                  | Group 1 Automotive, Inc.                                                                    | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |       144000 | PA      | $147819.02    | 0.00%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Novatek PJSC                                                              | Novatek PJSC                                                                                | CUSIP: N/A<br>LEI: 2138008R6GCRVBDFA581       | Long             | EC               | CORP              | RU        |          690 | NS      | $0.09         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sona Fios CLO V DAC                                                       | Sona Fios CLO V DAC, Series 5X, Class D                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |       590000 | PA      | $707907.75    | 0.01%             | 2038-08-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                        | Canadian Imperial Bank of Commerce                                                          | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |       189823 | NS      | $8941376.05   | 0.08%             | 2026-03-13      | Fixed         | 19.30%                | No            |                  2 | On Loan: No      |
| ICG US CLO I Ltd.                                                         | ICG US CLO I Ltd., Series 2023-1A, Class AR                                                 | CUSIP: 449278AJ9<br>LEI: 213800Z9YRS87E5MLP40 | Long             | ABS-CBDO         | CORP              | JE        |      2000000 | PA      | $2010840.00   | 0.02%             | 2038-07-18      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                            | Olympus Water US Holding Corp.                                                              | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |      1072000 | PA      | $1187880.24   | 0.01%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Symphony CLO 38 Ltd.                                                      | Symphony CLO 38 Ltd., Series 2023-38A, Class BR                                             | CUSIP: 87169NAZ6<br>LEI: 254900T60KIPND298026 | Long             | ABS-CBDO         | CORP              | BM        |      1500000 | PA      | $1511936.40   | 0.01%             | 2038-07-24      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Hilton Garden Inn                                                         | Hilton Garden Inn, 1st Lien Term Loan                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7581081 | PA      | $7561727.34   | 0.07%             | 2038-01-01      | Variable      | 7.66%                 | No            |                  3 | On Loan: No      |
| Pye-Barker Fire & Safety LLC                                              | Pye-Barker Fire & Safety LLC Delayed Draw Loan First Lien                                   | CUSIP: 69380SAC7<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |       268580 | PA      | $268467.20    | 0.00%             | 2032-12-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                               | Block, Inc.                                                                                 | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      2214000 | PA      | $2300243.09   | 0.02%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series 000G                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        11606 | NS      | $1573207.67   | 0.01%             | 2026-02-24      | Fixed         | 37.26%                | No            |                  2 | On Loan: No      |
| Equity LifeStyle Properties, Inc.                                         | Equity LifeStyle Properties, Inc.                                                           | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |       119530 | NS      | $7550710.10   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hut 8 Corp.                                                               | Hut 8 Corp.                                                                                 | CUSIP: 44812J104<br>LEI: 98450066FEF9C1D3FC20 | Long             | EC               | CORP              | US        |         7388 | NS      | $412472.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Sycamore Tree CLO Ltd.                                                    | Sycamore Tree CLO Ltd., Series 2023-3A, Class CR                                            | CUSIP: 87122FAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1005350.50   | 0.01%             | 2037-04-20      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 43B Ltd.                                       | Golub Capital Partners CLO 43B Ltd., Series 2019-43A, Class A1R                             | CUSIP: 38180PAA4<br>LEI: 2549006E2S3MDN9M6Q69 | Long             | ABS-CBDO         | CORP              | KY        |     17000000 | PA      | $17073032.00  | 0.16%             | 2037-10-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                    | Arsenal AIC Parent LLC                                                                      | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1091000 | PA      | $1155418.10   | 0.01%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 37 Ltd.                                                       | Elmwood CLO 37 Ltd., Series 2024-13A, Class C                                               | CUSIP: 29004UAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1002206.50   | 0.01%             | 2038-01-17      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Advantest Corp.                                                           | Advantest Corp.                                                                             | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |        12800 | NS      | $2116948.38   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                        | Southern Co. (The)                                                                          | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |       588000 | PA      | $617803.94    | 0.01%             | 2034-03-15      | Fixed         | 5.70%                 | 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        |      2752527 | PA      | $1769818.80   | 0.02%             | 2036-10-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| BPER Banca SpA                                                            | BPER Banca SpA                                                                              | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | DBT              | CORP              | IT        |      2600000 | PA      | $3125611.49   | 0.03%             | 2031-03-19      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                 | XPLR Infrastructure Operating Partners LP                                                   | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       878000 | PA      | $922268.19    | 0.01%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                        | Atmos Energy Corp.                                                                          | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |       184000 | PA      | $161437.35    | 0.00%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                                      | Infrastrutture Wireless Italiane SpA                                                        | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Long             | EC               | CORP              | IT        |        11476 | NS      | $101455.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                               | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      1761000 | PA      | $1514384.63   | 0.01%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       431000 | PA      | $385424.96    | 0.00%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Wrangler Holdco Corp.                                                     | Wrangler Holdco Corp.                                                                       | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       169000 | PA      | $175857.34    | 0.00%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                           | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1440000 | PA      | $1446950.22   | 0.01%             | 2031-04-04      | Variable      | 4.48%                 | 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        |       307418 | PA      | $284958.59    | 0.00%             | 2035-06-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Ultra Bond                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          -17 | NC      | $33051.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bryant Park Funding Ltd.                                                  | Bryant Park Funding Ltd., Series 2024-23A, Class A1A                                        | CUSIP: 11765CAA3<br>LEI: 391200W7QGMU3U2OCV81 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3005292.60   | 0.03%             | 2037-05-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Lavender Dutch Borrower Co. BV                                            | Lavender Dutch Borrower Co. BV, Facility 1st Lien Term Loan B                               | CUSIP: 51944RAB8<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |      1383000 | PA      | $1386457.50   | 0.01%             | 2032-12-02      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                               | Bank Gospodarstwa Krajowego                                                                 | CUSIP: 06237MAB9<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |       466000 | PA      | $493163.14    | 0.00%             | 2028-10-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.                                         | Solstice Advanced Materials, Inc., 1st Lien Term Loan B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2072000 | PA      | $2079770.00   | 0.02%             | 2032-10-29      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co.                                                  | Central Garden & Pet Co.                                                                    | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |       137000 | PA      | $131538.07    | 0.00%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -1820000 | PA      | $-13686.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                             | Empresa Nacional del Petroleo                                                               | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |       430000 | PA      | $448558.80    | 0.00%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                         | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      2408000 | PA      | $2403641.52   | 0.02%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| New Gold, Inc.                                                            | New Gold, Inc.                                                                              | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |       926000 | PA      | $983805.55    | 0.01%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        26100 | NS      | $1150807.80   | 0.01%             | 2026-03-02      | Fixed         | 38.19%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      1065500 | PA      | $15672.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares MSCI Australia ETF                                                | iShares MSCI Australia ETF                                                                  | CUSIP: 464286103<br>LEI: 549300X7CW3B8850WA94 | Long             |  | RF                | US        |       821499 | NS      | $22796597.25  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP, 1st Lien Term Loan                                                       | CUSIP: C8000CAM5<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |      6060655 | PA      | $6049321.54   | 0.06%             | 2030-05-06      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                            | Atlas Copco AB, Class B                                                                     | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |         1189 | NS      | $21387.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sutter Health                                                             | Sutter Health                                                                               | CUSIP: 86944BAK9<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |       485000 | PA      | $497522.54    | 0.00%             | 2033-08-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                             | ION Platform Finance US, Inc.                                                               | CUSIP: 46206AAD4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |       200000 | PA      | $190630.16    | 0.00%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Xylem, Inc.                                                               | Xylem, Inc.                                                                                 | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |         6549 | NS      | $902910.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander UK Group Holdings plc                                           | Santander UK Group Holdings plc                                                             | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      1663000 | PA      | $1684477.15   | 0.02%             | 2030-09-11      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                   | Uber Technologies, Inc.                                                                     | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      1210000 | PA      | $1199322.11   | 0.01%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ajinomoto Co., Inc.                                                       | Ajinomoto Co., Inc.                                                                         | CUSIP: N/A<br>LEI: 353800UT0TLROREPIC92       | Long             | EC               | CORP              | JP        |        16500 | NS      | $377467.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                                             | Hologic, Inc.                                                                               | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |        26000 | PA      | $25905.02     | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class A1                                    | CUSIP: 06745KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11254783 | PA      | $11273525.40  | 0.11%             | 2064-12-26      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| nVent Electric plc                                                        | nVent Electric plc                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |         2889 | NS      | $324319.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Aviation Investors LLC                                               | FTAI Aviation Investors LLC                                                                 | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      1139000 | PA      | $1198725.74   | 0.01%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sotheby's                                                                 | Sotheby's                                                                                   | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |       794000 | PA      | $790920.15    | 0.01%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2025-4A, Class A1                                                 | CUSIP: 12575MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5025595.00   | 0.05%             | 2038-10-24      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series 124k                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |         7840 | NS      | $792621.25    | 0.01%             | 2026-02-27      | Fixed         | 21.17%                | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                     | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       226200 | PA      | $1236866.80   | 0.01%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     13818300 | PA      | $-31633.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACRES Commercial Realty Issuer LLC                                        | ACRES Commercial Realty Issuer LLC, Series 2026-FL4, Class A                                | CUSIP: 00501XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2000000 | PA      | $2000830.80   | 0.02%             | 2044-08-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1124000 | PA      | $17519.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2006-OA16, Class A2                                          | CUSIP: 23242GAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       225787 | PA      | $213647.03    | 0.00%             | 2046-10-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Sparta US HoldCo LLC                                                      | Sparta US HoldCo LLC, 1st Lien Term Loan                                                    | CUSIP: 84673EAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3267792 | PA      | $3240375.23   | 0.03%             | 2030-08-02      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Federative Republic of Brazil                                                               | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |         4650 | PA      | $3935094.13   | 0.04%             | 2030-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       128000 | PA      | $-2015.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                                                       | Elmwood CLO II Ltd., Series 2019-2A, Class BRR                                              | CUSIP: 29001LBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2013483.00   | 0.02%             | 2037-10-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                                                | Essendi SA                                                                                  | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |       372000 | PA      | $453096.07    | 0.00%             | 2031-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rand                                                                      | Rand                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ZA        |     12898835 | OU      | $798504.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heimstaden AB                                                             | Heimstaden AB                                                                               | CUSIP: N/A<br>LEI: 549300WD2QBD89VBPV88       | Long             | DBT              | CORP              | SE        |       237000 | PA      | $300659.46    | 0.00%             | 2030-01-29      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Luna 2.5 SARL                                                             | Luna 2.5 SARL                                                                               | CUSIP: N/A<br>LEI: 894500N8J2QVEYP0UI86       | Long             | DBT              | CORP              | LU        |       438000 | PA      | $529241.80    | 0.00%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Turkiye Varlik Fonu Yonetimi A/S                                          | Turkiye Varlik Fonu Yonetimi A/S                                                            | CUSIP: N/A<br>LEI: 789000MAPAG7J8DI3112       | Long             | DBT              | NUSS              | TR        |       429000 | PA      | $459700.31    | 0.00%             | 2029-02-14      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                                | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      1766000 | PA      | $2551226.31   | 0.02%             | 2027-09-15      | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                             | Asbury Automotive Group, Inc.                                                               | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |        89000 | PA      | $87622.32     | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Magna International, Inc.                                                 | Magna International, Inc.                                                                   | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |        14904 | NS      | $761919.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       117200 | NS      | $1556965.19   | 0.01%             | 2026-03-02      | Fixed         | 25.08%                | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                   | Telefonica Emisiones SA                                                                     | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |       400000 | PA      | $472603.74    | 0.00%             | 2034-01-19      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Caturus Energy LLC                                                        | Caturus Energy LLC                                                                          | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |      1338000 | PA      | $1395038.94   | 0.01%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp.                                                    | Pembina Pipeline Corp.                                                                      | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |       238106 | NS      | $9893906.28   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services, Inc.                                         | PennyMac Financial Services, Inc.                                                           | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |        81000 | PA      | $83624.08     | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | 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      | $-4547.60     | -0.00%            |  |  |  | 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      | $2004629.60   | 0.02%             | 2030-07-18      | Floating      | 5.98%                 | 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        |      9252061 | PA      | $8030942.38   | 0.08%             | 2047-08-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Achmea BV                                                                 | Achmea BV                                                                                   | CUSIP: N/A<br>LEI: 7245007QUMI1FHIQV531       | Long             | DBT              | CORP              | NL        |       300000 | PA      | $370646.43    | 0.00%             | 2035-01-28      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Antofagasta plc                                                           | Antofagasta plc                                                                             | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | EC               | CORP              | GB        |        16067 | NS      | $796144.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                  | Morgan Stanley & Co. LLC                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |        22100 | NS      | $6308091.92   | 0.06%             | 2026-03-12      | Fixed         | 26.54%                | No            |                  2 | On Loan: No      |
| Keppel DC REIT                                                            | Keppel DC REIT                                                                              | CUSIP: N/A<br>LEI: 254900L7YDIFLO15BD60       | Long             | EC               | CORP              | SG        |      1887360 | NS      | $3381967.24   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                            | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       764000 | PA      | $761118.84    | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                               | United Parcel Service, Inc.                                                                 | CUSIP: 911312BY1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |       333000 | PA      | $338702.63    | 0.00%             | 2030-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                               | Eurobank SA                                                                                 | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |      2112000 | PA      | $2525373.16   | 0.02%             | 2036-02-07      | Variable      | 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      | $-1975.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       144000 | PA      | $3612.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                   | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      5249000 | PA      | $5272692.52   | 0.05%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     10644000 | PA      | $10639986.57  | 0.10%             | 2032-01-21      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       226070 | PA      | $30584.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                      | Icahn Enterprises LP                                                                        | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       344000 | PA      | $347228.78    | 0.00%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Learning Care Group US No. 2, Inc.                                        | Learning Care Group US No. 2, Inc., 1st Lien Term Loan B                                    | CUSIP: 52200MAL4<br>LEI: 5493000VMN44LK8QID23 | Long             | LON              | CORP              | US        |       234621 | PA      | $175965.75    | 0.00%             | 2028-08-11      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust                                            | PENN Commercial Mortgage Trust, Series 2025-P11, Class A                                    | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4662000 | PA      | $4794550.45   | 0.05%             | 2042-08-10      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                        | Vale Overseas Ltd.                                                                          | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |       287000 | PA      | $294892.50    | 0.00%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                      | Cheniere Corpus Christi Holdings LLC                                                        | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |      1862000 | PA      | $1879719.65   | 0.02%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co.                                              | Baltimore Gas & Electric Co.                                                                | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |      1174000 | PA      | $1215155.18   | 0.01%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                   | Citigroup Global Markets Holdings, Inc., Series DMUd                                        | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |        11400 | NS      | $4950869.29   | 0.05%             | 2026-02-17      | Fixed         | 19.09%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                    | Morgan Stanley Bank NA                                                                      | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |       472000 | PA      | $478155.62    | 0.00%             | 2028-07-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Hanwha Systems Co. Ltd.                                                   | Hanwha Systems Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |         5480 | NS      | $358632.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                                | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |        29484 | NS      | $869510.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Symrise AG                                                                | Symrise AG                                                                                  | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Long             | EC               | CORP              | DE        |          444 | NS      | $37379.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Malaysian Ringgit                                                         | Malaysian Ringgit                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MY        |       193092 | OU      | $48983.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Minera Mexico SA de CV                                                    | Minera Mexico SA de CV                                                                      | CUSIP: N/A<br>LEI: 2549005BMA2EK49I0T98       | Long             | DBT              | CORP              | MX        |       617000 | PA      | $638687.55    | 0.01%             | 2032-02-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                           | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      7406000 | PA      | $7626034.33   | 0.07%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                      | Otis Worldwide Corp.                                                                        | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |       337000 | PA      | $315736.16    | 0.00%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                         | GGAM Finance Ltd.                                                                           | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |       818000 | PA      | $846291.35    | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class B3                                    | CUSIP: 06745KAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1006200 | PA      | $987041.95    | 0.01%             | 2064-12-26      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| Credit Saison Co. Ltd.                                                    | Credit Saison Co. Ltd.                                                                      | CUSIP: N/A<br>LEI: 529900SV58ZWTGRH3A66       | Long             | EC               | CORP              | JP        |         3500 | NS      | $94493.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                    | Northrop Grumman Corp.                                                                      | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |         7753 | NS      | $5367091.78   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CNT Holdings I Corp.                                                      | CNT Holdings I Corp., 1st Lien Term Loan                                                    | CUSIP: 12656AAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2406689 | PA      | $2402309.12   | 0.02%             | 2032-11-08      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA                            | ACS Actividades de Construccion y Servicios SA                                              | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             |  | CORP              | ES        |        21854 | NS      | $12019.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group NV                                                               | NN Group NV                                                                                 | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |        18948 | NS      | $1501955.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Fudosan Holdings Corp.                                              | Tokyu Fudosan Holdings Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       240900 | NS      | $2230616.52   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd.                                                    | Sycamore Tree CLO Ltd., Series 2023-3A, Class A1R                                           | CUSIP: 87122FAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9000000 | PA      | $9017626.50   | 0.08%             | 2037-04-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                                  | Virgin Media Bristol LLC, Facility 1st Lien Term Loan Q                                     | CUSIP: G9368PBE3<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |       795000 | PA      | $793163.55    | 0.01%             | 2029-01-31      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| RR 14 Ltd.                                                                | RR 14 Ltd., Series 2021-14A, Class A1                                                       | CUSIP: 74980PAA1<br>LEI: 54930006FTQV76P0VH16 | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1501793.10   | 0.01%             | 2036-04-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                                 | CUSIP: 89116CKP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       436000 | PA      | $456449.83    | 0.00%             | 2084-07-31      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| ITT Holdings LLC                                                          | ITT Holdings LLC                                                                            | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |      1185000 | PA      | $1142448.07   | 0.01%             | 2029-08-01      | 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      | $-31108.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zalando SE                                                                | Zalando SE                                                                                  | CUSIP: N/A<br>LEI: 529900YRFFGH5AXU4S86       | Long             | EC               | CORP              | DE        |         1468 | NS      | $42212.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                 | KLA Corp.                                                                                   | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |         2155 | NS      | $3077210.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                                                      | Curtiss-Wright Corp.                                                                        | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |         1177 | NS      | $772924.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kleopatra Finco SARL                                                      | Kleopatra Finco SARL                                                                        | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |      1042414 | PA      | $52516.67     | 0.00%             | 2029-09-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| ENEOS Holdings, Inc.                                                      | ENEOS Holdings, Inc.                                                                        | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |       114600 | NS      | $968589.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Breakwater Energy Holdings SARL                                           | Breakwater Energy Holdings Sarl                                                             | CUSIP: 10637BAA3<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |       625000 | PA      | $656116.88    | 0.01%             | 2030-11-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                                       | New Immo Holding SA                                                                         | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |       300000 | PA      | $369213.80    | 0.00%             | 2028-04-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-AIRC, Class A                                     | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16729275 | PA      | $16765870.20  | 0.16%             | 2041-08-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                          | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       201000 | PA      | $208669.76    | 0.00%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Subaru Corp.                                                              | Subaru Corp.                                                                                | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |        34000 | NS      | $729917.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Loxam SAS                                                                 | Loxam SAS                                                                                   | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |       495900 | PA      | $607696.66    | 0.01%             | 2029-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1330000 | PA      | $1358750.61   | 0.01%             | 2030-02-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       130000 | PA      | $3641.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                                                   | Vestas Wind Systems A/S                                                                     | CUSIP: N/A<br>LEI: 549300DYMC8BGZZC8844       | Long             | EC               | CORP              | DK        |        21281 | NS      | $645057.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                   | VZ Secured Financing BV                                                                     | CUSIP: N/A<br>LEI: 549300MG611MYCOWY949       | Long             | DBT              | CORP              | NL        |      2225000 | PA      | $2559561.44   | 0.02%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LCPR Senior Secured Financing DAC                                         | LCPR Senior Secured Financing DAC                                                           | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |       670000 | PA      | $467325.00    | 0.00%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series EMT2                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       114900 | NS      | $1922064.68   | 0.02%             | 2026-03-09      | Fixed         | 23.19%                | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                          | Oaktree CLO Ltd., Series 2019-3A, Class A1R2                                                | CUSIP: 67400EBE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6000000 | PA      | $6027507.60   | 0.06%             | 2038-01-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2021-LBA, Class GV                                                         | CUSIP: 05609BBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5638474 | PA      | $5638473.59   | 0.05%             | 2036-02-15      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       133500 | NS      | $1433735.62   | 0.01%             | 2026-03-19      | Fixed         | 16.53%                | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                                           | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | DBT              | CORP              | US        |       300000 | PA      | $361292.31    | 0.00%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Big River Steel LLC                                                       | Big River Steel LLC                                                                         | CUSIP: 08949LAB6<br>LEI: 549300FDOTXSG1N4RG27 | Long             | DBT              | CORP              | US        |      1671000 | PA      | $1686506.88   | 0.02%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Sony Group Corp.                                                          | Sony Group Corp.                                                                            | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |       424300 | NS      | $9354927.83   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |         6617 | NS      | $1524178.73   | 0.01%             | 2026-02-03      | Fixed         | 15.30%                | No            |                  2 | On Loan: No      |
| TransMontaigne Partners LLC                                               | TransMontaigne Partners LLC                                                                 | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        64000 | PA      | $66394.78     | 0.00%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                  | Bristol-Myers Squibb Co.                                                                    | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |        17481 | NS      | $962329.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        15986 | NS      | $11063971.18  | 0.10%             | 2026-02-06      | Fixed         | 20.39%                | 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        |       563352 | PA      | $112806.20    | 0.00%             | 2046-09-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Sampo OYJ                                                                 | Sampo OYJ, Class A                                                                          | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |        41271 | NS      | $460267.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trans Union LLC                                                           | Trans Union LLC, 1st Lien Term Loan B9                                                      | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |      1574894 | PA      | $1574894.03   | 0.01%             | 2031-06-24      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                                            | Atlas Warehouse Lending Co. LP                                                              | CUSIP: 049463AH5<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |       590000 | PA      | $590870.66    | 0.01%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAHA Trust                                                                | BAHA Trust, Series 2024-MAR, Class A                                                        | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15300000 | PA      | $15874759.80  | 0.15%             | 2041-12-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                         | Gen Digital, Inc.                                                                           | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |         8576 | NS      | $205738.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSL Ltd.                                                                  | CSL Ltd.                                                                                    | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |        26294 | NS      | $3313302.60   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                      | Otis Worldwide Corp.                                                                        | CUSIP: 68902VAR8<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |       153000 | PA      | $158459.16    | 0.00%             | 2031-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2025-7, Class B1                                         | CUSIP: 924931AJ7<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $1006038.50   | 0.01%             | 2070-08-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                            | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      2547000 | PA      | $2667919.26   | 0.03%             | 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        |       316840 | NS      | $6740323.23   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                  | Argentine Republic (The)                                                                    | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       432000 | PA      | $366336.00    | 0.00%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Siemens Funding BV                                                        | Siemens Funding BV                                                                          | CUSIP: 82622RAC0<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |      3245000 | PA      | $3304753.79   | 0.03%             | 2030-05-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                           | Eli Lilly & Co.                                                                             | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        21467 | NS      | $22264499.05  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                                         | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       341000 | PA      | $343614.79    | 0.00%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      4537000 | PA      | $2900.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      2140000 | PA      | $145320.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $65607.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                                       | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      1090000 | PA      | $1109419.43   | 0.01%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Danaher Corp.                                                             | Danaher Corp.                                                                               | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |        22302 | NS      | $4881684.78   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       200000 | PA      | $218356.29    | 0.00%             | 2028-11-13      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                            | Atlas Copco AB, Class A                                                                     | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |         8610 | NS      | $177557.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toray Industries, Inc.                                                    | Toray Industries, Inc.                                                                      | CUSIP: N/A<br>LEI: 35380099TCYR5FHT0A11       | Long             | EC               | CORP              | JP        |        21500 | NS      | $158588.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Acquisition Trust                                    | J.P. Morgan Mortgage Acquisition Trust, Series 2006-CH1, Class M7                           | CUSIP: 46629TAM2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2975000 | PA      | $2737116.03   | 0.03%             | 2036-07-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| MHP                                                                       | MHP Commercial Mortgage Trust, Series 2021-STOR, Class J                                    | CUSIP: 55293BAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1277000 | PA      | $1271785.88   | 0.01%             | 2038-07-15      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                             | Stryker Corp.                                                                               | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |         9142 | NS      | $3378517.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OLA Netherlands BV                                                        | OLA Netherlands BV, 1st Lien Term Loan                                                      | CUSIP: 67935LAB8<br>LEI: N/A                  | Long             | LON              | CORP              | SG        |      1233467 | PA      | $1224215.88   | 0.01%             | 2026-12-15      | Variable      | 10.07%                | 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      | $-113881.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                   | Williams Scotsman, Inc.                                                                     | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |       812000 | PA      | $839494.32    | 0.01%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                  | WESCO Distribution, Inc.                                                                    | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |        70000 | PA      | $73142.65     | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                                   | Element Solutions, Inc., 1st Lien Term Loan                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       716000 | PA      | $717904.56    | 0.01%             | 2030-12-18      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class A1                                    | CUSIP: 066930AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12382283 | PA      | $12626786.38  | 0.12%             | 2065-05-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Link REIT                                                                 | Link REIT                                                                                   | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               | CORP              | HK        |        68300 | NS      | $314027.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AmeriTex HoldCo Intermediate LLC                                          | AmeriTex HoldCo Intermediate LLC                                                            | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       341000 | PA      | $358650.16    | 0.00%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2017-14A, Class A1R                                                    | CUSIP: 67097QAN5<br>LEI: 25490025Q5WQX513IQ05 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5018494.00   | 0.05%             | 2037-07-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Prime Healthcare Services, Inc.                                           | Prime Healthcare Services, Inc.                                                             | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       125000 | PA      | $130156.25    | 0.00%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series 1231                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        78409 | NS      | $9364284.19   | 0.09%             | 2026-03-04      | Fixed         | 13.23%                | No            |                  2 | On Loan: No      |
| Arcano Euro CLO II DAC                                                    | Arcano Euro CLO II DAC, Series 2X, Class D                                                  | CUSIP: N/A<br>LEI: 635400HGPOTPFZDKOF20       | Long             | ABS-CBDO         | CORP              | IE        |       530000 | PA      | $635059.26    | 0.01%             | 2039-07-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Light and Wonder International, Inc.                                      | Light and Wonder International, Inc. Term Loan First Lien                                   | CUSIP: 80875AAY7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2183873 | PA      | $2175683.38   | 0.02%             | 2029-04-16      | Variable      | 5.67%                 | 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        |       974000 | PA      | $1073317.65   | 0.01%             | 2030-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Adyen NV                                                                  | Adyen NV                                                                                    | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |          295 | NS      | $437439.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRPM Trust                                                                | PRPM Trust, Series 2025-NQM3, Class B1                                                      | CUSIP: 69382NAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3011881 | PA      | $3036390.18   | 0.03%             | 2070-05-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                               | Penske Truck Leasing Co. LP                                                                 | CUSIP: 709599CA0<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |       635000 | PA      | $652769.04    | 0.01%             | 2029-07-01      | Fixed         | 5.25%                 | 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      | $600429.42    | 0.01%             | 2034-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                               | L3Harris Technologies, Inc.                                                                 | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |       208000 | PA      | $216576.75    | 0.00%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                   | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       203000 | PA      | $208241.46    | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                           | BRAVO Residential Funding Trust, Series 2025-NQM2, Class B2                                 | CUSIP: 10569NAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $1001250.00   | 0.01%             | 2064-11-25      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                                                 | CUSIP: N/A<br>LEI: 98450038B4549046D794       | Long             | DBT              | CORP              | GB        |      1433000 | PA      | $1934080.81   | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                                    | Howmet Aerospace, Inc.                                                                      | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |         4782 | NS      | $995038.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev Finance, Inc.                                        | Anheuser-Busch InBev Finance, Inc.                                                          | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |       156000 | PA      | $153842.02    | 0.00%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                          | American Builders & Contractors Supply Co., Inc., 1st Lien Term Loan B                      | CUSIP: 02474RAJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2979654 | PA      | $2986685.55   | 0.03%             | 2031-01-31      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Global Aircraft Leasing Co. Ltd.                                          | Global Aircraft Leasing Co. Ltd.                                                            | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       712000 | PA      | $739376.40    | 0.01%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                       | Suzano Austria GmbH, Series DM3N                                                            | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |       879000 | PA      | $787584.00    | 0.01%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                               | Crocs, Inc.                                                                                 | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |       415000 | PA      | $400413.50    | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Utz Quality Foods LLC                                                     | Utz Quality Foods LLC, 1st Lien Term Loan B                                                 | CUSIP: 91809EAG6<br>LEI: 549300K2HU2ISL0R2Q75 | Long             | LON              | CORP              | US        |      1059616 | PA      | $1056638.86   | 0.01%             | 2032-01-29      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc., Class C                                                                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |        43348 | NS      | $14674598.44  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                                         | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |        13000 | PA      | $13348.47     | 0.00%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                       | GS Mortgage-Backed Securities Trust, Series 2025-NQM3, Class B2                             | CUSIP: 36274TAF6<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-MBS          | CORP              | US        |       895840 | PA      | $895493.13    | 0.01%             | 2065-11-25      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| Silgan Holdings, Inc.                                                     | Silgan Holdings, Inc.                                                                       | CUSIP: N/A<br>LEI: KAF673KJXD92C8KSLU49       | Long             | DBT              | CORP              | US        |       560000 | PA      | $670815.77    | 0.01%             | 2031-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                                  | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      3533000 | PA      | $3510980.75   | 0.03%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                                                | Sotera Health Holdings LLC                                                                  | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |       216000 | PA      | $227278.44    | 0.00%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Goodman Group                                                             | Goodman Group                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       322708 | NS      | $6855509.29   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Weir Group plc (The)                                                      | Weir Group plc (The)                                                                        | CUSIP: N/A<br>LEI: 549300KDR56WHY9I3D10       | Long             | EC               | CORP              | GB        |         4726 | NS      | $208741.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Informa plc                                                               | Informa plc                                                                                 | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               | CORP              | GB        |        17908 | NS      | $216110.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                           | ABG Intermediate Holdings 2 LLC, Delayed Draw 1st Lien Term Loan                            | CUSIP: 00076VBM1<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |      1035471 | PA      | $1031329.14   | 0.01%             | 2032-02-13      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                       | GS Mortgage-Backed Securities Trust, Series 2025-NQM3, Class B1                             | CUSIP: 36274TAE9<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-MBS          | CORP              | US        |       842880 | PA      | $852233.52    | 0.01%             | 2065-11-25      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                    | Aramark Services, Inc.                                                                      | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |       248000 | PA      | $247863.87    | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                        | Ryan Specialty LLC                                                                          | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |       392000 | PA      | $381897.18    | 0.00%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE, Series EMtP                                                       | CUSIP: 61778P718<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        23271 | NS      | $3456415.89   | 0.03%             | 2026-02-11      | Fixed         | 36.76%                | No            |                  2 | On Loan: No      |
| Breakwater Energy Holdings Sarl                                           | Breakwater Energy Holdings Sarl                                                             | CUSIP: N/A<br>LEI: 984500969HAFA937F390       | Long             | DBT              | CORP              | LU        |       952000 | PA      | $998410.00    | 0.01%             | 2030-11-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |        32252 | NS      | $4222828.11   | 0.04%             | 2026-02-11      | Fixed         | 18.60%                | No            |                  2 | On Loan: No      |
| Apidos CLO XL Ltd.                                                        | Apidos CLO XL Ltd., Series 2022-40A, Class AR                                               | CUSIP: 03769RAN5<br>LEI: 549300CRPUKFOJKGAT02 | Long             | ABS-CBDO         | CORP              | JE        |     10000000 | PA      | $10044790.00  | 0.09%             | 2037-07-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                    | Sempra                                                                                      | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       137000 | PA      | $135385.20    | 0.00%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                                      | Heimstaden Bostad AB                                                                        | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |      1725000 | PA      | $2017224.72   | 0.02%             | 2027-02-01      | Variable      | 2.62%                 | 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      | $-66635.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                                 | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |       370000 | PA      | $400817.58    | 0.00%             | 2033-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                       | Hilton Domestic Operating Co., Inc.                                                         | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       441000 | PA      | $443127.38    | 0.00%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd.                                                        | Trimaran CAVU Ltd., Series 2021-2A, Class B1                                                | CUSIP: 89624UAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1501744.50   | 0.01%             | 2034-10-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Mobvista, Inc.                                                            | Mobvista, Inc.                                                                              | CUSIP: N/A<br>LEI: 655600AW50D7VN363G24       | Long             | EC               | CORP              | KY        |        27000 | NS      | $51497.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     33950000 | PA      | $-10826.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lake Tahoe Resort Hotel                                                   | Lake Tahoe Resort Hotel, 1st Lien Term Loan                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7532000 | PA      | $7410220.36   | 0.07%             | 2026-02-09      | Variable      | 7.34%                 | No            |                  3 | On Loan: No      |
| US Foods, Inc.                                                            | US Foods, Inc., 1st Lien Term Loan B                                                        | CUSIP: 90351HAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       825817 | PA      | $831622.78    | 0.01%             | 2028-11-22      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                         | BAT Capital Corp.                                                                           | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       770000 | PA      | $832226.56    | 0.01%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Resideo Funding, Inc.                                                     | Resideo Funding, Inc., 1st Lien Term Loan                                                   | CUSIP: 76090LAM6<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |      1637895 | PA      | $1634832.14   | 0.02%             | 2032-08-13      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| New Home Co., Inc. (The)                                                  | New Home Co., Inc. (The)                                                                    | CUSIP: 645370AF4<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |       245000 | PA      | $258163.61    | 0.00%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Shell plc                                                                 | Shell plc                                                                                   | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |       121538 | NS      | $4682540.52   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                                          | Modena Buyer LLC, 1st Lien Term Loan                                                        | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |       843753 | PA      | $802265.82    | 0.01%             | 2031-07-01      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2022-VAMF, Class A                                                         | CUSIP: 05609TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2180000 | PA      | $2179318.75   | 0.02%             | 2039-01-15      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Froneri Lux FinCo. SARL                                                   | Froneri Lux FinCo. SARL, Series JAN                                                         | CUSIP: N/A<br>LEI: 9845005YBZ75E5AA3B94       | Long             | DBT              | CORP              | LU        |      1226000 | PA      | $1465945.64   | 0.01%             | 2032-08-01      | Fixed         | 4.75%                 | 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      | $-474266.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                             | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       483000 | PA      | $499165.53    | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                          | Bank of Montreal                                                                            | CUSIP: 06370D514<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        15900 | NS      | $1611127.48   | 0.02%             | 2026-02-12      | Fixed         | 21.25%                | 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        |      1237917 | PA      | $712507.73    | 0.01%             | 2037-01-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                            | DISH DBS Corp.                                                                              | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1473000 | PA      | $1431552.14   | 0.01%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                             | Cummins, Inc.                                                                               | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |         8201 | NS      | $4746902.82   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                | Warnermedia Holdings, Inc.                                                                  | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      2127000 | PA      | $2111281.47   | 0.02%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                             | Smyrna Ready Mix Concrete LLC                                                               | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |        57000 | PA      | $57178.01     | 0.00%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                            | US Foods, Inc.                                                                              | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       135000 | PA      | $134459.42    | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                          | Bonos de la Tesoreria                                                                       | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |      2292000 | PA      | $748298.34    | 0.01%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                   | RHP Hotel Properties LP                                                                     | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1837000 | PA      | $1899735.39   | 0.02%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                                                   | Boston Scientific Corp.                                                                     | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |        21452 | NS      | $2006405.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series 124j                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |         3569 | NS      | $736019.39    | 0.01%             | 2026-02-27      | Fixed         | 24.99%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |         3111 | NS      | $703202.27    | 0.01%             | 2026-03-04      | Fixed         | 19.29%                | No            |                  2 | On Loan: No      |
| Beijer Ref AB                                                             | Beijer Ref AB, Class B                                                                      | CUSIP: N/A<br>LEI: 549300PZZEUVH08H4G75       | Long             | EC               | CORP              | SE        |         2655 | NS      | $37793.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd.                                                       | Whitebox CLO I Ltd., Series 2019-1A, Class CR3                                              | CUSIP: 96467FBU3<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2003961.00   | 0.02%             | 2037-01-24      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                          | WULF Compute LLC                                                                            | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2156000 | PA      | $2248751.12   | 0.02%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       702000 | PA      | $700150.91    | 0.01%             | 2032-01-22      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Boyne USA, Inc.                                                           | Boyne USA, Inc.                                                                             | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       313000 | PA      | $308857.95    | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SGL Group ApS                                                             | SGL Group ApS                                                                               | CUSIP: N/A<br>LEI: 636700YQKGLXCPPUYE74       | Long             | DBT              | CORP              | DK        |      2373000 | PA      | $2684080.39   | 0.03%             | 2030-04-22      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                               | Republic of Philippines                                                                     | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    589940000 | PA      | $10321465.72  | 0.10%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                              | Intuit, Inc.                                                                                | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |         4168 | NS      | $2079498.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group SA                                                       | Amadeus IT Group SA                                                                         | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |         2435 | NS      | $163258.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                          | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      1301000 | PA      | $1394672.00   | 0.01%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                        | Canadian Imperial Bank of Commerce                                                          | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |        50100 | NS      | $4431089.43   | 0.04%             | 2026-02-02      | Fixed         | 14.90%                | 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        |        28554 | PA      | $23233.08     | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                                       | CUSIP: 036752BJ1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      3260000 | PA      | $3256144.92   | 0.03%             | 2032-09-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Construction Partners, Inc.                                               | Construction Partners, Inc., 1st Lien Term Loan                                             | CUSIP: 21043XAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       596970 | PA      | $596784.94    | 0.01%             | 2031-11-03      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                            | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1241891.30   | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XIX Ltd.                                                 | Sixth Street CLO XIX Ltd., Series 2021-19A, Class CR                                        | CUSIP: 83012KAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1008445.10   | 0.01%             | 2038-07-17      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                  | Bausch Health Cos., Inc.                                                                    | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      1016000 | PA      | $1056213.28   | 0.01%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2025-VOLT, Class A                                                         | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9559000 | PA      | $9603744.72   | 0.09%             | 2044-12-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                       | Hilton Domestic Operating Co., Inc., 1st Lien Term Loan B4                                  | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |      3162935 | PA      | $3175713.26   | 0.03%             | 2030-11-08      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        42726 | NS      | $9364539.67   | 0.09%             | 2026-02-03      | Fixed         | 17.80%                | 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        |      1126897 | PA      | $1027940.44   | 0.01%             | 2036-01-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                  | Bayer AG, Series NC5                                                                        | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |       200000 | PA      | $252824.84    | 0.00%             | 2083-09-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Plains GP Holdings LP                                                     | Plains GP Holdings LP, Class A                                                              | CUSIP: 72651A207<br>LEI: 549300O56BSKRD8FAM12 | Long             |  |  | US        |       274214 | NS      | $5615902.72   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Operating LLC                                          | Magnolia Oil & Gas Operating LLC                                                            | CUSIP: 559665AB0<br>LEI: 984500CG376B0B99F016 | Long             | DBT              | CORP              | US        |       155000 | PA      | $160959.13    | 0.00%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XV Ltd.                                       | Benefit Street Partners CLO XV Ltd., Series 2018-15A, Class A1R                             | CUSIP: 08179MAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2200000 | PA      | $2208445.58   | 0.02%             | 2037-07-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Ecovyst Catalyst Technologies LLC                                         | Ecovyst Catalyst Technologies LLC, 1st Lien Term Loan                                       | CUSIP: 27922JAC0<br>LEI: 254900NH3N3I82Z6Q744 | Long             | LON              | CORP              | US        |      1023578 | PA      | $1022943.30   | 0.01%             | 2031-06-12      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd.                                                    | Julius Baer Group Ltd.                                                                      | CUSIP: N/A<br>LEI: 5299007MF0604ZGJER92       | Long             | EC               | CORP              | CH        |         3423 | NS      | $285924.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                        | Regency Centers LP                                                                          | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |       873000 | PA      | $882590.76    | 0.01%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                             | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |         1763 | NS      | $829947.84    | 0.01%             | 2026-02-25      | Fixed         | 19.98%                | No            |                  2 | On Loan: No      |
| Zealand Pharma A/S                                                        | Zealand Pharma A/S                                                                          | CUSIP: N/A<br>LEI: 549300ITBB1ULBL4CZ12       | Long             | EC               | CORP              | DK        |          978 | NS      | $65406.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy XXIV CLO Ltd.                                                      | Galaxy XXIV CLO Ltd., Series 2017-24A, Class CR                                             | CUSIP: 36321BAL5<br>LEI: 6354006LLTU5DRVJLQ86 | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $751561.65    | 0.01%             | 2037-04-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| SCG Mortgage Trust                                                        | SCG Mortgage Trust, Series 2024-MSP, Class A                                                | CUSIP: 78436EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1830000 | PA      | $1830000.00   | 0.02%             | 2041-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                        | Southern Co. (The)                                                                          | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |       421000 | PA      | $393296.07    | 0.00%             | 2036-07-01      | Fixed         | 4.25%                 | 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      | $230.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chobani Holdco II LLC                                                     | Chobani Holdco II LLC                                                                       | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3862578 | PA      | $4116839.92   | 0.04%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                              | Prysmian SpA                                                                                | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |         7814 | NS      | $925516.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       190000 | PA      | $-3066.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WOM Chile Holdco SpA                                                      | WOM Chile Holdco SpA                                                                        | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |       512463 | PA      | $468903.65    | 0.00%             | 2032-04-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates Trust                | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2006-AR5, Class 1A       | CUSIP: 93935AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2614257 | PA      | $2130933.91   | 0.02%             | 2046-06-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                               | Phillips 66                                                                                 | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |        36435 | NS      | $5230608.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Espirito Santo SA                                                   | Banco Espirito Santo SA                                                                     | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |      1500000 | PA      | $391165.50    | 0.00%             | 2018-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Belron UK Finance plc                                                     | Belron UK Finance plc                                                                       | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |       963000 | PA      | $981336.75    | 0.01%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                              | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      5644000 | PA      | $5768011.04   | 0.05%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2016-NINE, Class B           | CUSIP: 46646GAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4787000 | PA      | $4730872.90   | 0.04%             | 2038-09-06      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                              | Trivium Packaging Finance BV                                                                | CUSIP: N/A<br>LEI: 724500GMZWW3PVYET548       | Long             | DBT              | CORP              | NL        |       283000 | PA      | $353924.36    | 0.00%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Halma plc                                                                 | Halma plc                                                                                   | CUSIP: N/A<br>LEI: 2138007FRGLUR9KGBT40       | Long             | EC               | CORP              | GB        |        10850 | NS      | $526969.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iliad SA                                                                  | iliad SA                                                                                    | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1319494.80   | 0.01%             | 2032-01-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                       | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       960000 | PA      | $970640.01    | 0.01%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.                                         | Fidelity National Financial, Inc.                                                           | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |        78659 | NS      | $4278263.01   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHG Healthcare Services, Inc.                                             | CHG Healthcare Services, Inc., 1st Lien Term Loan                                           | CUSIP: 12541HAX1<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |      1786648 | PA      | $1786719.18   | 0.02%             | 2028-09-29      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                            | Constellium SE                                                                              | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |      1320000 | PA      | $1365067.44   | 0.01%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                 | Florida Power & Light Co.                                                                   | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       144000 | PA      | $146239.54    | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp.                                                         | Asahi Kasei Corp.                                                                           | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |       102600 | NS      | $995323.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WhiteWater Matterhorn Holdings LLC                                        | WhiteWater Matterhorn Holdings LLC, 1st Lien Term Loan                                      | CUSIP: 96618PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       408975 | PA      | $407122.34    | 0.00%             | 2032-06-16      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Chicago US MidCo III LP                                                   | Chicago US MidCo III LP, Delayed Draw 1st Lien Term Loan                                    | CUSIP: 16825PAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       402520 | PA      | $401264.11    | 0.00%             | 2032-10-29      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower, Inc.                                              | Amynta Agency Borrower, Inc. Term Loan First Lien                                           | CUSIP: 57810JAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3499715 | PA      | $3476756.99   | 0.03%             | 2031-12-29      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                        | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |       613000 | PA      | $740204.51    | 0.01%             | 2029-10-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | GBP Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      4683000 | PA      | $24614.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Entain Holdings (Gibraltar) Ltd.                                          | Entain Holdings (Gibraltar) Ltd., 1st Lien Term Loan B5                                     | CUSIP: G3168QAB3<br>LEI: N/A                  | Long             | LON              | CORP              | GI        |       547603 | PA      | $546234.31    | 0.01%             | 2032-07-30      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                 | Danone SA                                                                                   | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |         4656 | NS      | $364843.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-37521.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                 | Sanofi SA                                                                                   | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |       232280 | NS      | $21909516.84  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       402000 | PA      | $366126.66    | 0.00%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                                        | Oversea-Chinese Banking Corp. Ltd.                                                          | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |       237700 | NS      | $3967106.52   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                     | Navoi Mining & Metallurgical Combinat                                                       | CUSIP: 63890CAA2<br>LEI: 213800YLNAGERZ4C3M60 | Long             | DBT              | CORP              | UZ        |       411000 | PA      | $425796.00    | 0.00%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Apidos Loan Fund Ltd.                                                     | Apidos Loan Fund Ltd., Series 2024-1A, Class BR                                             | CUSIP: 037986AS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1808715 | PA      | $1820923.83   | 0.02%             | 2038-10-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC                                                        | Central Parent LLC                                                                          | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       195000 | PA      | $151542.07    | 0.00%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GE Vernova, Inc.                                                          | GE Vernova, Inc.                                                                            | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |         2781 | NS      | $2020034.97   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                                   | KeyCorp                                                                                     | CUSIP: 49326EER0<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |       276000 | PA      | $276314.65    | 0.00%             | 2037-01-28      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Next plc                                                                  | Next plc                                                                                    | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |         2056 | NS      | $373285.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                                            | Adjustable Rate Mortgage Trust, Series 2005-8, Class 7A2                                    | CUSIP: 007036QT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        70132 | PA      | $69746.81     | 0.00%             | 2035-11-25      | Floating      | 4.35%                 | 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      | $-84313.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                    | Palmer Square CLO Ltd., Series 2024-3A, Class A                                             | CUSIP: 69688GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7500000 | PA      | $7533510.00   | 0.07%             | 2037-07-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Japan Post Bank Co. Ltd.                                                  | Japan Post Bank Co. Ltd.                                                                    | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Long             | EC               | CORP              | JP        |        29100 | NS      | $517031.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $66452.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                       | Ardonagh Finco Ltd.                                                                         | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |       611000 | PA      | $744122.93    | 0.01%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Republic of Armenia                                                       | Republic of Armenia                                                                         | CUSIP: 042207AE0<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |       519000 | PA      | $541706.25    | 0.01%             | 2035-03-12      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Diploma plc                                                               | Diploma plc                                                                                 | CUSIP: N/A<br>LEI: 2138008OGI7VYG8FGR19       | Long             | EC               | CORP              | GB        |         2826 | NS      | $205878.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-21044.47    | -0.00%            |  |  |  | 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        |       978814 | PA      | $192092.22    | 0.00%             | 2028-11-01      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| Asurion LLC and Asurion Co-Issuer, Inc.                                   | Asurion LLC and Asurion Co-Issuer, Inc.                                                     | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |      1542000 | PA      | $1558900.43   | 0.01%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EQT Trust                                                                 | EQT Trust, Series 2024-EXTR, Class A                                                        | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9400000 | PA      | $9598431.18   | 0.09%             | 2041-07-05      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| GSK plc                                                                   | GSK plc                                                                                     | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |       201962 | NS      | $5223072.53   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE                                                                    | CUSIP: 61780B111<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        31600 | NS      | $3560469.27   | 0.03%             | 2026-03-19      | Fixed         | 17.60%                | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                   | Republic Services, Inc.                                                                     | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |         2727 | NS      | $586550.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diameter Capital CLO 8 Ltd.                                               | Diameter Capital CLO 8 Ltd., Series 2024-8A, Class A1A                                      | CUSIP: 25256JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4810000 | PA      | $4827997.58   | 0.05%             | 2037-10-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Brambles Ltd.                                                             | Brambles Ltd.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        75485 | NS      | $1171731.66   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                          | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       404000 | PA      | $386034.67    | 0.00%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Dycom Industries, Inc.                                                    | Dycom Industries, Inc.                                                                      | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |       318000 | PA      | $313027.02    | 0.00%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ciena Corp.                                                               | Ciena Corp., 1st Lien Term Loan                                                             | CUSIP: 17178HAR3<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | LON              | CORP              | US        |      2098609 | PA      | $2099133.35   | 0.02%             | 2030-10-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Taurus Law 130 Securities SRL                                             | Taurus Law 130 Securities SRL                                                               | CUSIP: N/A<br>LEI: 81560076C5625D0D0238       | Long             | DBT              | CORP              | IT        |      4644259 | PA      | $5474669.34   | 0.05%             | 2027-08-22      | Variable      | 5.77%                 | Yes           |                  3 | On Loan: No      |
| HalseyPoint CLO 5 Ltd.                                                    | HalseyPoint CLO 5 Ltd., Series 2021-5A, Class B                                             | CUSIP: 406371AC8<br>LEI: 549300VBED2CGY7JQG51 | Long             | ABS-CBDO         | CORP              | KY        |      3500000 | PA      | $3508953.00   | 0.03%             | 2035-01-30      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                               | Capital One Financial Corp.                                                                 | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      1331000 | PA      | $1378029.09   | 0.01%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Republic of Latvia                                                        | Latvia Government Bond                                                                      | CUSIP: 518417AD2<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      1209000 | PA      | $1226397.51   | 0.01%             | 2034-07-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                           | Santander UK Group Holdings plc                                                             | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      1740000 | PA      | $1600241.43   | 0.02%             | 2032-03-15      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Sumitomo Corp.                                                            | Sumitomo Corp.                                                                              | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |        60600 | NS      | $2460910.96   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                    | Cleveland-Cliffs, Inc.                                                                      | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       442000 | PA      | $459329.49    | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       650000 | PA      | $5579.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $623.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                           | AES Corp. (The)                                                                             | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |       308000 | PA      | $312291.67    | 0.00%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 3 Ltd.                                                 | OHA Credit Funding 3 Ltd., Series 2019-3A, Class AR2                                        | CUSIP: 67112RBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2008424.80   | 0.02%             | 2038-01-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                               | Apple, Inc.                                                                                 | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |        26686 | NS      | $6924483.28   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TK Elevator US Newco, Inc.                                                | TK Elevator US Newco, Inc.                                                                  | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |      2512000 | PA      | $2512730.99   | 0.02%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ResMed, Inc.                                                              | ResMed, Inc.                                                                                | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |        10176 | NS      | $2628562.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                                           | Live Nation Entertainment, Inc.                                                             | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |        32000 | PA      | $31990.10     | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 1 Ltd.                                  | GoldenTree Loan Management US CLO 1 Ltd., Series 2017-1A, Class CR3                         | CUSIP: 38136FBY8<br>LEI: 549300BE2068MP2P8N06 | Long             | ABS-CBDO         | CORP              | KY        |      9500000 | PA      | $9495436.20   | 0.09%             | 2034-04-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-841374.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                    | Koninklijke Philips NV                                                                      | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        |        25452 | NS      | $730875.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                         | CUSIP: N/A<br>LEI: SQL3F6CKNNBM3SQGHX24       | Long             | DBT              | CORP              | US        |      1925000 | PA      | $2226382.99   | 0.02%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Global Partners LP                                                        | Global Partners LP                                                                          | CUSIP: 37954FAL8<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |       194000 | PA      | $198715.56    | 0.00%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Brenntag SE                                                               | Brenntag SE                                                                                 | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        |         6834 | NS      | $415778.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                                        | Cinemark USA, Inc.                                                                          | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |        83000 | PA      | $85882.26     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Logitech International SA                                                 | Logitech International SA (Registered)                                                      | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |         7829 | NS      | $674485.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                          | Clarivate Science Holdings Corp.                                                            | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       725000 | PA      | $684242.02    | 0.01%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Columbus McKinnon Corp.                                                   | Columbus McKinnon Corp., 1st Lien Term Loan                                                 | CUSIP: 19933MAQ6<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |       681447 | PA      | $677188.20    | 0.01%             | 2028-05-15      | Variable      | 6.17%                 | No            |                  3 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                      | Deephaven Residential Mortgage Trust, Series 2026-INV1, Class B1                            | CUSIP: 24381GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       573821 | PA      | $573816.70    | 0.01%             | 2070-12-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                                        | Voyager Parent LLC                                                                          | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |       472000 | PA      | $501415.04    | 0.00%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Cogeco Financing 2 LP                                                     | Cogeco Financing 2 LP, 1st Lien Term Loan B                                                 | CUSIP: 19239BAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       330000 | PA      | $313602.30    | 0.00%             | 2028-09-01      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                              | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      6313000 | PA      | $6390392.96   | 0.06%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                             | Moody's Corp.                                                                               | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        11109 | NS      | $5727356.04   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco plc                                              | British American Tobacco plc                                                                | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |       313716 | NS      | $18952713.45  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                                       | Banca Monte dei Paschi di Siena SpA                                                         | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | DBT              | CORP              | IT        |      1373000 | PA      | $1670711.57   | 0.02%             | 2035-10-02      | Variable      | 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      | $595708.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PRPM Trust                                                                | PRPM Trust, Series 2025-NQM6, Class B1                                                      | CUSIP: 69383RAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       567285 | PA      | $568600.53    | 0.01%             | 2070-12-25      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                           | Permian Resources Operating LLC                                                             | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       927000 | PA      | $935429.21    | 0.01%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC and Asurion Co-Issuer, Inc.                                   | Asurion LLC and Asurion Co-Issuer, Inc.                                                     | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |      1702000 | PA      | $1778257.24   | 0.02%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                             | RCI Banque SA                                                                               | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |       600000 | PA      | $749667.67    | 0.01%             | 2034-10-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                 | Commercial Mortgage Trust, Series 2016-667M, Class D                                        | CUSIP: 12636GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1321000 | PA      | $1000441.91   | 0.01%             | 2036-10-10      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                                        | Republic of Serbia                                                                          | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |       712000 | PA      | $737624.88    | 0.01%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                                                 | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       864000 | PA      | $836159.67    | 0.01%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Check Point Software Technologies Ltd.                                    | Check Point Software Technologies Ltd.                                                      | CUSIP: N/A<br>LEI: 2549003ZVBH73EPNS513       | Long             | EC               | CORP              | IL        |         1041 | NS      | $186869.91    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                                           | Automatic Data Processing, Inc.                                                             | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |        21363 | NS      | $5272815.66   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                                         | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |        23825 | NS      | $2678168.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Quikrete Holdings, Inc.                                                   | Quikrete Holdings, Inc.                                                                     | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      2593000 | PA      | $2689178.60   | 0.03%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       375000 | PA      | $356808.46    | 0.00%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                                        | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      1164000 | PA      | $1430443.93   | 0.01%             | 2028-05-15      | Variable      | 8.75%                 | 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      | $-9219.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                | AAdvantage Loyalty IP Ltd., 1st Lien Term Loan                                              | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1198666 | PA      | $1198665.64   | 0.01%             | 2028-04-20      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                           | Naked Juice LLC, 1st Lien Term Loan                                                         | CUSIP: 62984CAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2553617 | PA      | $2535945.49   | 0.02%             | 2029-01-24      | Variable      | 9.17%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                               | Swedbank AB, Class A                                                                        | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |         5116 | NS      | $198911.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eutelsat SA                                                               | Eutelsat SA                                                                                 | CUSIP: N/A<br>LEI: 549300MCOOY1V7P2PG30       | Long             | DBT              | CORP              | FR        |       726000 | PA      | $913349.61    | 0.01%             | 2029-04-13      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The), Series U                                                   | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       357000 | PA      | $353792.78    | 0.00%             | 2026-08-10      | Variable      | 3.65%                 | 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        |       180353 | PA      | $67099.53     | 0.00%             | 2047-04-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                    | TK Elevator Midco GmbH, 1st Lien Term Loan B1                                               | CUSIP: D9000BAJ1<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | DE        |      5381590 | PA      | $5390738.28   | 0.05%             | 2030-04-30      | Variable      | 6.95%                 | 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      | $3003258.90   | 0.03%             | 2034-04-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Minerals Technologies, Inc.                                               | Minerals Technologies, Inc.                                                                 | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |       720000 | PA      | $714600.00    | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                          | GE HealthCare Technologies, Inc.                                                            | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |        23062 | NS      | $1821206.14   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1710000 | PA      | $1846272.45   | 0.02%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                              | Scotts Miracle-Gro Co. (The)                                                                | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |       355000 | PA      | $334171.30    | 0.00%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ProGroup AG                                                               | Progroup AG                                                                                 | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |       704000 | PA      | $853049.91    | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                                                      | NextEra Energy, Inc.                                                                        | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |       241081 | NS      | $21191019.90  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LYB International Finance III LLC                                         | LYB International Finance III LLC                                                           | CUSIP: 50249AAG8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      1926000 | PA      | $1719522.36   | 0.02%             | 2030-10-01      | 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      | $-1196.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                    | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      1090000 | PA      | $1114646.03   | 0.01%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2025-OMG, Class A                                                          | CUSIP: 05619HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1779000 | PA      | $1785034.55   | 0.02%             | 2042-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                    | Dow Chemical Co. (The)                                                                      | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      1205000 | PA      | $1200959.55   | 0.01%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Cloudera, Inc.                                                            | Cloudera, Inc., 1st Lien Term Loan                                                          | CUSIP: 74339VAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       772276 | PA      | $660296.34    | 0.01%             | 2028-10-09      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                              | AES Andes SA                                                                                | CUSIP: 00111VAA5<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |       483000 | PA      | $498697.50    | 0.00%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2015-10A, Class CR3                                                    | CUSIP: 67092DBK4<br>LEI: 254900FZYL5HDKV64882 | Long             | ABS-CBDO         | CORP              | KY        |      3700000 | PA      | $3717321.92   | 0.03%             | 2038-01-26      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Recruit Holdings Co. Ltd.                                                 | Recruit Holdings Co. Ltd.                                                                   | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |        23900 | NS      | $1258903.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |         1373 | NS      | $1860161.74   | 0.02%             | 2026-02-18      | Fixed         | 24.72%                | No            |                  2 | On Loan: No      |
| ACP Tara Holdings, Inc.                                                   | ACP Tara Holdings, Inc., 1st Lien Term Loan                                                 | CUSIP: 00110HAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       410000 | PA      | $411537.50    | 0.00%             | 2032-12-15      | Variable      | 6.97%                 | No            |                  3 | On Loan: No      |
| United Group BV                                                           | United Group BV                                                                             | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |       810000 | PA      | $964621.38    | 0.01%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                                                 | Cablevision Lightpath LLC                                                                   | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |       311000 | PA      | $310911.99    | 0.00%             | 2028-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC, 1st Lien Term Loan                                       | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |     11126856 | PA      | $11088579.30  | 0.10%             | 2031-09-19      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                                              | Komatsu Ltd.                                                                                | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |        52800 | NS      | $2020931.80   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                     | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       560000 | PA      | $594160.00    | 0.01%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Advancion Sciences, Inc.                                                  | Advancion Sciences, Inc.                                                                    | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       589542 | PA      | $483424.44    | 0.00%             | 2026-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                         | Public Service Electric & Gas Co.                                                           | CUSIP: 74456QCJ3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       179000 | PA      | $166067.89    | 0.00%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                          | Bank of Montreal, Series 6                                                                  | CUSIP: 06368L8V1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      1200000 | PA      | $1235522.40   | 0.01%             | 2085-11-26      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series GG                                                                  | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      5595000 | PA      | $5715607.16   | 0.05%             | 2030-08-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                            | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       591000 | PA      | $596707.67    | 0.01%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Italmatch Chemicals SpA                                                   | Italmatch Chemicals SpA                                                                     | CUSIP: N/A<br>LEI: 815600E7294ACCE76074       | Long             | DBT              | CORP              | IT        |       376000 | PA      | $446262.09    | 0.00%             | 2031-02-05      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| adidas AG                                                                 | adidas AG                                                                                   | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |         2310 | NS      | $409571.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-12T1, Class A22                                         | CUSIP: 02150LBG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1707867 | PA      | $713600.26    | 0.01%             | 2037-06-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Entain plc                                                                | Entain plc                                                                                  | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | EC               | CORP              | IM        |        21142 | NS      | $175398.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                                       | Omnicom Group, Inc.                                                                         | CUSIP: 681919BP0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |       289000 | PA      | $291556.43    | 0.00%             | 2028-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Klabin Austria GmbH                                                       | Klabin Austria GmbH                                                                         | CUSIP: 49836AAC8<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |       665000 | PA      | $600202.40    | 0.01%             | 2031-01-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                            | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |        20586 | NS      | $4811359.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       704000 | PA      | $278.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      6259000 | PA      | $6212497.95   | 0.06%             | 2030-03-20      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co.                                       | Trans-Allegheny Interstate Line Co.                                                         | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2884000 | PA      | $2964554.56   | 0.03%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sartorius AG                                                              | Sartorius AG (Preference)                                                                   | CUSIP: N/A<br>LEI: 529900EQV2DY4FOAMU38       | Long             | EP               | CORP              | DE        |          495 | NS      | $138349.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sixth Street CLO XIX Ltd.                                                 | Sixth Street CLO XIX Ltd., Series 2021-19A, Class BR                                        | CUSIP: 83012KAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3019561.50   | 0.03%             | 2038-07-17      | Floating      | 5.27%                 | 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      | $30315.18     | 0.00%             | 2035-10-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                                        | Republic of Serbia                                                                          | CUSIP: 817477AF9<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      1099000 | PA      | $966141.89    | 0.01%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                               | Match Group Holdings II LLC                                                                 | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |       216000 | PA      | $195601.50    | 0.00%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       182671 | PA      | $23836.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sika AG                                                                   | Sika AG (Registered)                                                                        | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |         1550 | NS      | $297430.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |         5000 | NS      | $1162617.09   | 0.01%             | 2026-02-26      | Fixed         | 24.41%                | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd.                                           | Galaxy Entertainment Group Ltd.                                                             | CUSIP: N/A<br>LEI: 549300ZSEBV3HR826S10       | Long             | EC               | CORP              | HK        |        51000 | NS      | $259118.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                       | Kinetik Holdings LP                                                                         | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |       116000 | PA      | $119447.29    | 0.00%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                                  | Wynn Resorts Finance LLC                                                                    | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       112000 | PA      | $112332.75    | 0.00%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Arcline FM Holdings LLC                                                   | Arcline FM Holdings LLC, 1st Lien Term Loan                                                 | CUSIP: 03960DAJ2<br>LEI: 2549000HKCEC1E8UTO17 | Long             | LON              | CORP              | US        |      1585484 | PA      | $1587719.94   | 0.01%             | 2030-06-24      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                            | CUSIP: 251526CW7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      4204000 | PA      | $4370300.53   | 0.04%             | 2029-05-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Garrett Motion Holdings, Inc.                                             | Garrett Motion Holdings, Inc., 1st Lien Term Loan                                           | CUSIP: 36649XAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       930343 | PA      | $931506.22    | 0.01%             | 2032-01-30      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                 | XPLR Infrastructure Operating Partners LP                                                   | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       292000 | PA      | $306342.65    | 0.00%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | 3-mo. SOFR                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           90 | NC      | $-15874.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International, Inc.                                            | Somnigroup International, Inc.                                                              | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |       108000 | PA      | $100780.01    | 0.00%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings, Inc.                                              | Dai-ichi Life Holdings, Inc.                                                                | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |        57100 | NS      | $502145.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 1988 CLO 2 Ltd.                                                           | 1988 CLO 2 Ltd., Series 2023-2A, Class A1R                                                  | CUSIP: 653947AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6000000 | PA      | $6018760.80   | 0.06%             | 2038-04-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| NGK Insulators Ltd.                                                       | NGK Insulators Ltd.                                                                         | CUSIP: N/A<br>LEI: 353800701BNCL25VYY16       | Long             | EC               | CORP              | JP        |         7800 | NS      | $186872.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                           | Solventum Corp.                                                                             | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |       782000 | PA      | $815871.73    | 0.01%             | 2031-03-13      | Fixed         | 5.45%                 | 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        |       541000 | PA      | $652496.65    | 0.01%             | 2031-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                                        | AmWINS Group, Inc., 1st Lien Term Loan                                                      | CUSIP: 03234TBB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5219280 | PA      | $5206910.31   | 0.05%             | 2032-01-30      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                             | Teva Pharmaceutical Finance Netherlands II BV                                               | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |       928000 | PA      | $1318630.75   | 0.01%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                                    | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       178000 | PA      | $200043.68    | 0.00%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                                        | DISH Network Corp.                                                                          | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      3571000 | PA      | $3695835.02   | 0.03%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Ryohin Keikaku Co. Ltd.                                                   | Ryohin Keikaku Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 549300PMNF56J66BY371       | Long             | EC               | CORP              | JP        |         3700 | NS      | $73795.79     | 0.00%             |  |  |  | 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      | $2255989.28   | 0.02%             | 2030-07-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| TUI Cruises GmbH                                                          | TUI Cruises GmbH                                                                            | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |       714000 | PA      | $870973.80    | 0.01%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                                        | Deutsche Boerse AG                                                                          | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |         3947 | NS      | $999480.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd.                                                     | Sonic Healthcare Ltd.                                                                       | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |        25078 | NS      | $401042.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                         | BAT Capital Corp.                                                                           | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       800000 | PA      | $771320.28    | 0.01%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-276439.23   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class XS2                                   | CUSIP: 066930AK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17604214 | PA      | $460448.78    | 0.00%             | 2065-05-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SKY Perfect JSAT Holdings, Inc.                                           | SKY Perfect JSAT Holdings, Inc.                                                             | CUSIP: N/A<br>LEI: 5299009SAF34W9TVEF26       | Long             | EC               | CORP              | JP        |       141600 | NS      | $2046810.67   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                              | Exelon Corp.                                                                                | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |       135000 | PA      | $133743.22    | 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        |      1106923 | PA      | $810624.71    | 0.01%             | 2029-01-01      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                          | Bank of Montreal                                                                            | CUSIP: 06370D522<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        30200 | NS      | $3199194.23   | 0.03%             | 2026-02-12      | Fixed         | 25.50%                | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                           | ContourGlobal Power Holdings SA                                                             | CUSIP: N/A<br>LEI: 549300O5AGIFK0PQ1516       | Long             | DBT              | CORP              | LU        |      1043000 | PA      | $1229001.51   | 0.01%             | 2031-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance 2 BV                                              | Wintershall Dea Finance 2 BV                                                                | CUSIP: N/A<br>LEI: 529900DV88FUQZSVVL48       | Long             | DBT              | CORP              | NL        |      1190000 | PA      | $1464984.75   | 0.01%             | 2030-05-08      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       364000 | PA      | $2721.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                                 | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |        87800 | NS      | $6709254.20   | 0.06%             | 2026-03-12      | Fixed         | 27.41%                | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                        | Canadian Imperial Bank of Commerce                                                          | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |        27600 | NS      | $3340389.16   | 0.03%             | 2026-02-03      | Fixed         | 12.30%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     22775000 | PA      | $20611.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| X Corp.                                                                   | X Corp., 1st Lien Term Loan B3                                                              | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       265000 | PA      | $273943.75    | 0.00%             | 2029-10-26      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| DBGS                                                                      | DBGS, Series 2024-SBL, Class A                                                              | CUSIP: 23306QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12500000 | PA      | $12500000.00  | 0.12%             | 2034-08-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| SBI Holdings, Inc.                                                        | SBI Holdings, Inc.                                                                          | CUSIP: N/A<br>LEI: 353800L6LMHYIPSMRQ17       | Long             | EC               | CORP              | JP        |         4000 | NS      | $90456.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Silver Point CLO 4 Ltd.                                                   | Silver Point CLO 4 Ltd., Series 2024-4A, Class A1                                           | CUSIP: 82809EAA8<br>LEI: 254900DVAEEJOXQ8PL85 | Long             | ABS-CBDO         | CORP              | JE        |      5000000 | PA      | $5008500.00   | 0.05%             | 2037-04-15      | Floating      | 5.30%                 | 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      | $457707.35    | 0.00%             | 2035-12-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Danish Krone                                                              | Danish Krone                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | DK        |       159397 | OU      | $25299.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                        | Canadian Imperial Bank of Commerce                                                          | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |         4570 | NS      | $1357030.20   | 0.01%             | 2026-02-25      | Fixed         | 17.40%                | No            |                  2 | On Loan: No      |
| DS Admiral Bidco LLC                                                      | DS Admiral Bidco LLC, 1st Lien Term Loan                                                    | CUSIP: 23344UAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       954491 | PA      | $918697.20    | 0.01%             | 2031-06-26      | Variable      | 7.92%                 | No            |                  3 | On Loan: No      |
| Compass Group plc                                                         | Compass Group plc                                                                           | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |        53301 | NS      | $1598253.87   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp.                                                         | Nitto Denko Corp.                                                                           | CUSIP: N/A<br>LEI: 3538009GX5P09USH2J25       | Long             | EC               | CORP              | JP        |         8700 | NS      | $193343.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wharf Real Estate Investment Co. Ltd.                                     | Wharf Real Estate Investment Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 529900QLPKS8U9QOPB59       | Long             | EC               | CORP              | KY        |      1099000 | NS      | $3815466.63   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bryant Park CLO Ltd.                                                      | Bryant Park CLO Ltd., Series 2025-27A, Class A1                                             | CUSIP: 11765EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     10000000 | PA      | $10040880.00  | 0.09%             | 2038-07-20      | Floating      | 5.00%                 | 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        |      1559742 | PA      | $1522418.00   | 0.01%             | 2035-08-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                               | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      5915000 | PA      | $5879832.96   | 0.06%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                        | Vodafone Group plc                                                                          | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |       776158 | NS      | $1143068.37   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Metso OYJ                                                                 | Metso OYJ                                                                                   | CUSIP: N/A<br>LEI: 549300R0VN9C371W0E07       | Long             | EC               | CORP              | FI        |         2918 | NS      | $57049.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1787.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class A2                                    | CUSIP: 06744WAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1018503 | PA      | $1031836.56   | 0.01%             | 2065-01-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        26299 | NS      | $5329982.30   | 0.05%             | 2026-02-18      | Fixed         | 12.69%                | 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      | $17706.60     | 0.00%             | 2037-04-10      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                               | L3Harris Technologies, Inc.                                                                 | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |       371000 | PA      | $386137.64    | 0.00%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer LLC                                                        | Pinnacle Buyer LLC, 1st Lien Term Loan B                                                    | CUSIP: 72349UAB8<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |      1409544 | PA      | $1409543.89   | 0.01%             | 2032-10-01      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                   | American Airlines, Inc., 1st Lien Term Loan                                                 | CUSIP: 02376CBR5<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |      2097017 | PA      | $2094772.81   | 0.02%             | 2028-02-15      | 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      | $26592.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Associated Banc-Corp.                                                     | Associated Banc-Corp.                                                                       | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |      2800000 | PA      | $2913642.90   | 0.03%             | 2030-08-29      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                                             | BioMarin Pharmaceutical, Inc.                                                               | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |       637000 | PA      | $638764.49    | 0.01%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                                               | Grant Thornton Advisors LLC, 1st Lien Term Loan                                             | CUSIP: 38821UAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2796354 | PA      | $2752172.08   | 0.03%             | 2031-06-02      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Baht                                                                      | Baht                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TH        |            0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tosoh Corp.                                                               | Tosoh Corp.                                                                                 | CUSIP: N/A<br>LEI: 529900YSLFVJF2MDBX02       | Long             | EC               | CORP              | JP        |        15700 | NS      | $256233.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Transcanada Trust                                                         | Transcanada Trust, Series 16-A                                                              | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |      2437000 | PA      | $2442787.88   | 0.02%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      4262000 | PA      | $73798.95     | 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        |        24537 | NS      | $7107248.93   | 0.07%             | 2026-02-18      | Fixed         | 17.36%                | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                                    | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       739000 | PA      | $747918.93    | 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        |       352000 | PA      | $344724.87    | 0.00%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Fortis SA                                                     | BNP Paribas Fortis SA                                                                       | CUSIP: N/A<br>LEI: KGCEPHLVVKVRZYO1T647       | Long             | DBT              | CORP              | BE        |      1500000 | PA      | $1721808.96   | 0.02%             | 2174-03-19      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| CapitaLand Investment Ltd.                                                | CapitaLand Investment Ltd.                                                                  | CUSIP: N/A<br>LEI: 254900AT4UQDU7SNXX49       | Long             | EC               | CORP              | SG        |        56600 | NS      | $137035.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                        | Chemours Co. (The)                                                                          | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |       153000 | PA      | $153403.00    | 0.00%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Dollar                                                        | New Zealand Dollar                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NZ        |         2737 | OU      | $1647.83      | 0.00%             |  |  |  | No            |                  1 | 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        |       211569 | PA      | $192197.22    | 0.00%             | 2036-10-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                      | Consumers Energy Co.                                                                        | CUSIP: 210518DW3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |       751000 | PA      | $764084.74    | 0.01%             | 2029-05-30      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                                       | BlackRock Cash Funds: Institutional, SL Agency Shares                                       | CUSIP: 066922519<br>LEI: 549300JDHS1T46VWOG19 | Long             | STIV             | RF                | US        |    217687521 | NS      | $217796365.13 | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ballyrock CLO 14 Ltd.                                                     | Ballyrock CLO 14 Ltd., Series 2020-14A, Class A2R                                           | CUSIP: 05874XAQ2<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1006601.20   | 0.01%             | 2037-07-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                 | RTX Corp.                                                                                   | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       808000 | PA      | $835669.30    | 0.01%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                          | Sealed Air Corp.                                                                            | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |       300000 | PA      | $311443.50    | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                    | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |        70000 | PA      | $70433.72     | 0.00%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                    | LifePoint Health, Inc.                                                                      | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |       188000 | PA      | $201692.98    | 0.00%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                  | WESCO Distribution, Inc.                                                                    | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       466000 | PA      | $485231.82    | 0.00%             | 2033-03-15      | Fixed         | 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        |         6639 | NS      | $1520072.56   | 0.01%             | 2026-02-10      | Fixed         | 16.04%                | No            |                  2 | On Loan: No      |
| Triton Container International Ltd.                                       | Triton Container International Ltd.                                                         | CUSIP: 89681LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       655000 | PA      | $652281.75    | 0.01%             | 2033-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                     | Cheniere Energy, Inc.                                                                       | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |        58772 | NS      | $12431453.44  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                                                    | AP Moller - Maersk A/S, Class B                                                             | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |           41 | NS      | $101381.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                               | L3Harris Technologies, Inc.                                                                 | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |        95000 | PA      | $97893.03     | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Sagard-Halseypoint CLO 8 Ltd.                                             | Sagard-Halseypoint CLO 8 Ltd., Series 2024-8A, Class C                                      | CUSIP: 78662AAC6<br>LEI: 254900W5MVYX9QDPHC09 | Long             | ABS-CBDO         | CORP              | KY        |      1250000 | PA      | $1256286.75   | 0.01%             | 2038-01-30      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                    | Mercedes-Benz Group AG                                                                      | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |        12205 | NS      | $834141.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                     | WR Grace Holdings LLC                                                                       | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |       554000 | PA      | $554692.50    | 0.01%             | 2033-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                            | M&T Bank Corp.                                                                              | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      1759000 | PA      | $1783648.29   | 0.02%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Egyptian Pound                                                            | Egyptian Pound                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | EG        |       397913 | OU      | $8478.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                        | Canadian Imperial Bank of Commerce                                                          | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |         8500 | NS      | $1686942.07   | 0.02%             | 2026-03-05      | Fixed         | 20.50%                | 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        |      2388650 | PA      | $2185659.38   | 0.02%             | 2047-05-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                              | Atrium Hotel Portfolio Trust, Series 2025-ATRM, Class A                                     | CUSIP: 049917AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2377000 | PA      | $2383822.47   | 0.02%             | 2042-08-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 6 Ltd.                                               | Diameter Capital CLO 6 Ltd., Series 2024-6A, Class A1                                       | CUSIP: 25255UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5012825.50   | 0.05%             | 2037-04-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Uniti Services LLC                                                        | Uniti Services LLC                                                                          | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |       849000 | PA      | $876552.80    | 0.01%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-19499.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                         | Lamar Media Corp.                                                                           | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       383000 | PA      | $381994.85    | 0.00%             | 2033-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                                      | Coterra Energy, Inc.                                                                        | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |       239000 | PA      | $247117.79    | 0.00%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7524.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bally's Corp.                                                             | Bally's Corp., Facility 1st Lien Term Loan B                                                | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |      1030938 | PA      | $1012896.74   | 0.01%             | 2028-10-02      | Variable      | 7.18%                 | 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        |       822903 | PA      | $780383.59    | 0.01%             | 2030-07-31      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7291.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                         | Iliad Holding SAS                                                                           | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |      1377000 | PA      | $1740232.33   | 0.02%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                              | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       127000 | PA      | $132899.94    | 0.00%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Elisa OYJ                                                                 | Elisa OYJ                                                                                   | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |        10345 | NS      | $457611.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2025-5, Class M3                             | CUSIP: 92262KAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3133551 | PA      | $3126486.65   | 0.03%             | 2055-12-25      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                                   | Genesee & Wyoming, Inc.                                                                     | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |       475000 | PA      | $488997.78    | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AREIT                                                                     | AREIT, Series 2025-CRE11, Class A                                                           | CUSIP: 04002DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10000000 | PA      | $10003649.00  | 0.09%             | 2043-07-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                         | Healthpeak OP LLC                                                                           | CUSIP: 42250GAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |       219000 | PA      | $218038.78    | 0.00%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                         | GGAM Finance Ltd.                                                                           | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |        45000 | PA      | $45731.25     | 0.00%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                             | Veralto Corp.                                                                               | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |         3374 | NS      | $333958.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OEG Finance plc                                                           | OEG Finance plc                                                                             | CUSIP: N/A<br>LEI: 254900KMBHWF9UK63G44       | Long             | DBT              | CORP              | GB        |      2141000 | PA      | $2650942.51   | 0.02%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                         | Philip Morris International, Inc.                                                           | CUSIP: 718172DZ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      1417000 | PA      | $1394122.76   | 0.01%             | 2032-10-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                              | McAfee Corp.                                                                                | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |       365000 | PA      | $290393.69    | 0.00%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society                                                                 | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       511000 | PA      | $701851.04    | 0.01%             | 2027-06-20      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Snap-on, Inc.                                                             | Snap-on, Inc.                                                                               | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |         3277 | NS      | $1199742.47   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Mizuho Markets Cayman LP                                                                    | CUSIP: 60701B838<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |        11861 | NS      | $4427749.02   | 0.04%             | 2026-02-27      | Fixed         | 43.27%                | No            |                  2 | On Loan: No      |
| ams-OSRAM AG                                                              | ams-OSRAM AG                                                                                | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | DBT              | CORP              | AT        |      1119000 | PA      | $1406330.01   | 0.01%             | 2029-03-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Hudson Yards Mortgage Trust                                               | Hudson Yards Mortgage Trust, Series 2025-SPRL, Class A                                      | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8310000 | PA      | $8613247.69   | 0.08%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                       | Buckeye Partners LP                                                                         | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |       249000 | PA      | $232317.80    | 0.00%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                                        | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |        10482 | NS      | $3691445.94   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                           | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      3175000 | PA      | $3177668.05   | 0.03%             | 2030-01-23      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Brookfield Property REIT, Inc.                                            | Brookfield Property REIT, Inc.                                                              | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       709000 | PA      | $700051.78    | 0.01%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                                                 | USI, Inc., 1st Lien Term Loan                                                               | CUSIP: 90351NAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3582923 | PA      | $3572173.80   | 0.03%             | 2030-09-27      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2827000 | PA      | $2902017.19   | 0.03%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   2774707000 | PA      | $-14051.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Columbus McKinnon Corp.                                                   | Columbus McKinnon Corp.                                                                     | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |       374000 | PA      | $375944.80    | 0.00%             | 2033-02-01      | Fixed         | 7.12%                 | 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        |      1726396 | PA      | $922301.90    | 0.01%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       200000 | PA      | $202038.80    | 0.00%             | 2030-08-05      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower, Inc.                                              | Amynta Agency Borrower, Inc.                                                                | CUSIP: 03238AAA3<br>LEI: 5493000GP6HBRVTWBO85 | Long             | DBT              | CORP              | US        |       516000 | PA      | $526098.12    | 0.00%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                                       | EssilorLuxottica SA                                                                         | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |         4496 | NS      | $1374409.57   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                   | Duke Energy Florida LLC                                                                     | CUSIP: 26444HAH4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |       231000 | PA      | $218363.70    | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series GMUj                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        28274 | NS      | $9453693.94   | 0.09%             | 2026-03-03      | Fixed         | 27.73%                | No            |                  2 | On Loan: No      |
| Ziggo BV                                                                  | Ziggo BV                                                                                    | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $188812.86    | 0.00%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                   | CenterPoint Energy Houston Electric LLC, Series AQ                                          | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |       283000 | PA      | $283186.99    | 0.00%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Achmea BV                                                                 | Achmea BV                                                                                   | CUSIP: N/A<br>LEI: 7245007QUMI1FHIQV531       | Long             | DBT              | CORP              | NL        |       400000 | PA      | $476847.97    | 0.00%             | 2029-03-24      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                              | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1985000 | PA      | $1745470.11   | 0.02%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                       | Rocket Mortgage LLC                                                                         | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |       733000 | PA      | $723030.32    | 0.01%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bright Horizons Family Solutions LLC                                      | Bright Horizons Family Solutions LLC, 1st Lien Term Loan B                                  | CUSIP: 10919RAR0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2127320 | PA      | $2134403.94   | 0.02%             | 2032-08-23      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                             | Six Flags Entertainment Corp.                                                               | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       206000 | PA      | $210212.70    | 0.00%             | 2032-01-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-919411.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                           | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       289000 | PA      | $326642.25    | 0.00%             | 2033-11-10      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                           | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $211059.72    | 0.00%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                      | Boots Group Finco LP                                                                        | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |       566000 | PA      | $692974.40    | 0.01%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society                                                                 | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       225000 | PA      | $329430.26    | 0.00%             | 2031-12-20      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 172967BU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1705000 | PA      | $1817234.03   | 0.02%             | 2033-02-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DigiCo Infrastructure REIT                                                | DigiCo Infrastructure REIT                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       611781 | NS      | $1090558.34   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                         | BAT Capital Corp.                                                                           | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       388000 | PA      | $395762.60    | 0.00%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Corp. Financiera de Desarrollo SA                                         | Corp. Financiera de Desarrollo SA                                                           | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |       595000 | PA      | $614218.50    | 0.01%             | 2030-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                          | Kroger Co. (The)                                                                            | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |        48896 | NS      | $3073113.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Group SA                                                           | Ardagh Group SA                                                                             | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |      1400000 | PA      | $1323000.00   | 0.01%             | 2030-12-01      | Variable      | 12.00%                | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                  | Svenska Handelsbanken AB, Class A                                                           | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |        18931 | NS      | $298448.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA                                              | Banco Mercantil del Norte SA                                                                | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |       708000 | PA      | $747294.00    | 0.01%             | 2031-05-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                                       | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       571000 | PA      | $508151.81    | 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      | $1233428.20   | 0.01%             | 2024-10-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co. LLC                                    | Transcontinental Gas Pipe Line Co. LLC                                                      | CUSIP: 893574AS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1505000 | PA      | $1510663.56   | 0.01%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2024-PAT, Class C                                                          | CUSIP: 05612FAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2615000 | PA      | $2624191.88   | 0.02%             | 2041-03-15      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                                 | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |        46239 | NS      | $3661877.52   | 0.03%             | 2026-02-13      | Fixed         | 15.41%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       240000 | PA      | $-2577.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                      | Allstate Corp. (The)                                                                        | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |        11458 | NS      | $2280027.42   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                                                 | Argenx SE                                                                                   | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |          793 | NS      | $666890.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       257000 | PA      | $-161.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Mizuho Markets Cayman LP                                                                    | CUSIP: 60701B804<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |        16084 | NS      | $1878651.43   | 0.02%             | 2026-02-20      | Fixed         | 17.92%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series DMT8                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       131275 | NS      | $25126945.38  | 0.24%             | 2026-02-04      | Fixed         | 20.36%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       311795 | PA      | $42264.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                                               | Merlin Properties Socimi SA                                                                 | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | EC               | CORP              | ES        |        75169 | NS      | $1118755.96   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust, Inc.                                                | Digital Realty Trust, Inc.                                                                  | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |        10602 | NS      | $1759401.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Windstream Services LLC                                                   | Windstream Services LLC                                                                     | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |      3702000 | PA      | $3877937.55   | 0.04%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                          | Sealed Air Corp.                                                                            | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |        83000 | PA      | $82684.43     | 0.00%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                    | Ardagh Metal Packaging Finance USA LLC                                                      | CUSIP: N/A<br>LEI: 635400YUJMWFYRBL5293       | Long             | DBT              | CORP              | US        |       782000 | PA      | $888351.64    | 0.01%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -1066000 | PA      | $-15467.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CD&R Firefly Bidco plc                                                    | CD&R Firefly Bidco plc                                                                      | CUSIP: N/A<br>LEI: 213800OAU5VX61DYZ558       | Long             | DBT              | CORP              | GB        |      1759000 | PA      | $2517102.91   | 0.02%             | 2029-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corp.                                                        | Primo Brands Corp., 1st Lien Term Loan                                                      | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |      1567941 | PA      | $1566702.25   | 0.01%             | 2028-03-31      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10418.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                      | Icahn Enterprises LP                                                                        | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       173000 | PA      | $174054.09    | 0.00%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Coloplast A/S                                                             | Coloplast A/S, Class B                                                                      | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Long             | EC               | CORP              | DK        |         6989 | NS      | $595777.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FCG Acquisitions, Inc.                                                    | FCG Acquisitions, Inc., 1st Lien Term Loan                                                  | CUSIP: 30260UAK1<br>LEI: 254900BHD5AK9H7EKF91 | Long             | LON              | CORP              | US        |       167000 | PA      | $167070.14    | 0.00%             | 2028-03-31      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                          | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       390000 | PA      | $394088.88    | 0.00%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TAV Havalimanlari Holding A/S                                             | TAV Havalimanlari Holding A/S                                                               | CUSIP: N/A<br>LEI: 789000PBM9TT5D88M597       | Long             | DBT              | CORP              | TR        |       618000 | PA      | $639630.00    | 0.01%             | 2028-12-07      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                                      | Osaic Holdings, Inc., Series JAN                                                            | CUSIP: 00791GAD9<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |       395000 | PA      | $408944.80    | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                     | Global Payments, Inc.                                                                       | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       208000 | PA      | $198836.02    | 0.00%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II plc                                     | BCP V Modular Services Finance II plc                                                       | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |       581000 | PA      | $664630.51    | 0.01%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                             | Surgery Center Holdings, Inc.                                                               | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |      2616000 | PA      | $2633822.18   | 0.02%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 14 Ltd.                                                   | Signal Peak CLO 14 Ltd., Series 2024-14A, Class A                                           | CUSIP: 82667FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3012000.00   | 0.03%             | 2038-01-22      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                   | Kodiak Gas Services LLC                                                                     | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |       855000 | PA      | $886818.83    | 0.01%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                    | Palmer Square CLO Ltd., Series 2024-4A, Class C                                             | CUSIP: 69703WAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1005296.70   | 0.01%             | 2038-01-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                         | Johnson & Johnson                                                                           | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |        12652 | NS      | $2875167.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                     | CUSIP: 91087BBS8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       637000 | PA      | $631267.00    | 0.01%             | 2056-02-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                      | Glencore Funding LLC                                                                        | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      1787000 | PA      | $1973894.65   | 0.02%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LSF12 Helix Parent, LLC                                                   | LSF12 Helix Parent, LLC Term Loan First Lien                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2398000 | PA      | $2389007.50   | 0.02%             | 2033-01-24      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                                               | Groupe Bruxelles Lambert NV                                                                 | CUSIP: N/A<br>LEI: 549300KV0ZEHT2KVU152       | Long             | EC               | CORP              | BE        |         2094 | NS      | $198139.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OQ Chemicals International Holding GmbH                                   | OQ Chemicals International Holding GmbH, 1st Lien Term Loan B2                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      1581354 | PA      | $1162295.24   | 0.01%             | 2031-04-08      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Tokyo Gas Co. Ltd.                                                        | Tokyo Gas Co. Ltd.                                                                          | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |        20400 | NS      | $905059.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                         | Merck & Co., Inc.                                                                           | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       228436 | NS      | $25189637.72  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria Treasury Bills                                                  | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | STIV             | NUSS              | NG        |   1503000000 | PA      | $1057853.64   | 0.01%             | 2026-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Digicel International Finance Ltd.                                        | Digicel International Finance Ltd.                                                          | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2626000 | PA      | $2730567.32   | 0.03%             | 2032-08-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Zelis Cost Management Buyer, Inc.                                         | Zelis Cost Management Buyer, Inc., 1st Lien Term Loan B2                                    | CUSIP: 98932TAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1300213 | PA      | $1264781.92   | 0.01%             | 2029-09-28      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NASDAQ 100 E-Mini Index                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           -3 | NC      | $-54868.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                         | Genesis Energy LP                                                                           | CUSIP: 37185LAL6<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |       239000 | PA      | $240027.94    | 0.00%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                                    | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      3869000 | PA      | $3992743.54   | 0.04%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society                                                                 | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       499000 | PA      | $718516.07    | 0.01%             | 2030-12-20      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                                | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |       598988 | NS      | $3997686.23   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      2180000 | PA      | $2046415.86   | 0.02%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                                    | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |      1087354 | NS      | $1623641.95   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                            | DTE Energy Co.                                                                              | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |        52757 | NS      | $7089485.66   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Capital Corp. II                                                 | Blue Owl Capital Corp. II                                                                   | CUSIP: 69121DAD2<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |       166000 | PA      | $169988.69    | 0.00%             | 2026-11-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                | AT&T, Inc.                                                                                  | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |        93507 | NS      | $2450818.47   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mill City Mortgage Loan Trust                                             | Mill City Mortgage Loan Trust, Series 2023-NQM1, Class A1                                   | CUSIP: 59980DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3537575 | PA      | $3530931.86   | 0.03%             | 2067-10-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp.                                                        | Hormel Foods Corp.                                                                          | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |        68269 | NS      | $1680100.09   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                                                     | American Homes 4 Rent, Class A                                                              | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |       121793 | NS      | $3814556.76   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                                         | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |       913000 | PA      | $944102.19    | 0.01%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Tenaris SA                                                                | Tenaris SA                                                                                  | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | LU        |         9866 | NS      | $219153.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      1181000 | PA      | $1153941.93   | 0.01%             | 2028-06-01      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                 | Aptiv Swiss Holdings Ltd.                                                                   | CUSIP: 03835VAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      1183000 | PA      | $1188509.65   | 0.01%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Swedish Krona                                                             | Swedish Krona                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |       516474 | OU      | $57981.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Bank International plc                                             | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |        22200 | NS      | $1840003.32   | 0.02%             | 2026-03-02      | Fixed         | 19.67%                | No            |                  2 | On Loan: No      |
| Bank of Ireland Group plc                                                 | Bank of Ireland Group plc                                                                   | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | EC               | CORP              | IE        |        49658 | NS      | $1008924.85   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                            | M&T Bank Corp.                                                                              | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      1709000 | PA      | $1753016.06   | 0.02%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| JELD-WEN, Inc.                                                            | JELD-WEN, Inc.                                                                              | CUSIP: 47580PAA1<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |       208000 | PA      | $130285.96    | 0.00%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       800000 | PA      | $16288.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Midcontinent Communications                                               | Midcontinent Communications                                                                 | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |       705000 | PA      | $678329.48    | 0.01%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                                       | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       618000 | PA      | $643492.50    | 0.01%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                                             | Textron, Inc.                                                                               | CUSIP: 883203CF6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |      1685000 | PA      | $1667283.89   | 0.02%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       210000 | PA      | $210169.12    | 0.00%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO 3 Ltd.                                                   | New Mountain CLO 3 Ltd., Series CLO-3A, Class A1R                                           | CUSIP: 647550AQ5<br>LEI: 549300CEYMYPINCEX579 | Long             | ABS-CBDO         | CORP              | KY        |      6500000 | PA      | $6528249.00   | 0.06%             | 2038-10-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                 | Panther Escrow Issuer LLC                                                                   | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5026000 | PA      | $5176408.08   | 0.05%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Kuwaiti Dinar                                                             | Kuwaiti Dinar                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | KW        |            0 | OU      | $0.07         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer, Inc.                                                              | Pfizer, Inc.                                                                                | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |        53445 | NS      | $1413085.80   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |        83875 | NS      | $9069618.20   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                             | Calpine Corp.                                                                               | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      4738000 | PA      | $4735657.77   | 0.04%             | 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      | $5015000.00   | 0.05%             | 2030-07-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Indra Sistemas SA                                                         | Indra Sistemas SA                                                                           | CUSIP: N/A<br>LEI: 95980020140005308793       | Long             | EC               | CORP              | ES        |         1732 | NS      | $111946.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        45474 | NS      | $3597329.59   | 0.03%             | 2026-02-06      | Fixed         | 14.16%                | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Mizuho Markets Cayman LP                                                                    | CUSIP: 60701B648<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |        27731 | NS      | $3340540.55   | 0.03%             | 2026-02-10      | Fixed         | 11.72%                | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                   | Kingdom of Saudi Arabia                                                                     | CUSIP: 80413TBE8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      1520000 | PA      | $1324300.00   | 0.01%             | 2053-01-18      | 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      | $19657.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Cardif SA                                                     | BNP Paribas Cardif SA                                                                       | CUSIP: N/A<br>LEI: 969500VRSFWX7S1P2M29       | Long             | DBT              | CORP              | FR        |      2800000 | PA      | $3364888.13   | 0.03%             | 2035-11-07      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Accelleron Industries AG                                                  | Accelleron Industries AG                                                                    | CUSIP: N/A<br>LEI: 254900KS0MD2PAARXD14       | Long             | EC               | CORP              | CH        |          947 | NS      | $90710.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OHA Credit Partners XI Ltd.                                               | OHA Credit Partners XI Ltd., Series 2015-11A, Class B1R2                                    | CUSIP: 67109FAY1<br>LEI: 549300OYGEU6QQMCEG78 | Long             | ABS-CBDO         | CORP              | KY        |      1750000 | PA      | $1760552.50   | 0.02%             | 2037-04-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Zscaler, Inc.                                                             | Zscaler, Inc.                                                                               | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |         1484 | NS      | $296814.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biffa Group Holdings Ltd.                                                 | Biffa Group Holdings Ltd.                                                                   | CUSIP: N/A<br>LEI: 21380012LWLXNMXB8I44       | Long             | DBT              | CORP              | JE        |       490000 | PA      | $580899.88    | 0.01%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp.                                                       | Mattamy Group Corp.                                                                         | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |       502000 | PA      | $490174.44    | 0.00%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                                    | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       180000 | PA      | $193778.82    | 0.00%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| GreenPoint Mortgage Funding Trust                                         | GreenPoint Mortgage Funding Trust, Series 2006-AR2, Class 4A1                               | CUSIP: 39538WGJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       839360 | PA      | $775998.86    | 0.01%             | 2036-03-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 SARL                                                   | Albion Financing 1 SARL                                                                     | CUSIP: N/A<br>LEI: 259400W9CABUZBRDLP97       | Long             | DBT              | CORP              | LU        |       692000 | PA      | $847439.19    | 0.01%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE, Series E11u                                                       | CUSIP: 61778P767<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |         4363 | NS      | $1081528.19   | 0.01%             | 2026-02-13      | Fixed         | 12.02%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                          | Bank of Montreal                                                                            | CUSIP: 06370D589<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        10368 | NS      | $3172356.08   | 0.03%             | 2026-02-18      | Fixed         | 22.50%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE, Series DMSf                                                       | CUSIP: 61778P759<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        32682 | NS      | $4259168.62   | 0.04%             | 2026-02-20      | Fixed         | 16.51%                | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                    | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      3632000 | PA      | $3814616.96   | 0.04%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                                     | DIRECTV Financing LLC, 1st Lien Term Loan                                                   | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        95397 | PA      | $95431.40     | 0.00%             | 2027-08-02      | Variable      | 8.93%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | Nissan Motor Co. Ltd.                                                                       | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |      1703000 | PA      | $2077548.86   | 0.02%             | 2029-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                                         | Sonova Holding AG (Registered)                                                              | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               | CORP              | CH        |         2805 | NS      | $767682.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                     | Sumitomo Mitsui Financial Group, Inc.                                                       | CUSIP: 86562MEF3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      1980000 | PA      | $1974615.53   | 0.02%             | 2037-01-15      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                                           | CUSIP: 18060TAE5<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |      1538000 | PA      | $1591876.14   | 0.01%             | 2032-09-15      | Fixed         | 6.75%                 | 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        |       236000 | NS      | $13049841.15  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Global                                                          | Paramount Global                                                                            | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       386000 | PA      | $362994.40    | 0.00%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Cleanspark, Inc.                                                          | Cleanspark, Inc.                                                                            | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |        14122 | NS      | $167204.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Commercial Metals Co.                                                     | Commercial Metals Co.                                                                       | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |       587000 | PA      | $596801.14    | 0.01%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                       | Ascent Resources Utica Holdings LLC                                                         | CUSIP: 04364VAK9<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |       179000 | PA      | $220515.47    | 0.00%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1131135.24   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Herschend Entertainment Co. LLC                                           | Herschend Entertainment Co. LLC, 1st Lien Term Loan                                         | CUSIP: 42778EAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1423845 | PA      | $1426336.73   | 0.01%             | 2032-05-27      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                             | Equinix, Inc.                                                                               | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |       781000 | PA      | $751882.57    | 0.01%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb, Inc.                                                       | Bausch + Lomb Netherlands BV                                                                | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | DBT              | CORP              | CA        |       544000 | PA      | $651343.73    | 0.01%             | 2031-01-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Viavi Solutions, Inc.                                                     | Viavi Solutions, Inc.                                                                       | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |       174000 | PA      | $165382.09    | 0.00%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Aruba Investments Holdings LLC                                            | Aruba Investments Holdings LLC, 1st Lien Term Loan                                          | CUSIP: 04317JAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1724511 | PA      | $1593327.34   | 0.01%             | 2027-11-24      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| CPI Holdco B LLC                                                          | CPI Holdco B LLC, 1st Lien Term Loan                                                        | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6176436 | PA      | $6142959.55   | 0.06%             | 2031-05-19      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Swiss Franc                                                               | Swiss Franc                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | CH        |       -12210 | OU      | $-15794.98    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square CLO Ltd.                                                    | Palmer Square CLO Ltd., Series 2019-1A, Class CR2                                           | CUSIP: 69700GBA9<br>LEI: 549300Y43K78UTRMTN21 | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1512585.00   | 0.01%             | 2038-08-14      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                    | Norfolk Southern Corp.                                                                      | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      1882000 | PA      | $1870427.17   | 0.02%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Letras do Tesouro Nacional Treasury Bills                                                   | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | STIV             | NUSS              | BR        |        28400 | PA      | $3359664.82   | 0.03%             | 2030-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                                      | FS KKR Capital Corp.                                                                        | CUSIP: 302635AQ0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |      1706000 | PA      | $1651981.85   | 0.02%             | 2031-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                               | QXO Building Products, Inc.                                                                 | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |      2007000 | PA      | $2068173.36   | 0.02%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        23473 | NS      | $11489572.60  | 0.11%             | 2026-02-06      | Fixed         | 18.35%                | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                          | DTE Electric Co., Series A                                                                  | CUSIP: 250847EB2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |       115000 | PA      | $128978.65    | 0.00%             | 2036-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $174352.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                               | Capital One Financial Corp.                                                                 | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      1540000 | PA      | $1728682.82   | 0.02%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Iberdrola SA                                                              | Iberdrola SA                                                                                | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |         2316 | NS      | $52070.05     | 0.00%             |  |  |  | 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        |        24256 | NS      | $5957150.61   | 0.06%             | 2026-02-11      | Fixed         | 14.88%                | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2019-5A, Class A1R2                                               | CUSIP: 12554XAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     16500000 | PA      | $16581790.50  | 0.16%             | 2038-10-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Avoca CLO XVIII DAC                                                       | Avoca CLO XVIII DAC, Series 18X, Class DR                                                   | CUSIP: N/A<br>LEI: 549300K6K5XESJRIKM24       | Long             | ABS-CBDO         | CORP              | IE        |       570000 | PA      | $685224.33    | 0.01%             | 2038-01-15      | Floating      | 5.07%                 | 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      | $-95576.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                                | Snap, Inc.                                                                                  | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      1420000 | PA      | $1457140.10   | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        55400 | NS      | $2535577.57   | 0.02%             | 2026-03-02      | Fixed         | 37.80%                | No            |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                                            | BE Semiconductor Industries NV                                                              | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Long             | EC               | CORP              | NL        |         5168 | NS      | $1005917.10   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PRPM LLC                                                                  | PRPM LLC, Series 2025-RCF4, Class M1A                                                       | CUSIP: 69382WAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       700000 | PA      | $674139.27    | 0.01%             | 2055-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                            | Enbridge, Inc., Series 20-A                                                                 | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      3221000 | PA      | $3260267.21   | 0.03%             | 2080-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Kia Corp.                                                                 | Kia Corp.                                                                                   | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |        29604 | NS      | $3149960.86   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                    | Citadel Securities Global Holdings LLC, Facility 1st Lien Term Loan                         | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |      2974950 | PA      | $2977419.21   | 0.03%             | 2031-10-31      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Yamaha Motor Co. Ltd.                                                     | Yamaha Motor Co. Ltd.                                                                       | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Long             | EC               | CORP              | JP        |        51400 | NS      | $388157.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EastGroup Properties, Inc.                                                | EastGroup Properties, Inc.                                                                  | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |        35332 | NS      | $6417704.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrise FinCo. I BV                                                       | Sunrise FinCo. I BV                                                                         | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |      1192000 | PA      | $1141721.44   | 0.01%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                              | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      1495000 | PA      | $1549886.28   | 0.01%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2147429.37   | 0.02%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Acushnet Co.                                                              | Acushnet Co.                                                                                | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |       192000 | PA      | $193804.80    | 0.00%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series 000n                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |        32846 | NS      | $1378053.45   | 0.01%             | 2026-03-04      | Fixed         | 29.28%                | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                        | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       883000 | PA      | $786185.27    | 0.01%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Motion Finco SARL                                                         | Motion Finco SARL                                                                           | CUSIP: N/A<br>LEI: 2549002L1LBQZKA7UN30       | Long             | DBT              | CORP              | LU        |       471000 | PA      | $487202.75    | 0.00%             | 2030-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   6294999742 | PA      | $-47281.17    | -0.00%            |  |  |  | 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        |      2352411 | PA      | $1974862.42   | 0.02%             | 2037-09-27      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                              | KazMunayGas National Co. JSC                                                                | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |       282000 | PA      | $264234.00    | 0.00%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Energean plc                                                              | Energean plc                                                                                | CUSIP: N/A<br>LEI: 549300RVMKU0CYUZBB05       | Long             | DBT              | CORP              | GB        |      1238000 | PA      | $1473894.93   | 0.01%             | 2031-05-12      | Fixed         | 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        |       151712 | NS      | $9871920.05   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                                        | Vertiv Group Corp.                                                                          | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |       289000 | PA      | $284594.31    | 0.00%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                        | Ares Capital Corp.                                                                          | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |       565000 | PA      | $501107.71    | 0.00%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                          | Paramount Global                                                                            | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       441000 | PA      | $421896.46    | 0.00%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                     | Lockheed Martin Corp.                                                                       | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       263000 | PA      | $266398.23    | 0.00%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                 | Bank of Nova Scotia (The)                                                                   | CUSIP: 06418GAZ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      1143000 | PA      | $1144227.94   | 0.01%             | 2034-02-02      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                                  | Blue Racer Midstream LLC                                                                    | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       198000 | PA      | $209921.58    | 0.00%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Legal & General Group plc                                                 | Legal & General Group plc                                                                   | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | EC               | CORP              | GB        |        59547 | NS      | $216204.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| South Bow Corp.                                                           | South Bow Corp.                                                                             | CUSIP: 83671M105<br>LEI: 2549000XS5TAFA3YF943 | Long             | EC               | CORP              | CA        |        26046 | NS      | $739881.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                        | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |       620000 | PA      | $616754.41    | 0.01%             | 2031-01-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                                  | NGL Energy Operating LLC                                                                    | CUSIP: 62922LAD0<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |       748000 | PA      | $782900.18    | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                  | AEP Transmission Co. LLC                                                                    | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |       310000 | PA      | $318783.58    | 0.00%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                                  | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |       763000 | PA      | $744047.16    | 0.01%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Middleby Corp. (The)                                                      | Middleby Corp. (The)                                                                        | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |        18543 | NS      | $2728973.31   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp.                                                      | Meritage Homes Corp.                                                                        | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |       634000 | PA      | $643354.81    | 0.01%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                               | Service Corp. International                                                                 | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      1881000 | PA      | $1910838.30   | 0.02%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PKHL Commercial Mortgage Trust                                            | PKHL Commercial Mortgage Trust, Series 2021-MF, Class G                                     | CUSIP: 69356GAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1400000 | PA      | $261054.78    | 0.00%             | 2038-07-15      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group, Inc.                                         | Sumitomo Mitsui Trust Group, Inc.                                                           | CUSIP: N/A<br>LEI: 353800P843RLCDBLNT17       | Long             | EC               | CORP              | JP        |        38400 | NS      | $1282513.90   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                    | Cie de Saint-Gobain SA                                                                      | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |        32377 | NS      | $3195789.04   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                         | CUSIP: N/A<br>LEI: SQL3F6CKNNBM3SQGHX24       | Long             | DBT              | CORP              | US        |       900000 | PA      | $1040906.33   | 0.01%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                    | LifePoint Health, Inc.                                                                      | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      1266000 | PA      | $1375622.94   | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                                      | Ashton Woods USA LLC                                                                        | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       610000 | PA      | $615439.98    | 0.01%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Capstone Borrower, Inc.                                                   | Capstone Borrower, Inc., 1st Lien Term Loan                                                 | CUSIP: N/A<br>LEI: 254900YSP2BAI3YKIX08       | Long             | LON              | CORP              | US        |      1065252 | PA      | $1035073.00   | 0.01%             | 2030-06-17      | Variable      | 6.42%                 | No            |                  3 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                   | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      2766000 | PA      | $2849062.98   | 0.03%             | 2030-09-18      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                     | DirecTV Financing LLC                                                                       | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1436000 | PA      | $1479207.80   | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                                              | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       399000 | PA      | $376222.73    | 0.00%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1000000 | PA      | $994991.24    | 0.01%             | 2029-01-12      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       374000 | PA      | $15202.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-237995.11   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                                       | New Immo Holding SA                                                                         | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |       400000 | PA      | $481209.36    | 0.00%             | 2030-11-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pandora A/S                                                               | Pandora A/S                                                                                 | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |         9874 | NS      | $799237.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                            | Raven Acquisition Holdings LLC, Delayed Draw 1st Lien Term Loan                             | CUSIP: 75419XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        71889 | PA      | $71098.17     | 0.00%             | 2031-11-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc., 1st Lien Term Loan B                                                   | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              | CORP              | US        |       518677 | PA      | $513002.52    | 0.00%             | 2031-01-31      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                               | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       562000 | PA      | $530016.12    | 0.00%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| StubHub HoldCo Sub LLC                                                    | StubHub Holdco Sub LLC, 1st Lien Term Loan B                                                | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |      3169685 | PA      | $3159795.35   | 0.03%             | 2030-03-15      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                  | Diamondback Energy, Inc.                                                                    | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      2300000 | PA      | $2355354.54   | 0.02%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      5489000 | PA      | $72688.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                                    | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       200000 | PA      | $213773.24    | 0.00%             | 2034-08-18      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO 4 Ltd.                                                  | Kennedy Lewis CLO 4 Ltd., Series 4A, Class BRR                                              | CUSIP: 37148BAE0<br>LEI: 549300HNXZUJB12SQJ60 | Long             | ABS-CBDO         | CORP              | KY        |      2750000 | PA      | $2761521.40   | 0.03%             | 2037-07-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Leonardo DRS, Inc.                                                        | Leonardo DRS, Inc.                                                                          | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |        13875 | NS      | $569707.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CQP Holdco LP                                                             | CQP Holdco LP                                                                               | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1898000 | PA      | $1887411.57   | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        26424 | NS      | $9407964.83   | 0.09%             | 2026-02-06      | Fixed         | 13.06%                | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                       | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      6526000 | PA      | $6486630.53   | 0.06%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| SPX FLOW, Inc.                                                            | SPX FLOW, Inc., 1st Lien Term Loan                                                          | CUSIP: 78470DAW8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4546546 | PA      | $4545363.49   | 0.04%             | 2029-04-05      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                          | Deutsche Post AG                                                                            | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |        16219 | NS      | $907104.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                                                      | Kleopatra Finco SARL                                                                        | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |      1327440 | PA      | $236022.15    | 0.00%             | 2026-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITE Group plc (The)                                                     | UNITE Group plc (The)                                                                       | CUSIP: N/A<br>LEI: 213800BBUUWVDH9YI827       | Long             | EC               | CORP              | GB        |       374975 | NS      | $2916325.14   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                            | Ford Motor Co.                                                                              | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |       700000 | PA      | $699714.72    | 0.01%             | 2026-12-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                      | Howard Midstream Energy Partners LLC                                                        | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        87000 | PA      | $91898.54     | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Auckland International Airport Ltd.                                       | Auckland International Airport Ltd.                                                         | CUSIP: N/A<br>LEI: 549300HFZIZDJWB7AK60       | Long             | EC               | CORP              | NZ        |      1948577 | NS      | $9690947.63   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Paraguay Government International Bond                                    | Republic of Paraguay                                                                        | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |       526000 | PA      | $467088.00    | 0.00%             | 2033-01-29      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   3505167204 | PA      | $45431.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                        | Atmos Energy Corp.                                                                          | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |        18894 | NS      | $3142827.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                          | Terna - Rete Elettrica Nazionale                                                            | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | EC               | CORP              | IT        |        20596 | NS      | $223184.87    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regions Financial Corp.                                                   | Regions Financial Corp.                                                                     | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |        57840 | NS      | $1648440.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE, Series DMVO                                                       | CUSIP: 61778P650<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       248053 | NS      | $6631112.21   | 0.06%             | 2026-02-04      | Fixed         | 21.07%                | No            |                  2 | On Loan: No      |
| Range Resources Corp.                                                     | Range Resources Corp.                                                                       | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |        20317 | NS      | $768998.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                     | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      3939202 | PA      | $4059312.21   | 0.04%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |         8404 | NS      | $793878.50    | 0.01%             | 2026-03-03      | Fixed         | 22.68%                | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                                       | Banca Monte dei Paschi di Siena SpA                                                         | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | EC               | CORP              | IT        |        30217 | NS      | $313465.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                   | Kingdom of Saudi Arabia                                                                     | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |      1818000 | PA      | $1175573.34   | 0.01%             | 2051-11-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                       | Kingdom of Thailand                                                                         | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    126080000 | PA      | $4164209.03   | 0.04%             | 2035-03-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                            | 280 Park Avenue Mortgage Trust, Series 2017-280P, Class E                                   | CUSIP: 90205FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1564000 | PA      | $1550323.29   | 0.01%             | 2034-09-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                          | Ventas Realty LP                                                                            | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |       569000 | PA      | $593390.04    | 0.01%             | 2034-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                              | Vistra Corp.                                                                                | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |      2514000 | PA      | $2560350.62   | 0.02%             | 2026-10-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       344000 | PA      | $609.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                  | American Homes 4 Rent LP                                                                    | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |       636000 | PA      | $567666.63    | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                       | Bausch + Lomb Corp., 1st Lien Term Loan                                                     | CUSIP: C0787FAL6<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |      4561587 | PA      | $4590097.18   | 0.04%             | 2031-01-15      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                       | Ardonagh Finco Ltd.                                                                         | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |      2804000 | PA      | $2898714.02   | 0.03%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                      | Cheniere Corpus Christi Holdings LLC                                                        | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |       547000 | PA      | $535189.06    | 0.01%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                           | Federal Realty Investment Trust                                                             | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |        30529 | NS      | $3088313.64   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies, Inc.                                                  | Lumen Technologies, Inc.                                                                    | CUSIP: 550241AB9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |       397320 | PA      | $397320.00    | 0.00%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Shimizu Corp.                                                             | Shimizu Corp.                                                                               | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |        22500 | NS      | $399575.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |         1765 | NS      | $680721.79    | 0.01%             | 2026-02-20      | Fixed         | 12.81%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE                                                                    | CUSIP: 61778P726<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        57384 | NS      | $18406846.11  | 0.17%             | 2026-02-10      | Fixed         | 25.60%                | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                      | Cross Mortgage Trust, Series 2025-H10, Class B1                                             | CUSIP: 22758YAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       611214 | PA      | $601209.77    | 0.01%             | 2071-01-25      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Ipsen SA                                                                  | Ipsen SA                                                                                    | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |        12346 | NS      | $2016909.27   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MVM Energetika Zrt.                                                       | MVM Energetika Zrt.                                                                         | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | NUSS              | HU        |       529000 | PA      | $557941.59    | 0.01%             | 2028-06-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                            | Uniti Group LP, Series Feb                                                                  | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1138000 | PA      | $1146535.00   | 0.01%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                                    | Chocoladefabriken Lindt & Spruengli AG                                                      | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |           15 | NS      | $215572.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                        | General Motors Financial Co., Inc.                                                          | CUSIP: 37045XFN1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       430000 | PA      | $431859.70    | 0.00%             | 2036-01-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5777.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dentsu Group, Inc.                                                        | Dentsu Group, Inc.                                                                          | CUSIP: N/A<br>LEI: 5299007PBBE83ZLJZG91       | Long             | EC               | CORP              | JP        |        13400 | NS      | $260114.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                                 | Stonepeak Nile Parent LLC, 1st Lien Term Loan                                               | CUSIP: 86184XAD6<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |       837000 | PA      | $835953.75    | 0.01%             | 2032-04-09      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Motion Bondco DAC                                                         | Motion Bondco DAC                                                                           | CUSIP: 61978XAA5<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |       409000 | PA      | $388188.65    | 0.00%             | 2027-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Veon Midco BV                                                             | Veon Midco BV                                                                               | CUSIP: N/A<br>LEI: 213800GOFSH7EPKBRE50       | Long             | DBT              | CORP              | NL        |       662000 | PA      | $631170.66    | 0.01%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                       | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1166000 | PA      | $1186813.95   | 0.01%             | 2030-07-26      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                | Builders FirstSource, Inc.                                                                  | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |       249000 | PA      | $257634.82    | 0.00%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                   | CenterPoint Energy Houston Electric LLC                                                     | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |       535000 | PA      | $540407.25    | 0.01%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                           | CHL Mortgage Pass-Through Trust, Series 2005-11, Class 4A1                                  | CUSIP: 12669GUR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       462453 | PA      | $441665.47    | 0.00%             | 2035-04-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd.                                              | Sun Hung Kai Properties Ltd.                                                                | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |       332000 | NS      | $5331552.49   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        43889 | NS      | $9591041.28   | 0.09%             | 2026-03-10      | Fixed         | 21.62%                | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                        | Canadian Imperial Bank of Commerce                                                          | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |         8200 | NS      | $2473255.91   | 0.02%             | 2026-02-02      | Fixed         | 14.80%                | No            |                  2 | On Loan: No      |
| GE Capital Funding LLC                                                    | GE Capital Funding LLC                                                                      | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |       213000 | PA      | $214795.95    | 0.00%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Athora Netherlands NV                                                     | Athora Netherlands NV                                                                       | CUSIP: N/A<br>LEI: 724500MKKXKEVWMN9E13       | Long             | DBT              | CORP              | NL        |       863000 | PA      | $1076438.49   | 0.01%             | 2031-05-18      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                                      | Flutter Financing BV, 1st Lien Term Loan B                                                  | CUSIP: N3313EAG5<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |      4978042 | PA      | $4965597.20   | 0.05%             | 2030-12-02      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                    | Becton Dickinson & Co.                                                                      | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |        56912 | NS      | $11580453.76  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Filtration Group Corp.                                                    | Filtration Group Corp., 1st Lien Term Loan                                                  | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |      4768265 | PA      | $4771268.61   | 0.04%             | 2028-10-23      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| DBR Land Holdings LLC                                                     | DBR Land Holdings LLC                                                                       | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       315000 | PA      | $322679.70    | 0.00%             | 2030-12-01      | 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      | $-33059.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Flatiron CLO 28 Ltd.                                                      | Flatiron CLO 28 Ltd., Series 2024-1A, Class BR                                              | CUSIP: 33884EAU5<br>LEI: 254900U51J2X527SRJ56 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2008240.00   | 0.02%             | 2036-07-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXIX Ltd.                                            | Madison Park Funding XXIX Ltd., Series 2018-29A, Class A1R2                                 | CUSIP: 55820CAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2005236.20   | 0.02%             | 2038-03-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Tele Columbus AG                                                          | Tele Columbus AG                                                                            | CUSIP: N/A<br>LEI: 3912004GMFDLY04RUQ19       | Short            | DBT              | CORP              | DE        |     -1106923 | PA      | $-810624.68   | -0.01%            | 2029-01-01      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      1037700 | NS      | $6517026.28   | 0.06%             | 2026-03-23      | Fixed         | 24.26%                | No            |                  2 | On Loan: No      |
| AIB Group plc                                                             | AIB Group plc                                                                               | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |      3041000 | PA      | $3731835.79   | 0.04%             | 2031-07-14      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                                | Grifols SA                                                                                  | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |       363000 | PA      | $450368.68    | 0.00%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                      | Glencore Funding LLC                                                                        | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      2248000 | PA      | $2353734.77   | 0.02%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                       | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     11179000 | PA      | $11132893.56  | 0.10%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| New Turkish Lira                                                          | New Turkish Lira                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TR        |        16137 | OU      | $371.07       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks, Inc.                                                     | Arista Networks, Inc.                                                                       | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |        11797 | NS      | $1672106.78   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                              | Jones Deslauriers Insurance Management, Inc.                                                | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |       644000 | PA      | $673362.54    | 0.01%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                                      | Honda Motor Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |       511400 | NS      | $5143424.54   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co. Ltd.                                                | Mitsubishi Estate Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: 353800KOFMRGOXSJ5Z65       | Long             | EC               | CORP              | JP        |        87300 | NS      | $2224921.39   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series MTOt                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        48667 | NS      | $11433214.24  | 0.11%             | 2026-02-20      | Fixed         | 23.05%                | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 19 Ltd.                                             | Anchorage Capital CLO 19 Ltd., Series 2021-19A, Class A1R                                   | CUSIP: 03328JAL1<br>LEI: 549300ZNOS7Q8W8H3S38 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3016416.00   | 0.03%             | 2038-10-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co. Ltd.                                              | Dai Nippon Printing Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 529900S7NFNQ4FT6OP83       | Long             | EC               | CORP              | JP        |        14900 | NS      | $267338.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                              | Trivium Packaging Finance BV                                                                | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |       757000 | PA      | $807775.02    | 0.01%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Ageas SA                                                                  | Ageas SA                                                                                    | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |        15389 | NS      | $1093087.29   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                                                     | Reworld Holding Corp.                                                                       | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |       313000 | PA      | $303007.73    | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                    | Freeport-McMoRan, Inc.                                                                      | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |       391000 | PA      | $391190.13    | 0.00%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Mizuho Markets Cayman LP                                                                    | CUSIP: 60701B846<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |        10603 | NS      | $564136.08    | 0.01%             | 2026-02-27      | Fixed         | 24.02%                | No            |                  2 | On Loan: No      |
| Orion OYJ                                                                 | Orion OYJ, Class B                                                                          | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |        20069 | NS      | $1659668.43   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico                   | CUSIP: N/A<br>LEI: 549300WIWQK5Q9MCUN92       | Long             | DBT              | CORP              | MX        |       295000 | PA      | $311719.13    | 0.00%             | 2035-02-11      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Hamamatsu Photonics KK                                                    | Hamamatsu Photonics KK                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        17300 | NS      | $193314.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                            | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1046000 | PA      | $957660.17    | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       861000 | PA      | $1150.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LABL, Inc.                                                                | LABL, Inc.                                                                                  | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |       430000 | PA      | $195650.00    | 0.00%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                     | Gilead Sciences, Inc.                                                                       | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      1084000 | PA      | $1134626.37   | 0.01%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     15557000 | PA      | $-2543.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-140214.93   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MKS Instruments, Inc.                                                     | MKS Instruments, Inc. Term Loan First Lien                                                  | CUSIP: 55314NBB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2260000 | PA      | $2262825.00   | 0.02%             | 2033-01-27      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                         | Iliad Holding SAS                                                                           | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |       369000 | PA      | $373235.75    | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                             | Dynasty Acquisition Co., Inc., 1st Lien Term Loan B2                                        | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |      1817605 | PA      | $1820695.26   | 0.02%             | 2031-10-31      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                                      | Archrock Partners LP                                                                        | CUSIP: 03959KAD2<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |      1741000 | PA      | $1804715.38   | 0.02%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                           | CHL Mortgage Pass-Through Trust, Series 2007-21, Class 1A1                                  | CUSIP: 17025WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       127094 | PA      | $54138.91     | 0.00%             | 2038-02-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                                   | Aroundtown Finance SARL                                                                     | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |      2961000 | PA      | $3469635.30   | 0.03%             | 2031-04-30      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                                  | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |       636000 | PA      | $646864.79    | 0.01%             | 2032-06-30      | Fixed         | 8.25%                 | 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      | $-3932.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                               | Petrobras Global Finance BV                                                                 | CUSIP: 71645WAS0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      1260000 | PA      | $1263150.00   | 0.01%             | 2041-01-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2020-4A, Class CR                                                 | CUSIP: 12562RAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2011157.20   | 0.02%             | 2040-01-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                    | AXA SA                                                                                      | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |       400000 | PA      | $494928.67    | 0.00%             | 2030-06-02      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                               | Prologis LP                                                                                 | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |       242000 | PA      | $245816.54    | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2019-6A, Class BR                                                 | CUSIP: 12555XAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     10000000 | PA      | $10064024.00  | 0.09%             | 2037-07-16      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE, Series 000z                                                       | CUSIP: 61778P692<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        17558 | NS      | $3921328.59   | 0.04%             | 2026-02-10      | Fixed         | 32.54%                | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                                    | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       362000 | PA      | $364807.67    | 0.00%             | 2026-06-27      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                   | Raizen Fuels Finance SA                                                                     | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       341000 | PA      | $259057.70    | 0.00%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| WhiteWater Matterhorn Holdings, LLC                                       | WhiteWater Matterhorn Holdings LLC, 1st Lien Term Loan B                                    | CUSIP: 96618PAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       920000 | PA      | $915832.40    | 0.01%             | 2032-06-16      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                                 | Howard Hughes Corp. (The)                                                                   | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |        16000 | PA      | $15152.81     | 0.00%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      1192000 | PA      | $1243677.16   | 0.01%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings, Inc.                                      | MS&AD Insurance Group Holdings, Inc.                                                        | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               | CORP              | JP        |        20900 | NS      | $532481.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                     | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      1260000 | PA      | $6786772.69   | 0.06%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                           | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      3516000 | PA      | $4201615.60   | 0.04%             | 2029-07-04      | Variable      | 4.75%                 | 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      | $-27885.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                                                 | Thales SA                                                                                   | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |         8026 | NS      | $2456966.75   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                | Progress Residential Trust, Series 2022-SFR3, Class F                                       | CUSIP: 74331UAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       500000 | PA      | $501649.65    | 0.00%             | 2039-04-17      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Dayforce, Inc.                                                            | Dayforce, Inc., 1st Lien Term Loan B                                                        | CUSIP: 23958CAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3481552 | PA      | $3472847.90   | 0.03%             | 2031-03-01      | Variable      | 5.67%                 | No            |                  3 | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                                | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       822000 | PA      | $724686.65    | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10-Year Note                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -3453 | NC      | $4429883.95   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                        | Canadian Imperial Bank of Commerce                                                          | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |        85220 | NS      | $8390833.75   | 0.08%             | 2026-02-03      | Fixed         | 11.10%                | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                                       | Amcor Flexibles North America, Inc.                                                         | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |      3042000 | PA      | $3145646.69   | 0.03%             | 2035-03-17      | 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      | $-191399.22   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Delta 2 (Lux) SARL                                                        | Delta 2 (Lux) SARL, 1st Lien Term Loan B                                                    | CUSIP: L2465BAW6<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |      5016505 | PA      | $5010234.69   | 0.05%             | 2031-09-30      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                                            | Coherent Corp., 1st Lien Term Loan B3                                                       | CUSIP: 45173JAT1<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |      1456372 | PA      | $1458804.00   | 0.01%             | 2029-07-02      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG (Registered)                                                                   | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |        75910 | NS      | $3591711.86   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA                                                                                | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |      1181000 | PA      | $1433330.15   | 0.01%             | 2030-06-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                                       | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      2080000 | PA      | $2136554.39   | 0.02%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Simon Property Group, Inc.                                                | Simon Property Group, Inc.                                                                  | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |        42314 | NS      | $8095091.34   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexagon AB                                                                | Hexagon AB, Class B                                                                         | CUSIP: N/A<br>LEI: 549300WJFW6ILNI4TA80       | Long             | EC               | CORP              | SE        |        26562 | NS      | $299487.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sound Point CLO XXIII                                                     | Sound Point CLO XXIII Ltd., Series 2019-2A, Class CR                                        | CUSIP: 83614BAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2250000 | PA      | $2252499.08   | 0.02%             | 2034-07-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                                            | AppLovin Corp.                                                                              | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |      4903000 | PA      | $5019680.61   | 0.05%             | 2034-12-01      | 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      | $34826.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                                         | Chariot Buyer LLC, 1st Lien Term Loan                                                       | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |      4811127 | PA      | $4804007.00   | 0.05%             | 2032-09-08      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Stena International SA                                                    | Stena International SA                                                                      | CUSIP: N/A<br>LEI: 213800A4LTGG4W55QP46       | Long             | DBT              | CORP              | LU        |      1138000 | PA      | $1169206.57   | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                            | Hewlett Packard Enterprise Co.                                                              | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       273237 | NS      | $5880060.24   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BFLD Commercial Mortgage Trust                                            | BFLD Commercial Mortgage Trust, Series 2025-660F, Class A                                   | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9476000 | PA      | $9508573.75   | 0.09%             | 2042-11-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Five Point Operating Co. LP                                               | Five Point Operating Co. LP                                                                 | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       153000 | PA      | $159019.94    | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                         | Taylor Morrison Communities, Inc.                                                           | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |       188000 | PA      | $192966.96    | 0.00%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ZoomInfo Technologies LLC                                                 | ZoomInfo Technologies LLC                                                                   | CUSIP: 98981BAA0<br>LEI: 254900NOX7TLOJ3WS309 | Long             | DBT              | CORP              | US        |        15000 | PA      | $13710.78     | 0.00%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE, Series E11t                                                       | CUSIP: 61778P742<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       109124 | NS      | $9361986.93   | 0.09%             | 2026-02-13      | Fixed         | 12.16%                | No            |                  2 | On Loan: No      |
| Rightmove plc                                                             | Rightmove plc                                                                               | CUSIP: N/A<br>LEI: 2138001JXGCFKBXYB828       | Long             | EC               | CORP              | GB        |        13652 | NS      | $92415.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                                | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       908000 | PA      | $868906.07    | 0.01%             | 2029-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                      | Steel Dynamics, Inc.                                                                        | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |         5468 | NS      | $981888.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Capital LLC                                                | Outfront Media Capital LLC                                                                  | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       145000 | PA      | $152709.07    | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        12800 | NS      | $1535674.22   | 0.01%             | 2026-03-12      | Fixed         | 18.02%                | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                                             | White Cap Supply Holdings LLC, Facility 1st Lien Term Loan C                                | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |      6287437 | PA      | $6267820.01   | 0.06%             | 2029-10-19      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Entain plc                                                                | Entain plc                                                                                  | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | DBT              | CORP              | IM        |      1988000 | PA      | $2364529.01   | 0.02%             | 2031-11-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE, Series E11h                                                       | CUSIP: 61778P643<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        78939 | NS      | $20497921.45  | 0.19%             | 2026-02-03      | Fixed         | 12.70%                | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                                             | Raymond James Financial, Inc.                                                               | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |         3836 | NS      | $636238.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp.                                                                 | FNB Corp.                                                                                   | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |      2344000 | PA      | $2397323.80   | 0.02%             | 2030-12-11      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Digicel International Finance Ltd.                                        | Digicel International Finance Ltd., 1st Lien Term Loan                                      | CUSIP: G2761UAC5<br>LEI: N/A                  | Long             | LON              | CORP              | JM        |      1040000 | PA      | $1040925.60   | 0.01%             | 2032-08-09      | Variable      | 9.02%                 | No            |                  2 | On Loan: No      |
| Severn Trent plc                                                          | Severn Trent plc                                                                            | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |        14669 | NS      | $589191.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       163031 | NS      | $9128958.36   | 0.09%             | 2026-03-06      | Fixed         | 29.02%                | No            |                  2 | On Loan: No      |
| Generac Power Systems, Inc.                                               | Generac Power Systems, Inc., 1st Lien Term Loan                                             | CUSIP: 36874VAQ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       802775 | PA      | $807294.62    | 0.01%             | 2031-06-12      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                            | ARES Commercial Mortgage Trust, Series 2024-IND, Class A                                    | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1270000 | PA      | $1272381.25   | 0.01%             | 2041-07-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE                                                                    | CUSIP: 61778P874<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        39800 | NS      | $2092652.79   | 0.02%             | 2026-03-16      | Fixed         | 18.33%                | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |        15415 | NS      | $3198877.50   | 0.03%             | 2026-02-11      | Fixed         | 19.10%                | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                            | Univision Communications, Inc.                                                              | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       737000 | PA      | $768585.61    | 0.01%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                       | Fifth Third Bancorp                                                                         | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |       381000 | PA      | $378383.74    | 0.00%             | 2037-01-29      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      5387000 | PA      | $4977445.51   | 0.05%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 58B-R Ltd.                                     | Golub Capital Partners CLO 58B-R Ltd., Series 2021-58A, Class A1R                           | CUSIP: 38181NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2350000 | PA      | $2360657.25   | 0.02%             | 2037-10-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                               | TELUS Corp.                                                                                 | CUSIP: 87971MCR2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |       581000 | PA      | $583596.41    | 0.01%             | 2056-06-09      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       393000 | PA      | $3295.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc., 1st Lien Term Loan                                    | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |       655693 | PA      | $655109.75    | 0.01%             | 2028-08-23      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XIV Ltd.                                                 | Sixth Street CLO XIV Ltd., Series 2019-14A, Class CR2                                       | CUSIP: 83013NAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3250000 | PA      | $3267301.70   | 0.03%             | 2038-01-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital Euro CLO DAC                                           | Texas Debt Capital Euro CLO DAC, Series 2024-1X, Class D                                    | CUSIP: N/A<br>LEI: 6354005CUY8PX5XJT459       | Long             | ABS-CBDO         | CORP              | IE        |       500000 | PA      | $594734.31    | 0.01%             | 2038-07-16      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                   | Eni SpA                                                                                     | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |        66985 | NS      | $1369115.34   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                        | Kingdom of Morocco                                                                          | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |      1115000 | PA      | $1341899.95   | 0.01%             | 2035-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                                          | CVR Energy, Inc.                                                                            | CUSIP: 12662PAJ7<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |       156000 | PA      | $154734.52    | 0.00%             | 2034-02-15      | Fixed         | 7.88%                 | 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        |       411897 | PA      | $287466.70    | 0.00%             | 2037-08-25      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                          | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |        97000 | PA      | $98512.49     | 0.00%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1704000 | PA      | $9329.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                                                  | Vinci SA                                                                                    | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |        42323 | NS      | $6085401.16   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                                  | Unipol Assicurazioni SpA                                                                    | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | DBT              | CORP              | IT        |       600000 | PA      | $752611.41    | 0.01%             | 2034-05-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                             | Novelis Corp.                                                                               | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       327000 | PA      | $338919.48    | 0.00%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                                   | RR Donnelley & Sons Co.                                                                     | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |      1096000 | PA      | $1140605.01   | 0.01%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      1065500 | PA      | $15672.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                              | CUSIP: 11135FCZ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      1185000 | PA      | $1184273.51   | 0.01%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        24200 | NS      | $1919976.77   | 0.02%             | 2026-03-19      | Fixed         | 11.99%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       600000 | PA      | $760475.52    | 0.01%             | 2030-10-30      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                       | Herc Holdings, Inc., 1st Lien Term Loan B                                                   | CUSIP: 42705FAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       454000 | PA      | $454190.68    | 0.00%             | 2032-07-02      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                      | Bulgaria Government Bond                                                                    | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |       732000 | PA      | $721020.00    | 0.01%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                       | GS Mortgage-Backed Securities Trust, Series 2026-NQM1, Class B1                             | CUSIP: 36276EAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       372549 | PA      | $372543.15    | 0.00%             | 2066-03-25      | Variable      | 6.63%                 | 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        |      6466274 | PA      | $5306065.02   | 0.05%             | 2046-10-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 9                                                          | Pikes Peak CLO 9, Series 2021-9A, Class BR                                                  | CUSIP: 72134AAS4<br>LEI: 549300284I6A3LHC6S83 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3022187.40   | 0.03%             | 2038-10-27      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                        | Johnson Controls International plc                                                          | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |         1025 | NS      | $122241.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pregis TopCo LLC                                                          | Pregis TopCo LLC, 1st Lien Term Loan                                                        | CUSIP: 74045BAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1215056 | PA      | $1217522.98   | 0.01%             | 2029-02-01      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems US Holdings, Inc.                                  | Axalta Coating Systems US Holdings, Inc., Facility 1st Lien Term Loan B7                    | CUSIP: 90347BAP3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2557421 | PA      | $2555835.06   | 0.02%             | 2029-12-20      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Contact Energy Ltd.                                                       | Contact Energy Ltd.                                                                         | CUSIP: N/A<br>LEI: 549300FT5JOXS1PZ1I32       | Long             | EC               | CORP              | NZ        |         2845 | NS      | $16033.97     | 0.00%             |  |  |  | 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        |        30000 | PA      | $28949.63     | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                            | NiSource, Inc.                                                                              | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |       462000 | PA      | $476037.48    | 0.00%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                                        | Publicis Groupe SA                                                                          | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |        19152 | NS      | $1914209.74   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2450.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| nVent Electric plc                                                        | nVent Electric plc                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |         4139 | NS      | $464644.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                               | Bank Gospodarstwa Krajowego                                                                 | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      1140000 | PA      | $1197285.00   | 0.01%             | 2034-07-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                   | American Airlines, Inc.                                                                     | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |       291000 | PA      | $303656.17    | 0.00%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust                                            | BFLD Commercial Mortgage Trust, Series 2025-5MW, Class A                                    | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3203000 | PA      | $3214586.21   | 0.03%             | 2042-10-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Assurant, Inc.                                                            | Assurant, Inc.                                                                              | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |        22026 | NS      | $5245051.38   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gryphon Acquire NewCo LLC                                                 | Gryphon Acquire NewCo LLC, 1st Lien Term Loan                                               | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1219000 | PA      | $1212527.11   | 0.01%             | 2032-09-13      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| HONO Mortgage Trust                                                       | HONO Mortgage Trust, Series 2021-LULU, Class A                                              | CUSIP: 40390MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8500000 | PA      | $8415000.00   | 0.08%             | 2036-10-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                   | Molina Healthcare, Inc.                                                                     | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |         9362 | NS      | $1681321.58   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Virgin Media Secured Finance plc                                          | Virgin Media Secured Finance plc                                                            | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $394524.68    | 0.00%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                              | Fiserv, Inc.                                                                                | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       174000 | PA      | $172040.76    | 0.00%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Luna 1.5 SARL                                                             | Luna 1.5 SARL                                                                               | CUSIP: N/A<br>LEI: 64884UZ60Y77J5XK5C41       | Long             | DBT              | CORP              | LU        |       165000 | PA      | $204211.86    | 0.00%             | 2032-07-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc., 1st Lien Term Loan L                                                       | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      1197838 | PA      | $1196879.23   | 0.01%             | 2032-01-19      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Dolcetto Holdco SpA                                                       | Dolcetto Holdco SpA                                                                         | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |       142000 | PA      | $170007.64    | 0.00%             | 2032-07-14      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                               | Asurion LLC, 1st Lien Term Loan B13                                                         | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      3934761 | PA      | $3937554.73   | 0.04%             | 2030-09-19      | Variable      | 7.92%                 | 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        |         4462 | NS      | $2879795.53   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Loxam SAS                                                                 | Loxam SAS                                                                                   | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |       894000 | PA      | $1065925.00   | 0.01%             | 2031-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Contego CLO V DAC                                                         | Contego CLO V DAC, Series 5X, Class DR                                                      | CUSIP: N/A<br>LEI: 549300RF10WJ1D9VYK55       | Long             | ABS-CBDO         | CORP              | IE        |       770000 | PA      | $912573.10    | 0.01%             | 2037-10-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| DBC Mortgage Trust                                                        | DBC Mortgage Trust, Series 2025-DBC, Class C                                                | CUSIP: 23306HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4162000 | PA      | $4167200.00   | 0.04%             | 2042-11-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                                  | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |       800000 | PA      | $723756.93    | 0.01%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                          | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       543000 | PA      | $605817.45    | 0.01%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       137700 | NS      | $5152324.61   | 0.05%             | 2026-02-26      | Fixed         | 22.02%                | No            |                  2 | On Loan: No      |
| INEOS US Finance LLC                                                      | INEOS US Finance LLC, 1st Lien Term Loan                                                    | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |       625300 | PA      | $450215.87    | 0.00%             | 2030-02-18      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series X                                                                   | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1050000 | PA      | $1048307.61   | 0.01%             | 2026-02-18      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                 | MFA Trust, Series 2023-NQM2, Class A1                                                       | CUSIP: 55285WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9357666 | PA      | $9332920.00   | 0.09%             | 2068-03-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp.                                                  | Panasonic Holdings Corp.                                                                    | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |        38900 | NS      | $533346.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTDC Ltd.                                                               | NEXTDC Ltd.                                                                                 | CUSIP: N/A<br>LEI: 529900RTERU3X7G3D672       | Long             | EC               | CORP              | AU        |       336164 | NS      | $3105991.08   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX plc                                                                  | RELX plc                                                                                    | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |        39985 | NS      | $1417549.00   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Co.                                                        | General Motors Co.                                                                          | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      2438000 | PA      | $2499496.50   | 0.02%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class M1                                    | CUSIP: 066930AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1342400 | PA      | $1376784.77   | 0.01%             | 2065-05-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                            | Bayview Commercial Asset Trust, Series 2005-3A, Class A1                                    | CUSIP: 07324SCB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       388569 | PA      | $379894.19    | 0.00%             | 2035-11-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Prudential plc                                                            | Prudential plc                                                                              | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |        16203 | NS      | $266138.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                        | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      2754000 | PA      | $2899595.72   | 0.03%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                    | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      5200000 | PA      | $5965653.19   | 0.06%             | 2030-06-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd.                                                              | AltaGas Ltd.                                                                                | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |       229000 | PA      | $238169.39    | 0.00%             | 2054-10-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                          | Welltower OP LLC                                                                            | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      1064000 | PA      | $969031.89    | 0.01%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                              | Scientific Games Holdings LP                                                                | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |       295000 | PA      | $269193.56    | 0.00%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                                      | Hartford Insurance Group, Inc. (The)                                                        | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |         3718 | NS      | $502153.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Thailand                                                       | Kingdom of Thailand                                                                         | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    101280000 | PA      | $3529981.87   | 0.03%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                | Lamb Weston Holdings, Inc.                                                                  | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |        51130 | NS      | $2348400.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Orsted A/S                                                                | Orsted A/S                                                                                  | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | NUSS              | DK        |       886000 | PA      | $951701.11    | 0.01%             | 3021-02-18      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| LoanCore 2025 Issuer LLC                                                  | LoanCore 2025 Issuer LLC, Series 2025-CRE8, Class A                                         | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8940000 | PA      | $8957795.61   | 0.08%             | 2042-08-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                              | MPT Operating Partnership LP                                                                | CUSIP: 55342UAQ7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |      1875000 | PA      | $2008794.38   | 0.02%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                            | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      1885000 | PA      | $1907032.97   | 0.02%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1418439.70   | 0.01%             | 2034-10-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                        | Canadian Imperial Bank of Commerce                                                          | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |        64619 | NS      | $8645733.01   | 0.08%             | 2026-03-11      | Fixed         | 15.10%                | 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        |       580254 | PA      | $601984.37    | 0.01%             | 2036-02-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        13600 | NS      | $2002948.30   | 0.02%             | 2026-02-19      | Fixed         | 29.85%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2943000 | PA      | $2941190.26   | 0.03%             | 2029-04-23      | Variable      | 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      | $6841.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regatta XXVIII Funding Ltd.                                               | Regatta XXVIII Funding Ltd., Series 2024-2A, Class A1                                       | CUSIP: 75901PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2505750.00   | 0.02%             | 2037-04-25      | Floating      | 5.22%                 | 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      | $29700.00     | 0.00%             | 2024-10-19      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                   | Progressive Corp. (The)                                                                     | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |        59976 | NS      | $12475008.00  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL Environmental Holdings US, Inc.                                       | GFL Environmental Holdings US, Inc.                                                         | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1047000 | PA      | $1049410.36   | 0.01%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                        | MDGH GMTN RSC Ltd.                                                                          | CUSIP: 55285GAD6<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |       666000 | PA      | $648597.42    | 0.01%             | 2033-11-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BradyPlus Holdings LLC                                                    | BradyPlus Holdings LLC, 1st Lien Term Loan                                                  | CUSIP: 10480UAD3<br>LEI: 254900LMURL5G873DV35 | Long             | LON              | CORP              | US        |      3639000 | PA      | $3614727.87   | 0.03%             | 2032-12-29      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                                      | Mehilainen Yhtiot Oy                                                                        | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |       221000 | PA      | $263080.95    | 0.00%             | 2032-06-30      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                                    | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       499000 | PA      | $580386.45    | 0.01%             | 2033-11-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Invincible Investment Corp.                                               | Invincible Investment Corp.                                                                 | CUSIP: N/A<br>LEI: 353800JY6M2692VAV685       | Long             | EC               | CORP              | JP        |         4183 | NS      | $1771577.53   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                      | Anheuser-Busch InBev Worldwide, Inc.                                                        | CUSIP: 035240AF7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |       142000 | PA      | $153504.78    | 0.00%             | 2035-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Glencore plc                                                              | Glencore plc                                                                                | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |       198769 | NS      | $1355079.13   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd.                                                    | CK Asset Holdings Ltd.                                                                      | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |        66500 | NS      | $389566.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Herens Holdco SARL                                                        | Herens Holdco SARL                                                                          | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |       777000 | PA      | $683664.82    | 0.01%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Baldwin Insurance Group Holdings LLC (The)                                | Baldwin Insurance Group Holdings LLC (The), 1st Lien Term Loan B2                           | CUSIP: 05825HAH7<br>LEI: 5493004GCDREAQPPYG20 | Long             | LON              | CORP              | US        |      1501137 | PA      | $1492385.42   | 0.01%             | 2031-05-26      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                      | Banco de Sabadell SA                                                                        | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |       600000 | PA      | $722233.76    | 0.01%             | 2027-05-19      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Gerdau Trade, Inc.                                                        | Gerdau Trade, Inc.                                                                          | CUSIP: 37373WAE0<br>LEI: 5493008RWEW71JB0LO29 | Long             | DBT              | CORP              | VG        |       612000 | PA      | $630647.64    | 0.01%             | 2035-06-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Planview Parent, Inc.                                                     | Planview Parent, Inc., 1st Lien Term Loan B                                                 | CUSIP: 72751PAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       475900 | PA      | $421171.31    | 0.00%             | 2027-12-17      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                           | Sabre GLBL, Inc., 1st Lien Term Loan B2                                                     | CUSIP: 78571YBN9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       231058 | PA      | $179261.81    | 0.00%             | 2029-07-30      | Variable      | 10.02%                | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                                   | Element Solutions, Inc.                                                                     | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |      1535000 | PA      | $1496084.37   | 0.01%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                              | Ecopetrol SA                                                                                | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |       550000 | PA      | $589737.50    | 0.01%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                                      | Schindler Holding AG                                                                        | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |         1793 | NS      | $691815.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                                       | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       274000 | PA      | $280050.73    | 0.00%             | 2033-02-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                 | Westinghouse Air Brake Technologies Corp.                                                   | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |         1903 | NS      | $437956.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC Intelligent Solutions, Inc.                                           | CCC Intelligent Solutions, Inc., 1st Lien Term Loan                                         | CUSIP: 12511BAC6<br>LEI: 5493006JEEL9RIWY5T17 | Long             | LON              | CORP              | US        |      6179195 | PA      | $6117402.63   | 0.06%             | 2032-01-23      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                                  | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |      1401000 | PA      | $1638742.35   | 0.02%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                 | Aon Corp.                                                                                   | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |       912000 | PA      | $861003.56    | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                 | MFA Trust, Series 2022-CHM1, Class M1                                                       | CUSIP: 552758AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4000000 | PA      | $3595746.80   | 0.03%             | 2056-09-25      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                                       | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      1076000 | PA      | $1174185.00   | 0.01%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                        | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       308749 | PA      | $311558.62    | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Regatta XXIV Funding Ltd.                                                 | Regatta XXIV Funding Ltd., Series 2021-5A, Class AR                                         | CUSIP: 75889HAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3012614.40   | 0.03%             | 2038-01-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                        | Koninklijke KPN NV                                                                          | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |      1477833 | NS      | $7237709.03   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2024-5, Class M3                             | CUSIP: 92261AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2983088 | PA      | $2982998.98   | 0.03%             | 2054-10-25      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                  | Bayer AG (Registered)                                                                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |       176829 | NS      | $9352783.79   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                                 | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |        15700 | NS      | $2697946.35   | 0.03%             | 2026-03-19      | Fixed         | 19.58%                | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                            | NiSource, Inc.                                                                              | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $967545.12    | 0.01%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                                | Grifols SA                                                                                  | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |       159000 | PA      | $197038.02    | 0.00%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                           | Solventum Corp.                                                                             | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |        13739 | NS      | $1057490.83   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRANICKS Group AG                                                         | BRANICKS Group AG                                                                           | CUSIP: N/A<br>LEI: 52990044JL2ZPWONU738       | Long             | DBT              | CORP              | DE        |       900000 | PA      | $768626.77    | 0.01%             | 2026-09-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Energean plc                                                              | Energean plc                                                                                | CUSIP: N/A<br>LEI: 549300RVMKU0CYUZBB05       | Long             | DBT              | CORP              | GB        |       213000 | PA      | $253586.12    | 0.00%             | 2031-05-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                                      | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |         7998 | NS      | $2995970.82   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell International LLC                                                    | Dell International LLC                                                                      | CUSIP: 24703DBT7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      1920000 | PA      | $1915241.38   | 0.02%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                      | CrossCountry Intermediate HoldCo LLC                                                        | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       215000 | PA      | $216767.64    | 0.00%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                   | Citigroup Global Markets Holdings, Inc., Series MTOG                                        | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |         8728 | NS      | $848165.22    | 0.01%             | 2026-02-24      | Fixed         | 19.83%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      4262000 | PA      | $96581.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                       | General Mills, Inc.                                                                         | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |         6999 | NS      | $323773.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                     | Sumitomo Mitsui Financial Group, Inc.                                                       | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |       330000 | PA      | $317742.11    | 0.00%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                        | Altria Group, Inc.                                                                          | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      5089000 | PA      | $4503725.36   | 0.04%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                            | ZF North America Capital, Inc.                                                              | CUSIP: N/A<br>LEI: 529900JYGMS9CW9IQX78       | Long             | DBT              | CORP              | US        |       343000 | PA      | $351571.23    | 0.00%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                        | Altria Group, Inc.                                                                          | CUSIP: 02209SBR3<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       600000 | PA      | $674802.71    | 0.01%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HT Troplast GmbH                                                          | HT Troplast GmbH                                                                            | CUSIP: N/A<br>LEI: 529900Y2N2GAY3FXGP86       | Long             | DBT              | CORP              | DE        |      1459000 | PA      | $1805852.78   | 0.02%             | 2028-07-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      4351985 | PA      | $-61774.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Guardian US Holdco LLC                                                    | Guardian US Holdco LLC, 1st Lien Term Loan                                                  | CUSIP: 40147EAB5<br>LEI: 254900OSYC6XQ21DY128 | Long             | LON              | CORP              | US        |       519586 | PA      | $518614.65    | 0.00%             | 2030-01-31      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                            | Raven Acquisition Holdings LLC, 1st Lien Term Loan                                          | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1000716 | PA      | $989707.79    | 0.01%             | 2031-11-19      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        31500 | NS      | $2607456.51   | 0.02%             | 2026-02-19      | Fixed         | 25.68%                | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                | Pacific Gas & Electric Co.                                                                  | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      5344000 | PA      | $4831964.64   | 0.05%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2025-6, Class B1                                           | CUSIP: 19689BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       356989 | PA      | $363406.56    | 0.00%             | 2070-08-25      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                                | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      1975000 | PA      | $2379693.84   | 0.02%             | 2035-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                               | Crocs, Inc.                                                                                 | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |        40000 | PA      | $36607.73     | 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        |        14745 | NS      | $3375868.08   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                           | LGI Homes, Inc.                                                                             | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |       166000 | PA      | $172993.75    | 0.00%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                           | PECO Energy Co.                                                                             | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |       537000 | PA      | $547576.33    | 0.01%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co. Ltd.                                                   | Daiichi Sankyo Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |        40500 | NS      | $741944.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                | PG&E Corp.                                                                                  | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |       523000 | PA      | $519830.88    | 0.00%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      2131000 | PA      | $16096.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| St. James's Place plc                                                     | St. James's Place plc                                                                       | CUSIP: N/A<br>LEI: 213800M993ICXOMBCP87       | Long             | EC               | CORP              | GB        |         1072 | NS      | $22389.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                                    | AXA SA                                                                                      | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |       157441 | NS      | $7179174.38   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                                           | Whatabrands LLC, 1st Lien Term Loan B                                                       | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |      1246755 | PA      | $1244511.06   | 0.01%             | 2028-08-03      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                       | Kinder Morgan, Inc.                                                                         | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      1201000 | PA      | $1242248.59   | 0.01%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                       | Kinetik Holdings LP                                                                         | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |        62000 | PA      | $62740.09     | 0.00%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                       | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       298000 | PA      | $308609.10    | 0.00%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                       | Realty Income Corp.                                                                         | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       410000 | PA      | $416618.93    | 0.00%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                       | Hilcorp Energy I LP, 1st Lien Term Loan                                                     | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |      1289258 | PA      | $1289257.50   | 0.01%             | 2030-02-06      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                      | Boots Group Finco LP                                                                        | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |       282000 | PA      | $399305.68    | 0.00%             | 2032-08-31      | Fixed         | 7.38%                 | 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      | $-1291.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                                     | McCormick & Co., Inc. (Non-Voting)                                                          | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |        18756 | NS      | $1159683.48   | 0.01%             |  |  |  | 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      | $5004576.00   | 0.05%             | 2035-04-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                            | US Foods, Inc., 1st Lien Term Loan B                                                        | CUSIP: 90351HAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1061280 | PA      | $1067414.20   | 0.01%             | 2031-10-03      | Variable      | 5.42%                 | 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        |      2011000 | PA      | $2441097.39   | 0.02%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                                                             | Newmont Corp.                                                                               | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |        12959 | NS      | $1455943.65   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series T                                                                   | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       519000 | PA      | $522066.25    | 0.00%             | 2026-08-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2018-W5FX, Class CFX           | CUSIP: 30307MAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4627000 | PA      | $4350786.15   | 0.04%             | 2028-04-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                          | Bank of Montreal                                                                            | CUSIP: 06370D555<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        33700 | NS      | $6651210.06   | 0.06%             | 2026-02-05      | Fixed         | 21.85%                | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Mizuho Markets Cayman LP                                                                    | CUSIP: 60701B697<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |        18808 | NS      | $3119168.00   | 0.03%             | 2026-02-13      | Fixed         | 14.37%                | No            |                  2 | On Loan: No      |
| HKT Trust & HKT Ltd.                                                      | HKT Trust & HKT Ltd.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        17000 | NS      | $25476.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intrum Investments & Financing AB                                         | Intrum Investments & Financing AB, Series 1                                                 | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |       495874 | PA      | $533351.04    | 0.01%             | 2028-09-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |        37900 | NS      | $1867018.89   | 0.02%             | 2026-03-05      | Fixed         | 18.70%                | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                     | Targa Resources Corp.                                                                       | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       556000 | PA      | $569577.39    | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class B3                                    | CUSIP: 06744WAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1273000 | PA      | $1258478.51   | 0.01%             | 2065-01-25      | Variable      | 7.73%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Federative Republic of Brazil                                                               | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        35600 | PA      | $6351276.08   | 0.06%             | 2029-01-01      | Fixed         | 10.00%                | 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      | $129901.64    | 0.00%             | 2036-03-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Deuce Finco plc                                                           | Deuce Finco plc                                                                             | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |       826000 | PA      | $1146984.90   | 0.01%             | 2031-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SK Invictus Intermediate II SARL                                          | SK Invictus Intermediate II SARL                                                            | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      1181000 | PA      | $1162103.65   | 0.01%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                          | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |        41000 | PA      | $41621.72     | 0.00%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                               | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      1179000 | PA      | $1142336.35   | 0.01%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                     | Schneider Electric SE                                                                       | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |         4739 | NS      | $1358680.65   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VTR Commercial Mortgage Trust                                             | VTR Commercial Mortgage Trust, Series 2025-STEM, Class A                                    | CUSIP: 92890YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5413000 | PA      | $5420178.72   | 0.05%             | 2039-10-13      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Multiversity SpA                                                          | Multiversity SpA                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |       593000 | PA      | $704944.90    | 0.01%             | 2031-05-17      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        12900 | NS      | $2300802.58   | 0.02%             | 2026-03-05      | Fixed         | 12.71%                | No            |                  2 | On Loan: No      |
| CML Project Cold                                                          | CML Project Cold, 1st Lien Term Loan                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6593813 | PA      | $7809207.94   | 0.07%             | 2031-09-01      | Variable      | 5.15%                 | 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      | $108598.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                                         | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      1245000 | PA      | $1259530.23   | 0.01%             | 2029-07-29      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                             | Empresa Nacional del Petroleo                                                               | CUSIP: 29245JAN2<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |       656000 | PA      | $693556.00    | 0.01%             | 2033-05-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                                    | EDP SA                                                                                      | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |      2700000 | PA      | $3311250.71   | 0.03%             | 2054-05-29      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                            | Long Beach Mortgage Loan Trust, Series 2006-7, Class 1A                                     | CUSIP: 54251TAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5688625 | PA      | $2951918.50   | 0.03%             | 2036-08-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                | Aviation Capital Group LLC                                                                  | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      5245000 | PA      | $5257869.08   | 0.05%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                              | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      2125000 | PA      | $2154737.61   | 0.02%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                 | UDR, Inc.                                                                                   | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |       123344 | NS      | $4582229.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Learfield Communications LLC                                              | Learfield Communications LLC, 1st Lien Term Loan                                            | CUSIP: 00165HAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1149120 | PA      | $1151131.24   | 0.01%             | 2028-06-30      | Variable      | 8.47%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                                          | Proofpoint, Inc., 1st Lien Term Loan                                                        | CUSIP: 74345HAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5498566 | PA      | $5453917.67   | 0.05%             | 2028-08-31      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                              | Fidelity National Information Services, Inc.                                                | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      1595000 | PA      | $1627367.86   | 0.02%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                    | MidAmerican Energy Co.                                                                      | CUSIP: 595620AE5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |        80000 | PA      | $85314.69     | 0.00%             | 2035-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                    | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      4826000 | PA      | $4886238.28   | 0.05%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| M&G plc                                                                   | M&G plc                                                                                     | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | EC               | CORP              | GB        |        42668 | NS      | $180880.31    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qatari Rial                                                               | Qatari Rial                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | QA        |        54616 | OU      | $14986.04     | 0.00%             |  |  |  | No            |                  1 | 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      | $2004000.20   | 0.02%             | 2034-01-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd.                                                       | Tokyo Electron Ltd.                                                                         | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |        32800 | NS      | $8739857.92   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                           | Sinclair Television Group, Inc.                                                             | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |      1301000 | PA      | $1345780.42   | 0.01%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                               | Truist Bank                                                                                 | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |      2955000 | PA      | $2953273.90   | 0.03%             | 2029-10-23      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                                                   | Bank Leumi Le-Israel BM                                                                     | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |        24068 | NS      | $578578.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                            | NCL Corp. Ltd.                                                                              | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      1288000 | PA      | $1295116.20   | 0.01%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                 | MFA Trust, Series 2025-NQM3, Class M1                                                       | CUSIP: 58004LAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       631579 | PA      | $640082.58    | 0.01%             | 2070-08-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2864000 | PA      | $2666286.37   | 0.03%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Lender LLC                                              | Rivers Enterprise Lender LLC                                                                | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       256000 | PA      | $259880.45    | 0.00%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                | CSMC Trust, Series 2022-LION, Class A                                                       | CUSIP: 12660TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8800000 | PA      | $8753951.36   | 0.08%             | 2027-02-15      | Floating      | 7.12%                 | No            |                  3 | On Loan: No      |
| Sixth Street CLO XVIII Ltd.                                               | Sixth Street CLO XVIII Ltd., Series 2021-18A, Class A1R                                     | CUSIP: 83012HAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5019462.50   | 0.05%             | 2038-10-17      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                        | Canadian Imperial Bank of Commerce                                                          | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |        32510 | NS      | $8876094.20   | 0.08%             | 2026-03-11      | Fixed         | 16.30%                | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                        | Ares Capital Corp.                                                                          | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      2598000 | PA      | $2612355.95   | 0.02%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                       | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       621000 | PA      | $640112.52    | 0.01%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1000000 | PA      | $1169579.64   | 0.01%             | 2033-11-13      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Trane Technologies plc                                                    | Trane Technologies plc                                                                      | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |         3210 | NS      | $1350061.80   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DGWD Trust                                                                | DGWD Trust, Series 2025-INFL, Class A                                                       | CUSIP: 23347FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5197000 | PA      | $5218359.67   | 0.05%             | 2035-08-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                | Lamb Weston Holdings, Inc.                                                                  | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       298000 | PA      | $287687.83    | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2006-OA3, Class 2A1                                          | CUSIP: 12668BB77<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3991213 | PA      | $3805134.65   | 0.04%             | 2036-05-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1108967.06  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  19207560000 | PA      | $-161068.24   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lightning Power LLC                                                       | Lightning Power LLC                                                                         | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |        95000 | PA      | $101117.43    | 0.00%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |         2353 | NS      | $8724206.75   | 0.08%             | 2026-02-03      | Fixed         | 15.69%                | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                            | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      2793000 | PA      | $2465223.30   | 0.02%             | 2027-04-15      | 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      | $3378.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH                                    | Techem Verwaltungsgesellschaft 675 mbH                                                      | CUSIP: N/A<br>LEI: 529900N0M7FQHNAV1A41       | Long             | DBT              | CORP              | DE        |       206000 | PA      | $245872.27    | 0.00%             | 2032-07-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       136296 | NS      | $24912473.59  | 0.23%             | 2026-02-13      | Fixed         | 20.54%                | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                                 | Telecom Italia Capital SA                                                                   | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      1024000 | PA      | $1144038.42   | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates Trust                | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2007-OA5, Class 1A       | CUSIP: 93364BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4229232 | PA      | $3634097.71   | 0.03%             | 2047-06-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                          | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       867000 | PA      | $923979.24    | 0.01%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC                                                                    | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |        46000 | PA      | $47052.20     | 0.00%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                 | Williams Cos., Inc. (The)                                                                   | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       342172 | NS      | $23014488.72  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Long Bond                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          -48 | NC      | $77720.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp.                                                | Carpenter Technology Corp.                                                                  | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |       508000 | PA      | $515503.67    | 0.00%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| American Water Works Co., Inc.                                            | American Water Works Co., Inc.                                                              | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |        14325 | NS      | $1849787.25   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prysmian SpA                                                              | Prysmian SpA                                                                                | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | DBT              | CORP              | IT        |      1139000 | PA      | $1416948.33   | 0.01%             | 2030-05-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                          | Bombardier, Inc.                                                                            | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       675000 | PA      | $723375.23    | 0.01%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Barrick Mining Corp.                                                      | Barrick Mining Corp.                                                                        | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |        50295 | NS      | $2303008.05   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                          | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       456000 | PA      | $499943.81    | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                             | Novelis Corp.                                                                               | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       439000 | PA      | $425287.84    | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                     | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       575000 | PA      | $571550.00    | 0.01%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                                            | Rheinmetall AG                                                                              | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |         1615 | NS      | $3421938.97   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2025-4, Class M5                             | CUSIP: 92262JAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       832075 | PA      | $760135.41    | 0.01%             | 2055-09-25      | Variable      | 10.07%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        78349 | NS      | $20018515.03  | 0.19%             | 2026-03-10      | Fixed         | 16.74%                | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                              | San Diego Gas & Electric Co., Series VVV                                                    | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |       186000 | PA      | $166032.23    | 0.00%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                                       | Azorra Finance Ltd.                                                                         | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |       521000 | PA      | $545663.41    | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                           | Intercontinental Exchange, Inc.                                                             | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       449000 | PA      | $382464.04    | 0.00%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| KSL Trust                                                                 | KSL Trust                                                                                   | CUSIP: 50116JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $2006728.68   | 0.02%             | 2030-06-15      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust              | AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust                                | CUSIP: 046912AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3008915 | PA      | $3023572.60   | 0.03%             | 2044-12-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2022-3, Class A1                                         | CUSIP: 92538UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8098619 | PA      | $7807142.51   | 0.07%             | 2067-02-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Scout24 SE                                                                | Scout24 SE                                                                                  | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Long             | EC               | CORP              | DE        |          988 | NS      | $98366.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 75B Ltd.                                       | Golub Capital Partners CLO 75B Ltd., Series 2024-75A, Class A1                              | CUSIP: 38179YAA8<br>LEI: 254900Q9J0ZXOH0PUQ28 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2007483.60   | 0.02%             | 2037-07-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                               | L3Harris Technologies, Inc.                                                                 | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |       594000 | PA      | $592407.22    | 0.01%             | 2035-04-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Turk Telekomunikasyon A/S                                                 | Turk Telekomunikasyon A/S                                                                   | CUSIP: 90011QAE0<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |       536000 | PA      | $546886.16    | 0.01%             | 2032-10-07      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                                             | Hologic, Inc.                                                                               | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |        15707 | NS      | $1176925.51   | 0.01%             |  |  |  | No            |                  1 | 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      | $2306173.66   | 0.02%             | 2030-10-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1830000 | PA      | $1863441.51   | 0.02%             | 2031-02-15      | Variable      | 6.62%                 | 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        |      2926102 | PA      | $2743381.40   | 0.03%             | 2036-08-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                       | Herc Holdings, Inc.                                                                         | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      1345000 | PA      | $1423428.30   | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | 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      | $126503.67    | 0.00%             | 2034-12-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       137000 | PA      | $135653.89    | 0.00%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        15200 | NS      | $3506209.37   | 0.03%             | 2026-03-02      | Fixed         | 27.19%                | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                                        | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      5490000 | PA      | $5766862.95   | 0.05%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                   | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       269000 | PA      | $267552.67    | 0.00%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Hermes International SCA                                                  | Hermes International SCA                                                                    | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |          373 | NS      | $897437.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                                               | USA Compression Partners LP                                                                 | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       766000 | PA      | $793130.95    | 0.01%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Deepocean Ltd.                                                            | Deepocean Ltd.                                                                              | CUSIP: N/A<br>LEI: 213800OYKN2J6ZFIFU40       | Long             | DBT              | CORP              | JE        |       942000 | PA      | $1157764.43   | 0.01%             | 2031-04-08      | 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      | $211262.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                            | Ohio Power Co., Series F                                                                    | CUSIP: 199575AV3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |       129000 | PA      | $136129.11    | 0.00%             | 2035-10-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| VF Corp.                                                                  | VF Corp.                                                                                    | CUSIP: 918204AY4<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |       453000 | PA      | $429064.66    | 0.00%             | 2032-02-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class A1                                    | CUSIP: 06744WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11163074 | PA      | $11289309.12  | 0.11%             | 2065-01-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                | Ball Corp.                                                                                  | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |       215000 | PA      | $218526.22    | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RealPage, Inc.                                                            | RealPage, Inc., 1st Lien Term Loan                                                          | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |      2707519 | PA      | $2671264.88   | 0.03%             | 2028-04-24      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp.                                                | Cincinnati Financial Corp.                                                                  | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |         2094 | NS      | $336903.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Talen Energy Supply LLC                                                   | Talen Energy Supply LLC, 1st Lien Term Loan B                                               | CUSIP: 87422LBA7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |      1789000 | PA      | $1787658.25   | 0.02%             | 2032-11-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                           | Telefonaktiebolaget LM Ericsson, Class B                                                    | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |       236850 | NS      | $2565124.61   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wellington Management CLO 3 Ltd.                                          | Wellington Management CLO 3 Ltd., Series 2024-3A, Class A1                                  | CUSIP: 949575AA2<br>LEI: 2138007662K4YWZ79U31 | Long             | ABS-CBDO         | CORP              | JE        |      5000000 | PA      | $5018108.50   | 0.05%             | 2037-07-18      | Floating      | 5.03%                 | 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      | $-545.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1259.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                            | Commerzbank AG                                                                              | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       400000 | PA      | $506969.45    | 0.00%             | 2029-10-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| PGA Trust                                                                 | PGA Trust, Series 2024-RSR2, Class A                                                        | CUSIP: 69381CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2850000 | PA      | $2850890.63   | 0.03%             | 2039-06-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Resona Holdings, Inc.                                                     | Resona Holdings, Inc.                                                                       | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |        45400 | NS      | $529370.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      3986000 | PA      | $4091301.27   | 0.04%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                 | Forvia SE                                                                                   | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |       550000 | PA      | $563937.55    | 0.01%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                              | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       395000 | PA      | $393798.73    | 0.00%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                        | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       163000 | PA      | $170207.37    | 0.00%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Orbcomm, Inc.                                                             | Orbcomm, Inc., 1st Lien Term Loan                                                           | CUSIP: 68558RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       894852 | PA      | $831094.05    | 0.01%             | 2028-09-01      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Mativ Holdings, Inc.                                                      | Mativ Holdings, Inc.                                                                        | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |       160000 | PA      | $161145.44    | 0.00%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                | Fertitta Entertainment LLC                                                                  | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       222000 | PA      | $214702.24    | 0.00%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                                           | LSTAR Commercial Mortgage Trust, Series 2017-5, Class X                                     | CUSIP: 54910TBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30573100 | PA      | $153840.78    | 0.00%             | 2050-03-10      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                   | America Movil SAB de CV                                                                     | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      1257000 | PA      | $1228352.97   | 0.01%             | 2029-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                                              | Worldline SA                                                                                | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |       200000 | PA      | $214594.58    | 0.00%             | 2028-09-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2025-5, Class M2                             | CUSIP: 92262KAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       582489 | PA      | $586922.19    | 0.01%             | 2055-12-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                            | GLP Capital LP                                                                              | CUSIP: 361841AP4<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |       813000 | PA      | $791062.41    | 0.01%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LondonMetric Property plc                                                 | LondonMetric Property plc                                                                   | CUSIP: N/A<br>LEI: 213800OCERWWPQDURL87       | Long             | EC               | CORP              | GB        |      2192696 | NS      | $6019148.93   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-13534.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd.                                                              | Hitachi Ltd.                                                                                | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |       295900 | NS      | $10267770.23  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Peru                                                          | Republic of Peru                                                                            | CUSIP: 715638DZ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      5076000 | PA      | $1723012.47   | 0.02%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        11603 | NS      | $5011283.90   | 0.05%             | 2026-02-04      | Fixed         | 30.98%                | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Mizuho Markets Cayman LP                                                                    | CUSIP: 60701B739<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |         4100 | NS      | $8518776.71   | 0.08%             | 2026-02-12      | Fixed         | 21.82%                | No            |                  2 | On Loan: No      |
| LABL, Inc.                                                                | LABL, Inc., 1st Lien Term Loan B                                                            | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |      2743351 | PA      | $1247182.24   | 0.01%             | 2028-10-30      | Variable      | 8.94%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series FRU9                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |        26089 | NS      | $5274495.35   | 0.05%             | 2026-02-10      | Fixed         | 15.31%                | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                                          | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |       299536 | NS      | $3824496.33   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                          | UWM Holdings LLC                                                                            | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       507000 | PA      | $511377.44    | 0.00%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                          | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       335000 | PA      | $326429.57    | 0.00%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                   | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       142000 | PA      | $150253.18    | 0.00%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                              | Avient Corp.                                                                                | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |       164000 | PA      | $168612.92    | 0.00%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                | Travelers Cos., Inc. (The)                                                                  | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |         2977 | NS      | $846986.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                                                  | Enel SpA                                                                                    | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |       830000 | NS      | $9170306.35   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       273000 | PA      | $245451.00    | 0.00%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                    | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       430000 | PA      | $442470.18    | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                               | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       223000 | PA      | $194643.04    | 0.00%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                             | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      3041000 | PA      | $3147483.66   | 0.03%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi HC Capital, Inc.                                               | Mitsubishi HC Capital, Inc.                                                                 | CUSIP: N/A<br>LEI: 353800MZ3QX9RLMH7B09       | Long             | EC               | CORP              | JP        |        32200 | NS      | $281007.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurobank SA                                                               | Eurobank SA                                                                                 | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |      2450000 | PA      | $2916322.18   | 0.03%             | 2033-11-10      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings LP                                                  | Endo Finance Holdings LP, 1st Lien Term Loan                                                | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       835266 | PA      | $835524.69    | 0.01%             | 2031-04-23      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Eisai Co. Ltd.                                                            | Eisai Co. Ltd.                                                                              | CUSIP: N/A<br>LEI: 353800HDEE0ZYEX4QV91       | Long             | EC               | CORP              | JP        |         5800 | NS      | $161700.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                      | Ally Financial, Inc.                                                                        | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       950000 | PA      | $1005657.91   | 0.01%             | 2030-01-03      | Variable      | 6.85%                 | 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      | $936.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Mortgage Trust                                  | Fontainebleau Miami Beach Mortgage Trust, Series 2024-FBLU, Class A                         | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10700000 | PA      | $10726750.00  | 0.10%             | 2039-12-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank AG                                                    | Morgan Stanley Bank AG                                                                      | CUSIP: 61778P833<br>LEI: 7CPI4ZQUQVBDH8SA1F44 | Long             | SN               | CORP              | DE        |       188128 | NS      | $8887448.36   | 0.08%             | 2026-03-06      | Fixed         | 18.61%                | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                                                 | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      5337000 | PA      | $5616781.55   | 0.05%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Kotak Mahindra Bank Ltd.                                                  | Kotak Mahindra Bank Ltd.                                                                    | CUSIP: N/A<br>LEI: 335800E6GTTXKHXE2I75       | Long             | EC               | CORP              | IN        |       978375 | NS      | $4342057.66   | 0.04%             |  |  |  | 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        |      1754000 | PA      | $1762584.30   | 0.02%             | 2030-09-30      | Variable      | 5.70%                 | 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        |       909997 | PA      | $847665.60    | 0.01%             | 2035-10-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Eiffage SA                                                                | Eiffage SA                                                                                  | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |         3690 | NS      | $547254.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                         | EMRLD Borrower LP, 1st Lien Term Loan                                                       | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |      3633034 | PA      | $3626240.15   | 0.03%             | 2031-08-04      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                       | Volkswagen International Finance NV                                                         | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       200000 | PA      | $248483.76    | 0.00%             | 2030-11-15      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Medical Solutions Holdings, Inc.                                          | Medical Solutions Holdings, Inc., 2nd Lien Term Loan                                        | CUSIP: 58462QAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       404000 | PA      | $83494.68     | 0.00%             | 2029-11-01      | Variable      | 10.77%                | No            |                  2 | On Loan: No      |
| SES SA                                                                    | SES SA                                                                                      | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |       253000 | PA      | $303168.01    | 0.00%             | 2033-06-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc., 1st Lien Term Loan J                                                       | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     10792277 | PA      | $10785153.83  | 0.10%             | 2031-02-28      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Co.                                                      | Alterra Mountain Co., 1st Lien Term Loan B8                                                 | CUSIP: 46124CAS6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1570055 | PA      | $1572017.48   | 0.01%             | 2030-05-31      | Variable      | 6.22%                 | No            |                  3 | 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      | $4458610.73   | 0.04%             | 2038-09-15      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                                           | Advanced Drainage Systems, Inc.                                                             | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |       574000 | PA      | $586876.54    | 0.01%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                   | GFL Environmental, Inc.                                                                     | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |       550000 | PA      | $538739.55    | 0.01%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sumitomo Chemical Co. Ltd.                                                | Sumitomo Chemical Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: 353800RSAU9BD8U4DM91       | Long             | EC               | CORP              | JP        |       320300 | NS      | $974392.77    | 0.01%             |  |  |  | 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        |       182255 | NS      | $10822164.27  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3767.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Grange Holdings LLC                                                    | AP Grange Holdings LLC                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |       727000 | PA      | $768802.50    | 0.01%             | 2045-03-20      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| Air Liquide SA                                                            | Air Liquide SA                                                                              | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |        36116 | NS      | $6763170.38   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Enpro, Inc.                                                               | Enpro, Inc.                                                                                 | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |       249000 | PA      | $256038.98    | 0.00%             | 2033-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Regency Centers Corp.                                                     | Regency Centers Corp.                                                                       | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |        73351 | NS      | $5345087.37   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                                 | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |       204000 | PA      | $186184.86    | 0.00%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2016-LC25, Class XA                           | CUSIP: 95000JAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16568580 | PA      | $60074.36     | 0.00%             | 2059-12-15      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                            | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       907000 | PA      | $726947.35    | 0.01%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| AHP Health Partners, Inc.                                                 | AHP Health Partners, Inc.                                                                   | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |       872000 | PA      | $850160.78    | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 9 Ltd.                                                    | Birch Grove CLO 9 Ltd., Series 2024-9A, Class A1                                            | CUSIP: 09077WAA6<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |     17000000 | PA      | $17061987.10  | 0.16%             | 2037-10-22      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| AB Carval Euro CLO II-C DAC                                               | AB Carval Euro CLO II-C DAC, Series 2X, Class D                                             | CUSIP: N/A<br>LEI: 6354004BYSUDKD9P4215       | Long             | ABS-CBDO         | CORP              | IE        |       490000 | PA      | $591116.38    | 0.01%             | 2037-02-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Citycon Treasury BV                                                       | Citycon Treasury BV                                                                         | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |       571000 | PA      | $639013.31    | 0.01%             | 2028-03-12      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                     | Albertsons Cos., Inc.                                                                       | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |       260000 | PA      | $259736.56    | 0.00%             | 2032-03-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $33952.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands plc                                                       | Imperial Brands plc                                                                         | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |        67015 | NS      | $2822523.01   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tricon American Homes Trust                                               | Tricon American Homes Trust, Series 2020-SFR2, Class E2                                     | CUSIP: 89613JAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1000000 | PA      | $955333.30    | 0.01%             | 2039-11-17      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $637.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                      | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       479000 | PA      | $574028.26    | 0.01%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ares LXXVII CLO Ltd.                                                      | Ares LXXVII CLO Ltd., Series 2025-77A, Class A1                                             | CUSIP: 03990KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2010790.00   | 0.02%             | 2038-07-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        10157 | NS      | $3095422.53   | 0.03%             | 2026-03-11      | Fixed         | 22.91%                | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                        | Altria Group, Inc.                                                                          | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |        21679 | NS      | $1343881.21   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                            | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      2180000 | PA      | $2107437.15   | 0.02%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       400000 | PA      | $4732.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates Trust                | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2006-AR8, Class 2A       | CUSIP: 93935LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3952740 | PA      | $3509418.85   | 0.03%             | 2046-10-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Elm Park CLO DAC                                                          | Elm Park CLO DAC, Series 1X, Class DR3                                                      | CUSIP: N/A<br>LEI: 549300U4MCTO5672RE42       | Long             | ABS-CBDO         | CORP              | IE        |      1340000 | PA      | $1608590.85   | 0.02%             | 2038-01-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Nidec Corp.                                                               | Nidec Corp.                                                                                 | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Long             | EC               | CORP              | JP        |        33300 | NS      | $476348.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP, 1st Lien Term Loan                                                     | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |      2300685 | PA      | $2306160.94   | 0.02%             | 2028-10-23      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                        | Regency Centers LP                                                                          | CUSIP: 75884RBD4<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |       346000 | PA      | $353563.33    | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Bow Corp.                                                           | South Bow Corp.                                                                             | CUSIP: 83671M105<br>LEI: 2549000XS5TAFA3YF943 | Long             | EC               | CORP              | CA        |        26752 | NS      | $759756.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amsted Industries, Inc.                                                   | Amsted Industries, Inc.                                                                     | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |       589000 | PA      | $609580.25    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRI Pointe Homes, Inc.                                                    | TRI Pointe Homes, Inc.                                                                      | CUSIP: 87265HAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       363000 | PA      | $364041.45    | 0.00%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Calpine Construction Finance Co. LP                                       | Calpine Construction Finance Co. LP, 1st Lien Term Loan                                     | CUSIP: 13134NAK7<br>LEI: V0Q3DOB0FIB2XI1KWU77 | Long             | LON              | CORP              | US        |      3462419 | PA      | $3464599.87   | 0.03%             | 2030-07-31      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Gray Television, Inc.                                                     | Gray Television, Inc. Term Loan First Lien                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8400 | PA      | $8394.79      | 0.00%             | 2029-05-23      | Variable      | 8.95%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                             | Canadian National Railway Co.                                                               | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |       131358 | NS      | $12636569.18  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      4117000 | PA      | $28506.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                                  | Brookfield Finance, Inc.                                                                    | CUSIP: 11271LAN2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |       690000 | PA      | $685392.39    | 0.01%             | 2055-01-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Samarco Mineracao SA                                                      | Samarco Mineracao SA                                                                        | CUSIP: N/A<br>LEI: 529900U8HKV15GJC4O60       | Long             | DBT              | CORP              | BR        |      1302882 | PA      | $1309266.12   | 0.01%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series 000F                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |         2497 | NS      | $1116834.51   | 0.01%             | 2026-02-24      | Fixed         | 23.69%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      1400000 | PA      | $1727943.96   | 0.02%             | 2034-10-30      | Variable      | 6.75%                 | 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        |      2304261 | PA      | $1588913.57   | 0.01%             | 2036-03-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                        | Vale Overseas Ltd.                                                                          | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |      2330000 | PA      | $2493402.90   | 0.02%             | 2033-06-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                                          | Empower CLO Ltd., Series 2024-1A, Class A1                                                  | CUSIP: 29244RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2506250.00   | 0.02%             | 2037-04-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                  | American Homes 4 Rent LP                                                                    | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |       903000 | PA      | $923423.76    | 0.01%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                                | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       400000 | PA      | $483642.09    | 0.00%             | 2035-03-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                              | Samsung Electronics Co. Ltd.                                                                | CUSIP: 796050888<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |         9469 | NS      | $26067408.79  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Sprint Capital Corp.                                                      | Sprint Capital Corp.                                                                        | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |      4469000 | PA      | $4794508.11   | 0.05%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                               | Republic of Philippines                                                                     | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    301560000 | PA      | $5381707.86   | 0.05%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                                | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      1008000 | PA      | $1086402.24   | 0.01%             | 2035-03-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series 124i                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        44704 | NS      | $2073368.89   | 0.02%             | 2026-02-27      | Fixed         | 36.95%                | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                               | QXO Building Products, Inc., 1st Lien Term Loan B                                           | CUSIP: 07368RAM3<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |       720044 | PA      | $720735.68    | 0.01%             | 2032-04-30      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Signal Harmonic CLO I DAC                                                 | Signal Harmonic CLO I DAC, Series 1X, Class DR                                              | CUSIP: N/A<br>LEI: 635400CPGNMPPUYRUY64       | Long             | ABS-CBDO         | CORP              | IE        |       650000 | PA      | $780241.15    | 0.01%             | 2038-07-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                                                 | ION Platform Finance SARL                                                                   | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |      2694000 | PA      | $3106089.20   | 0.03%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                                       | Vertiv Holdings Co., Class A                                                                | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |         7659 | NS      | $1425952.62   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                   | Rockford Tower CLO Ltd., Series 2018-2A, Class B                                            | CUSIP: 77342KAC4<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |      1125000 | PA      | $1127812.50   | 0.01%             | 2031-10-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Clover CLO LLC                                                            | Clover CLO LLC, Series 2018-1A, Class A1RR                                                  | CUSIP: 18914GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5300000 | PA      | $5311642.51   | 0.05%             | 2037-04-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                                   | X Corp., 1st Lien Term Loan B1                                                              | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5917291 | PA      | $5903740.79   | 0.06%             | 2029-10-26      | Variable      | 10.45%                | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                       | Shift4 Payments LLC                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      1791000 | PA      | $2161708.37   | 0.02%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                            | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      1696000 | PA      | $1722540.23   | 0.02%             | 2028-02-08      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| FS Trust                                                                  | FS Trust, Series 2024-HULA, Class A                                                         | CUSIP: 30338DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1750000 | PA      | $1752187.50   | 0.02%             | 2039-08-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                   | Telefonica Emisiones SA                                                                     | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |       300000 | PA      | $356130.79    | 0.00%             | 2031-01-19      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                | Garda World Security Corp.                                                                  | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       430000 | PA      | $439143.09    | 0.00%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| California Buyer Ltd.                                                     | California Buyer Ltd.                                                                       | CUSIP: N/A<br>LEI: 254900V5SMQ1UP1CLC26       | Long             | DBT              | CORP              | GB        |       143000 | PA      | $171502.71    | 0.00%             | 2032-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                 | XPLR Infrastructure Operating Partners LP                                                   | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      1076000 | PA      | $1096816.30   | 0.01%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                                         | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |       911000 | PA      | $967553.10    | 0.01%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Daiwa Securities Group, Inc.                                              | Daiwa Securities Group, Inc.                                                                | CUSIP: N/A<br>LEI: 353800WRC7Y23PWFJG38       | Long             | EC               | CORP              | JP        |        26100 | NS      | $254328.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Achmea BV                                                                 | Achmea BV                                                                                   | CUSIP: N/A<br>LEI: 7245007QUMI1FHIQV531       | Long             | DBT              | CORP              | NL        |       350000 | PA      | $409702.77    | 0.00%             | 2036-01-27      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Crown Finance US, Inc.                                                    | Crown Finance US, Inc., 1st Lien Term Loan                                                  | CUSIP: 22834KAV3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1756689 | PA      | $1709047.69   | 0.02%             | 2031-12-02      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                      | Mitsubishi UFJ Financial Group, Inc.                                                        | CUSIP: 606822DT8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      3610000 | PA      | $3604996.61   | 0.03%             | 2037-01-14      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1178.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2014-2RA, Class AR                                                | CUSIP: 12548RAH7<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5024211.00   | 0.05%             | 2037-10-24      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                              | CUSIP: 09659W3E2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      1644000 | PA      | $1635697.11   | 0.02%             | 2034-01-15      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                            | Charles River Laboratories International, Inc.                                              | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |       201000 | PA      | $190497.43    | 0.00%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                    | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      1835000 | PA      | $1879551.47   | 0.02%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       180000 | PA      | $2805.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                       | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1820000 | PA      | $1891009.12   | 0.02%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                                  | PRPM LLC, Series 2025-RCF4, Class A3                                                        | CUSIP: 69382WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       583333 | PA      | $566320.85    | 0.01%             | 2055-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                           | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1999000 | PA      | $2083220.73   | 0.02%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                         | Wolters Kluwer NV                                                                           | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |        11375 | NS      | $1068147.82   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Action Environmental Group, Inc. (The)                                    | Action Environmental Group, Inc. (The), 1st Lien Term Loan                                  | CUSIP: 00507JAF3<br>LEI: 549300BB30QUQC86W666 | Long             | LON              | CORP              | US        |      1038253 | PA      | $1035013.56   | 0.01%             | 2030-10-24      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                    | Arsenal AIC Parent LLC                                                                      | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1202000 | PA      | $1324500.63   | 0.01%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                    | General Dynamics Corp.                                                                      | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |         1328 | NS      | $466247.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wand NewCo 3, Inc.                                                        | Wand NewCo 3, Inc., 1st Lien Term Loan                                                      | CUSIP: 93369PAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3098730 | PA      | $3095414.30   | 0.03%             | 2031-01-30      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Shionogi & Co. Ltd.                                                       | Shionogi & Co. Ltd.                                                                         | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |         5400 | NS      | $111181.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                        | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      1007000 | PA      | $1228703.54   | 0.01%             | 2031-07-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                                      | Dollar General Corp.                                                                        | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |        71820 | NS      | $10301142.60  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp.                                  | Science Applications International Corp.                                                    | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |       364000 | PA      | $363078.72    | 0.00%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                | AerCap Ireland Capital DAC                                                                  | CUSIP: 00774MBM6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |       532000 | PA      | $528478.08    | 0.00%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Vizient, Inc.                                                             | Vizient, Inc., 1st Lien Term Loan B8                                                        | CUSIP: 92855LAR7<br>LEI: 5493007V6T3HZ7777P70 | Long             | LON              | CORP              | US        |       542039 | PA      | $541702.57    | 0.01%             | 2031-08-01      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                   | MPLX LP                                                                                     | CUSIP: 55336V100<br>LEI: 5493000CZJ19CK4P3G36 | Long             |  |  | US        |        91246 | NS      | $5100651.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DOC DR LLC                                                                | DOC DR LLC                                                                                  | CUSIP: 71951QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       480000 | PA      | $479137.23    | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $48040.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Czech Republic                                                            | Czech Republic                                                                              | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    134240000 | PA      | $4406423.76   | 0.04%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                     | Dominion Energy, Inc., Series B                                                             | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       290000 | PA      | $313594.98    | 0.00%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc., 1st Lien Term Loan B2                                                     | CUSIP: 78571YBL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       378322 | PA      | $293513.25    | 0.00%             | 2029-11-15      | Variable      | 10.02%                | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                                    | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       190000 | PA      | $199323.09    | 0.00%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                               | Chobani LLC                                                                                 | CUSIP: 17027NAC6<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |      1109000 | PA      | $1153415.45   | 0.01%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GEA Group AG                                                              | GEA Group AG                                                                                | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |         8026 | NS      | $573881.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                    | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      2140000 | PA      | $1882607.80   | 0.02%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria                                                                 | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |       690000 | PA      | $645150.00    | 0.01%             | 2047-11-28      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                            | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      1430000 | PA      | $1468027.99   | 0.01%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA                            | Recordati Industria Chimica e Farmaceutica SpA                                              | CUSIP: N/A<br>LEI: 815600FBF92FD3531704       | Long             | EC               | CORP              | IT        |        26137 | NS      | $1440131.86   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TICP CLO VI Ltd.                                                          | TICP CLO VI Ltd., Series 2016-6A, Class CR2                                                 | CUSIP: 87246MAW2<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |      1650000 | PA      | $1650950.57   | 0.02%             | 2034-01-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                                          | CVR Energy, Inc.                                                                            | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |       234000 | PA      | $233507.72    | 0.00%             | 2031-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                        | Kingdom of Morocco                                                                          | CUSIP: 617726AN4<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |       412000 | PA      | $423716.25    | 0.00%             | 2028-03-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                | AAdvantage Loyalty IP Ltd., 1st Lien Term Loan                                              | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1060982 | PA      | $1062043.48   | 0.01%             | 2032-05-28      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                                               | Deere & Co.                                                                                 | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |         9343 | NS      | $4933104.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd.                                                              | Valaris Ltd.                                                                                | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       271000 | PA      | $283170.61    | 0.00%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                         | FirstEnergy Corp.                                                                           | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      2833000 | PA      | $2648970.95   | 0.02%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets Trust                                       | American Home Mortgage Assets Trust, Series 2007-3, Class 22A1                              | CUSIP: 026935AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       387585 | PA      | $347381.46    | 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        |      7059232 | PA      | $6488701.71   | 0.06%             | 2046-07-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                               | Sysco Corp.                                                                                 | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |        32872 | NS      | $2756317.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Extended Stay America Trust                                               | Extended Stay America Trust, Series 2025-ESH, Class A                                       | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7158000 | PA      | $7189296.21   | 0.07%             | 2042-10-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                             | Organon & Co., 1st Lien Term Loan                                                           | CUSIP: 68621XAG8<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |       578416 | PA      | $559328.40    | 0.01%             | 2031-05-19      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| TransDigm Group, Inc.                                                     | TransDigm Group, Inc.                                                                       | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          744 | NS      | $1062089.76   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRPM Trust                                                                | PRPM Trust, Series 2026-RCF1, Class M2                                                      | CUSIP: 69383VAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       945454 | PA      | $907016.47    | 0.01%             | 2056-01-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                               | Capital One Financial Corp.                                                                 | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       760000 | PA      | $754950.07    | 0.01%             | 2031-09-11      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Amkor Technology, Inc.                                                    | Amkor Technology, Inc.                                                                      | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |       139000 | PA      | $141655.46    | 0.00%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                            | 1011778 BC ULC                                                                              | CUSIP: 68245XAJ8<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |       275000 | PA      | $273375.08    | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Swissquote Group Holding SA                                               | Swissquote Group Holding SA (Registered)                                                    | CUSIP: N/A<br>LEI: 549300O3WME82RDPEN66       | Long             | EC               | CORP              | CH        |          105 | NS      | $59777.17     | 0.00%             |  |  |  | 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        |       252031 | PA      | $248197.11    | 0.00%             | 2036-09-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                              | Antero Midstream Partners LP                                                                | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       297000 | PA      | $308524.19    | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                               | AvalonBay Communities, Inc.                                                                 | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |       493000 | PA      | $503689.19    | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                 | BXP Trust, Series 2017-CC, Class D                                                          | CUSIP: 05607CAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $847530.10    | 0.01%             | 2037-08-13      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                             | Clearway Energy Operating LLC                                                               | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |       431000 | PA      | $430696.19    | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wellness Pet LLC                                                          | Wellness Pet LLC, 1st Lien Term Loan A                                                      | CUSIP: 95004UAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       326316 | PA      | $164381.74    | 0.00%             | 2029-12-31      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE                                                                    | CUSIP: 61780B103<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |         1836 | NS      | $871252.32    | 0.01%             | 2026-03-06      | Fixed         | 24.50%                | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                    | Eurofins Scientific SE                                                                      | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | EC               | CORP              | LU        |         2856 | NS      | $231030.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                             | Asbury Automotive Group, Inc.                                                               | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       123000 | PA      | $122575.07    | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hambridge Euro CLO DAC                                                    | Hambridge Euro CLO DAC, Series 1X, Class D                                                  | CUSIP: N/A<br>LEI: 635400P8G4JAUUUQGV26       | Long             | ABS-CBDO         | CORP              | IE        |       710000 | PA      | $853778.96    | 0.01%             | 2038-10-20      | Floating      | 5.34%                 | 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        |     65130417 | PA      | $565007.02    | 0.01%             | 2035-08-10      | Variable      | 0.82%                 | 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        |      2653806 | PA      | $2371310.55   | 0.02%             | 2046-11-20      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                                | Grifols SA                                                                                  | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |       971000 | PA      | $1203295.05   | 0.01%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Phoenix Aviation Capital Ltd.                                             | Phoenix Aviation Capital Ltd.                                                               | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |      1981000 | PA      | $2076137.39   | 0.02%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                  | CenterPoint Energy, Inc., Series B                                                          | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |       412000 | PA      | $436984.92    | 0.00%             | 2055-02-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                          | Virgin Media Secured Finance plc                                                            | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |       258000 | PA      | $238343.13    | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                             | Enel Finance International NV                                                               | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      4375000 | PA      | $4364464.87   | 0.04%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       146349 | NS      | $7696030.41   | 0.07%             | 2026-03-06      | Fixed         | 13.59%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-19344.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                       | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       783000 | PA      | $787012.09    | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                        | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      3047000 | PA      | $3237550.24   | 0.03%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Tesco plc                                                                 | Tesco plc                                                                                   | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |       474777 | NS      | $2762633.05   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                                   | Vivion Investments Sarl                                                                     | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |       200000 | PA      | $223171.49    | 0.00%             | 2031-03-08      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP, 1st Lien Term Loan                                                       | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |      2997488 | PA      | $2998416.72   | 0.03%             | 2032-01-28      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE, Series 000x                                                       | CUSIP: 61778P734<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        28448 | NS      | $9475974.33   | 0.09%             | 2026-02-10      | Fixed         | 27.09%                | 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        |       876437 | PA      | $465899.35    | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nova Ltd.                                                                 | Nova Ltd.                                                                                   | CUSIP: N/A<br>LEI: 529900B2DSWE5V3SC292       | Long             | EC               | CORP              | IL        |          830 | NS      | $405160.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANUC Corp.                                                               | FANUC Corp.                                                                                 | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Long             | EC               | CORP              | JP        |        13500 | NS      | $542087.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                                              | Iberdrola SA                                                                                | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |       169131 | NS      | $3802530.22   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                                               | Cie Financiere Richemont SA (Registered)                                                    | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |         7848 | NS      | $1523373.00   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2016-11A, Class AR3                                                    | CUSIP: 67110DBQ9<br>LEI: 254900QIJ8IQOK988683 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5024080.00   | 0.05%             | 2038-07-26      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Wilsonart LLC                                                             | Wilsonart LLC                                                                               | CUSIP: 97246JAA6<br>LEI: 549300SAZRUMYKDJBY14 | Long             | DBT              | CORP              | US        |       327000 | PA      | $298685.56    | 0.00%             | 2032-08-15      | Fixed         | 11.00%                | 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        |      1071019 | PA      | $1067621.59   | 0.01%             | 2067-05-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Mahle GmbH                                                                | Mahle GmbH                                                                                  | CUSIP: N/A<br>LEI: 52990098TR1QJBWIYG58       | Long             | DBT              | CORP              | DE        |       864000 | PA      | $1068041.33   | 0.01%             | 2031-05-02      | 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      | $2664.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AddTech AB                                                                | AddTech AB, Class B                                                                         | CUSIP: N/A<br>LEI: 549300QZ5U2IDRHPWL60       | Long             | EC               | CORP              | SE        |         3431 | NS      | $111401.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Duomo Bidco SpA                                                           | Duomo Bidco SpA                                                                             | CUSIP: N/A<br>LEI: 8156008BEDB552B30829       | Long             | DBT              | CORP              | IT        |       783000 | PA      | $930568.22    | 0.01%             | 2032-01-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| SWF Holdings I Corp.                                                      | SWF Holdings I Corp., 1st Lien Term Loan A1                                                 | CUSIP: 78489HAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       311439 | PA      | $308972.29    | 0.00%             | 2029-12-19      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       344399 | PA      | $312.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       414000 | PA      | $3366.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Electronic Arts, Inc.                                                     | Electronic Arts, Inc.                                                                       | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |       290000 | PA      | $269315.33    | 0.00%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| KeyBank NA                                                                | Keybank National Association                                                                | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |      1369000 | PA      | $1346983.82   | 0.01%             | 2029-04-13      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                       | Sirius XM Radio LLC                                                                         | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       191000 | PA      | $186572.56    | 0.00%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison, Inc.                                                 | Consolidated Edison, Inc.                                                                   | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |         4825 | NS      | $514489.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regatta XIX Funding Ltd.                                                  | Regatta XIX Funding Ltd., Series 2022-1A, Class BR                                          | CUSIP: 75888EAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1320000 | PA      | $1328870.53   | 0.01%             | 2038-10-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Kyocera Corp.                                                             | Kyocera Corp.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        17000 | NS      | $255047.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                                         | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       107000 | PA      | $101367.97    | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       470000 | PA      | $-6375.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Argentina SA                                                      | Telecom Argentina SA                                                                        | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |       609294 | PA      | $643201.21    | 0.01%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1233.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coherent Corp.                                                            | Coherent Corp.                                                                              | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |       432000 | PA      | $430213.51    | 0.00%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       335000 | PA      | $-12.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Knorr-Bremse AG                                                           | Knorr-Bremse AG                                                                             | CUSIP: N/A<br>LEI: 5299001GRRO0Z25YZT52       | Long             | EC               | CORP              | DE        |         1991 | NS      | $231822.68    | 0.00%             |  |  |  | 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      | $8114927.81   | 0.08%             | 2059-12-15      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-17523.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates Trust                | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2007-OA6, Class 1A       | CUSIP: 92927BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2204586 | PA      | $1880995.86   | 0.02%             | 2047-07-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -7124000 | PA      | $-11139.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                    | Freeport-McMoRan, Inc.                                                                      | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |        18748 | NS      | $1129192.04   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                   | Citigroup Global Markets Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |         8745 | NS      | $8273326.44   | 0.08%             | 2026-03-04      | Fixed         | 11.42%                | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                             | Honeywell International, Inc.                                                               | CUSIP: 438516CY0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      1517000 | PA      | $1550495.51   | 0.01%             | 2030-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                            | Citizens Financial Group, Inc.                                                              | CUSIP: 174610BK0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |       116000 | PA      | $116551.55    | 0.00%             | 2036-01-29      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                        | Southern Co. (The)                                                                          | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       100171 | NS      | $8946272.01   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD Borrower LP                                                         | EMRLD Borrower LP                                                                           | CUSIP: 26873CAB8<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |       508000 | PA      | $532972.77    | 0.01%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RR 5 Ltd.                                                                 | RR 5 Ltd., Series 2018-5A, Class A2R                                                        | CUSIP: 74979VAV5<br>LEI: 549300213Q1LH7O32902 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2015079.00   | 0.02%             | 2039-07-15      | Floating      | 5.62%                 | 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        |       976344 | PA      | $888965.49    | 0.01%             | 2046-05-20      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                     | WR Grace Holdings LLC                                                                       | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      3564000 | PA      | $3406041.03   | 0.03%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                                | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      1002000 | PA      | $926349.00    | 0.01%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                    | Sempra                                                                                      | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      4465000 | PA      | $4576848.25   | 0.04%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                                | MSCI, Inc.                                                                                  | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |         2606 | NS      | $1587627.32   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | S&P 500 E-Mini Index                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          200 | NC      | $-212281.65   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                                       | Kinder Morgan, Inc.                                                                         | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       449000 | PA      | $462484.90    | 0.00%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                | Sherwin-Williams Co. (The)                                                                  | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |         5675 | NS      | $2012582.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Vopak NV                                                      | Koninklijke Vopak NV                                                                        | CUSIP: N/A<br>LEI: 724500UL634GFV1KYF10       | Long             | EC               | CORP              | NL        |        66642 | NS      | $3326035.06   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | GBP Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |      4643000 | PA      | $42237.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                        | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   9484000000 | PA      | $2019636.46   | 0.02%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        24700 | NS      | $2551501.34   | 0.02%             | 2026-03-05      | Fixed         | 19.80%                | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The), Series W                                          | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       162000 | PA      | $167319.43    | 0.00%             | 2030-03-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                            | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       530000 | PA      | $484094.17    | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cotiviti, Inc.                                                            | Cotiviti, Inc., 1st Lien Term Loan                                                          | CUSIP: 22164MAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1736146 | PA      | $1615709.55   | 0.02%             | 2031-05-01      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        63397 | NS      | $8575989.91   | 0.08%             | 2026-02-06      | Fixed         | 10.20%                | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                            | Commerzbank AG                                                                              | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |        14459 | NS      | $594333.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                   | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      2401000 | PA      | $2461464.38   | 0.02%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                  | Snam SpA                                                                                    | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |       132359 | NS      | $909662.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ballyrock CLO 14 Ltd.                                                     | Ballyrock CLO 14 Ltd., Series 2020-14A, Class A1AR                                          | CUSIP: 05874XAL3<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5018818.00   | 0.05%             | 2037-07-20      | Floating      | 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      | $3732.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                              | Fiserv, Inc.                                                                                | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       191000 | PA      | $193115.02    | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC                                                 | Madison Safety & Flow LLC, 1st Lien Term Loan                                               | CUSIP: 55822DAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       833491 | PA      | $834741.54    | 0.01%             | 2031-09-26      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                              | Scotts Miracle-Gro Co. (The)                                                                | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |        79000 | PA      | $74474.93     | 0.00%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Pluspetrol Camisea SA                                                     | Pluspetrol Camisea SA                                                                       | CUSIP: 72941KAA4<br>LEI: 254900VNCHIPPJ2OFY98 | Long             | DBT              | CORP              | PE        |       605000 | PA      | $639370.05    | 0.01%             | 2036-07-03      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| OMNIA Partners LLC                                                        | OMNIA Partners LLC, 1st Lien Term Loan C                                                    | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |      1387980 | PA      | $1388160.45   | 0.01%             | 2032-12-31      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       202671 | NS      | $23451061.41  | 0.22%             |  |  |  | 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      | $39825.00     | 0.00%             | 2024-07-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        31600 | NS      | $1942411.14   | 0.02%             | 2026-03-05      | Fixed         | 24.04%                | No            |                  2 | On Loan: No      |
| 3i Group plc                                                              | 3i Group plc                                                                                | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |         6401 | NS      | $294056.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding 2017-I Ltd., Series 2017-1A, Class BRR                                         | CUSIP: 17181PAE9<br>LEI: 549300X1SKS4LNS5LQ62 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2013675.00   | 0.02%             | 2037-04-21      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Fast Retailing Co. Ltd.                                                   | Fast Retailing Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | EC               | CORP              | JP        |         2600 | NS      | $991985.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd.                                                        | Park Blue CLO Ltd., Series 2025-9A, Class A1                                                | CUSIP: 70019UAA3<br>LEI: 213800GMETRF98C4D824 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2008983.60   | 0.02%             | 2038-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                     | Global Payments, Inc.                                                                       | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       879000 | PA      | $900019.28    | 0.01%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BP plc                                                                    | BP plc                                                                                      | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |      1951243 | NS      | $12371969.03  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Getty Images, Inc.                                                        | Getty Images, Inc.                                                                          | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |       670000 | PA      | $599712.18    | 0.01%             | 2030-02-21      | Fixed         | 11.25%                | 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        |       430000 | PA      | $411246.24    | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                                    | ON Semiconductor Corp.                                                                      | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |       394000 | PA      | $384851.23    | 0.00%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Orkla ASA                                                                 | Orkla ASA                                                                                   | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |        47759 | NS      | $568253.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Products Partners LP                                           | Enterprise Products Partners LP                                                             | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             |  |  | US        |       127183 | NS      | $4221203.77   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                              | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      2564000 | PA      | $2508029.88   | 0.02%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ARES1                                                                     | ARES1, Series 2024-IND2, Class A                                                            | CUSIP: 04021EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13280000 | PA      | $13292450.00  | 0.13%             | 2034-10-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                                   | Vivion Investments SARL                                                                     | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |       391903 | PA      | $464177.69    | 0.00%             | 2028-08-31      | Fixed         | 8.25%                 | 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      | $6974611.70   | 0.07%             | 2038-03-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                              | Vistra Corp.                                                                                | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |      1725000 | PA      | $1751088.90   | 0.02%             | 2026-12-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class SA                                    | CUSIP: 06744WAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         2053 | PA      | $1962.12      | 0.00%             | 2065-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Amplifon SpA                                                              | Amplifon SpA                                                                                | CUSIP: N/A<br>LEI: ZYXJDNVM2JI3VBM8G556       | Long             | EC               | CORP              | IT        |         8516 | NS      | $137300.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                               | Pinnacle West Capital Corp.                                                                 | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |      2307000 | PA      | $2376186.47   | 0.02%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Moog, Inc.                                                                | Moog, Inc., Class A                                                                         | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |          902 | NS      | $275425.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unicaja Banco SA                                                          | Unicaja Banco SA                                                                            | CUSIP: N/A<br>LEI: 5493007SJLLCTM6J6M37       | Long             | DBT              | CORP              | ES        |      1200000 | PA      | $1438223.09   | 0.01%             | 2026-11-18      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                                 | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |         5125 | NS      | $1563688.78   | 0.01%             | 2026-03-03      | Fixed         | 19.45%                | No            |                  2 | On Loan: No      |
| Cousins Properties, Inc.                                                  | Cousins Properties, Inc.                                                                    | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |       223935 | NS      | $5652119.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| APCOA GmbH                                                                | APCOA GmbH                                                                                  | CUSIP: N/A<br>LEI: 529900H8FIYAOV5FUW68       | Long             | DBT              | CORP              | DE        |      1755000 | PA      | $2111675.33   | 0.02%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd.                                         | Singapore Telecommunications Ltd.                                                           | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |       615900 | NS      | $2222592.86   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                           | AES Corp. (The)                                                                             | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |       268000 | PA      | $261893.44    | 0.00%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                     | Axon Enterprise, Inc.                                                                       | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |          337 | NS      | $162966.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       303000 | PA      | $7584.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Centurion Accommodation REIT                                              | Centurion Accommodation REIT                                                                | CUSIP: N/A<br>LEI: 254900NE2W0T2HDOXF24       | Long             | EC               | CORP              | SG        |       369300 | NS      | $324631.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                         | LYB International Finance III LLC                                                           | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      1797000 | PA      | $1806360.81   | 0.02%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                     | Cheniere Energy, Inc.                                                                       | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |      3057000 | PA      | $3169456.61   | 0.03%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                       | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |        89000 | PA      | $93302.53     | 0.00%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                                                    | Blue Owl Capital Corp.                                                                      | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |      4461000 | PA      | $4509191.42   | 0.04%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2024-2A, Class A1                                                 | CUSIP: 17181UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3006919.50   | 0.03%             | 2037-04-22      | Floating      | 5.19%                 | 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      | $-2242.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 9 Ltd.                                               | Diameter Capital CLO 9 Ltd., Series 2025-9A, Class A                                        | CUSIP: 25254AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3006308.40   | 0.03%             | 2038-04-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| GrafTech Global Enterprises, Inc.                                         | GrafTech Global Enterprises, Inc., 1st Lien Term Loan                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       197061 | PA      | $199853.35    | 0.00%             | 2029-12-21      | Variable      | 9.67%                 | No            |                  2 | On Loan: No      |
| CITGO Petroleum Corp.                                                     | CITGO Petroleum Corp.                                                                       | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |       472000 | PA      | $490538.27    | 0.00%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                               | Carvana Co.                                                                                 | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      2483483 | PA      | $2731998.84   | 0.03%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp.                                                  | Zebra Technologies Corp.                                                                    | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |       128000 | PA      | $131844.61    | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-9T1, Class 1A1                                          | CUSIP: 02150JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       440421 | PA      | $199695.26    | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | 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        |       224780 | PA      | $191497.97    | 0.00%             | 2036-05-20      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                                    | EDP SA                                                                                      | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | EC               | CORP              | PT        |       195344 | NS      | $998881.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                        | Canadian Imperial Bank of Commerce                                                          | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |         2577 | NS      | $1283267.33   | 0.01%             | 2026-02-27      | Fixed         | 53.40%                | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                | DOC DR LLC                                                                                  | CUSIP: 71951QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       758000 | PA      | $759611.79    | 0.01%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | Nissan Motor Co. Ltd.                                                                       | CUSIP: 654744AK7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       225000 | PA      | $276060.51    | 0.00%             | 2033-07-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ASM International NV                                                      | ASM International NV                                                                        | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |         1319 | NS      | $1107740.86   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hudson River Trading LLC                                                  | Hudson River Trading LLC, 1st Lien Term Loan B1                                             | CUSIP: 44413EAJ7<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |       728157 | PA      | $724821.61    | 0.01%             | 2030-03-18      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt Treasury Bills                                                       | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |    285200000 | PA      | $5714483.06   | 0.05%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                              | Tallgrass Energy Partners LP                                                                | CUSIP: 87470LAD3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |       283000 | PA      | $282902.28    | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      3280000 | PA      | $3263691.28   | 0.03%             | 2031-09-23      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                          | Oaktree CLO Ltd., Series 2023-2A, Class A1R                                                 | CUSIP: 67401QAL0<br>LEI: 254900E6646RC82IR359 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5025545.00   | 0.05%             | 2038-07-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                                              | LyondellBasell Industries NV, Class A                                                       | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |        51340 | NS      | $2515660.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enagas SA                                                                 | Enagas SA                                                                                   | CUSIP: N/A<br>LEI: 213800OU3FQKGM4M2U23       | Long             | EC               | CORP              | ES        |         8740 | NS      | $143848.03    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Midcap Financial Issuer Trust                                             | Midcap Financial Issuer Trust                                                               | CUSIP: 59590AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       600000 | PA      | $594060.00    | 0.01%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CyberAgent, Inc.                                                          | CyberAgent, Inc.                                                                            | CUSIP: N/A<br>LEI: 3538006T5KZABPGS8Q08       | Long             | EC               | CORP              | JP        |        61300 | NS      | $556119.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                 | Zayo Group Holdings, Inc.                                                                   | CUSIP: 98919VAD7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |       185742 | PA      | $170537.16    | 0.00%             | 2030-09-09      | Variable      | 13.75%                | No            |                  2 | On Loan: No      |
| Lune Holdings SARL                                                        | Lune Holdings SARL                                                                          | CUSIP: N/A<br>LEI: 54930003WQ56T0558M33       | Long             | DBT              | CORP              | LU        |       990000 | PA      | $114422.44    | 0.00%             | 2028-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                               | Terex Corp.                                                                                 | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |       470000 | PA      | $481237.33    | 0.00%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                            | Opal Bidco SAS                                                                              | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |      1098000 | PA      | $1120423.36   | 0.01%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co., Series BB                                                                | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       695000 | PA      | $694229.87    | 0.01%             | 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      | $24097.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cencosud SA                                                               | Cencosud SA                                                                                 | CUSIP: N/A<br>LEI: 549300NLTGCFV7482429       | Long             | DBT              | CORP              | CL        |      1272000 | PA      | $1271872.80   | 0.01%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                 | Seagate Data Storage Technology Pte. Ltd.                                                   | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |       926000 | PA      | $979884.87    | 0.01%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Williams-Sonoma, Inc.                                                     | Williams-Sonoma, Inc.                                                                       | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |         3841 | NS      | $786060.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                                                        | Credit Agricole SA                                                                          | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1222868.70   | 0.01%             | 2035-03-23      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                       | CommonSpirit Health                                                                         | CUSIP: 20268JAR4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      1116000 | PA      | $1151573.97   | 0.01%             | 2031-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| TUI Cruises GmbH                                                          | TUI Cruises GmbH                                                                            | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |      1067000 | PA      | $1310514.59   | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                                    | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       982000 | PA      | $1021728.49   | 0.01%             | 2030-05-14      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      4810000 | PA      | $6586.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                           | Trust Fibra Uno                                                                             | CUSIP: N/A<br>LEI: 54930011BLQ0JPRBAL73       | Long             | DBT              | CORP              | MX        |       580000 | PA      | $633592.00    | 0.01%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Hanwha Aerospace Co. Ltd.                                                 | Hanwha Aerospace Co. Ltd.                                                                   | CUSIP: N/A<br>LEI: 9884001NSUA8FQKQWR25       | Long             | EC               | CORP              | KR        |          679 | NS      | $611223.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                               | Penske Truck Leasing Co. LP                                                                 | CUSIP: 709599BT0<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |       265000 | PA      | $272358.27    | 0.00%             | 2028-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ricoh Co. Ltd.                                                            | Ricoh Co. Ltd.                                                                              | CUSIP: N/A<br>LEI: 549300HFIB2GRUMDID72       | Long             | EC               | CORP              | JP        |         7000 | NS      | $61940.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HILT Commercial Mortgage Trust                                            | HILT Commercial Mortgage Trust, Series 2024-ORL, Class A                                    | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1525000 | PA      | $1527859.38   | 0.01%             | 2037-05-15      | Floating      | 5.22%                 | 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        |       676921 | PA      | $687465.15    | 0.01%             | 2028-07-15      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                        | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      1189000 | PA      | $1452066.32   | 0.01%             | 2033-07-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HEICO Corp.                                                               | HEICO Corp.                                                                                 | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |         2077 | NS      | $687300.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Mortgage Trust                                        | Ellington Financial Mortgage Trust, Series 2025-INV1, Class B1                              | CUSIP: 26846XAE0<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-MBS          | CORP              | US        |       529184 | PA      | $536859.50    | 0.01%             | 2070-03-25      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                             | Calpine Corp.                                                                               | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |        12000 | PA      | $11989.49     | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                            | NiSource, Inc.                                                                              | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |       869000 | PA      | $898022.99    | 0.01%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                                 | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |        15300 | NS      | $3086957.68   | 0.03%             | 2026-03-16      | Fixed         | 27.21%                | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                          | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      1942000 | PA      | $2015404.34   | 0.02%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance plc                                                  | Azule Energy Finance plc                                                                    | CUSIP: 05501YAB4<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      1150000 | PA      | $1151265.00   | 0.01%             | 2031-01-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       366000 | PA      | $322729.14    | 0.00%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      4461000 | PA      | $4552357.13   | 0.04%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Herschend Entertainment Co. LLC                                           | Herschend Entertainment Co. LLC, 1st Lien Term Loan B                                       | CUSIP: 42778EAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       144000 | PA      | $144252.00    | 0.00%             | 2032-05-27      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       216432 | PA      | $5804.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Credito e Inversiones SA                                         | Banco de Credito e Inversiones SA                                                           | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |       337000 | PA      | $362861.38    | 0.00%             | 2029-05-08      | Variable      | 8.75%                 | 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        |         3485 | NS      | $12597326.97  | 0.12%             | 2026-03-04      | Fixed         | 17.46%                | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                | Mars, Inc.                                                                                  | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      3166000 | PA      | $3234641.48   | 0.03%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                            | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2142000 | PA      | $1809327.22   | 0.02%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc.                                                                 | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       939000 | PA      | $960150.98    | 0.01%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                                                | Legrand SA                                                                                  | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |         3525 | NS      | $562794.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Discount Bank Ltd.                                                 | Israel Discount Bank Ltd., Class A                                                          | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |        19751 | NS      | $232693.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Co. AB                                                              | Telia Co. AB                                                                                | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |        95245 | NS      | $435123.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freeport LNG Investments LLLP                                             | Freeport LNG Investments LLLP, 1st Lien Term Loan B                                         | CUSIP: 35670CAC2<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |      3328830 | PA      | $3328830.03   | 0.03%             | 2028-12-21      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The), Series V                                                   | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       332000 | PA      | $329294.10    | 0.00%             | 2026-11-10      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Sodexo SA                                                                 | Sodexo SA                                                                                   | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               | CORP              | FR        |        44260 | NS      | $2261315.01   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yuan Renminbi                                                             | Yuan Renminbi                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CN        |       791899 | OU      | $113769.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EyeCare Partners LLC                                                      | EyeCare Partners LLC, 1st Lien Term Loan C                                                  | CUSIP: 30233PAR1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        55972 | PA      | $9701.66      | 0.00%             | 2028-11-30      | Variable      | 10.48%                | No            |                  3 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                  | Morgan Stanley & Co. LLC                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |        67100 | NS      | $4028612.60   | 0.04%             | 2026-03-09      | Fixed         | 22.52%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series GMUh                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        50498 | NS      | $12005122.20  | 0.11%             | 2026-03-03      | Fixed         | 20.72%                | No            |                  2 | On Loan: No      |
| OneDigital Borrower LLC                                                   | OneDigital Borrower LLC, 1st Lien Term Loan                                                 | CUSIP: 68277FAN9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       385045 | PA      | $383763.26    | 0.00%             | 2031-07-02      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co., Series KK                                                             | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       230000 | PA      | $229800.04    | 0.00%             | 2026-06-01      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                                 | Santander Mortgage Asset Receivable Trust, Series 2025-NQM3, Class B1                       | CUSIP: 80263AAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2000750 | PA      | $2024371.05   | 0.02%             | 2065-05-25      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                          | S&P Global, Inc.                                                                            | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |         3870 | NS      | $2042547.30   | 0.02%             |  |  |  | No            |                  1 | 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        |       190521 | PA      | $177485.68    | 0.00%             | 2035-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eutelsat SA                                                               | Eutelsat SA                                                                                 | CUSIP: N/A<br>LEI: 549300MCOOY1V7P2PG30       | Long             | DBT              | CORP              | FR        |       400000 | PA      | $458078.63    | 0.00%             | 2028-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Lorca Telecom Bondco SA                                                   | Lorca Telecom Bondco SA                                                                     | CUSIP: N/A<br>LEI: 9598004HFBAS82YM7X35       | Long             | DBT              | CORP              | ES        |      1345000 | PA      | $1649399.34   | 0.02%             | 2029-04-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                          | S&P Global, Inc.                                                                            | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |       297000 | PA      | $280888.02    | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class A3                                    | CUSIP: 066930AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1926313 | PA      | $1964198.55   | 0.02%             | 2065-05-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     16963819 | PA      | $-239199.58   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                             | Freedom Mortgage Holdings LLC                                                               | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       337000 | PA      | $334430.14    | 0.00%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                        | Chemours Co. (The)                                                                          | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |        74000 | PA      | $69004.36     | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1251000 | PA      | $1245636.27   | 0.01%             | 2037-01-21      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1090000 | PA      | $8522.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                                   | Vivion Investments Sarl                                                                     | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |       700000 | PA      | $781100.22    | 0.01%             | 2031-03-08      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                               | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       700000 | PA      | $666685.10    | 0.01%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series 124h                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        15660 | NS      | $1856567.16   | 0.02%             | 2026-02-27      | Fixed         | 19.89%                | 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      | $18562.50     | 0.00%             | 2024-07-05      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                         | BAT Capital Corp.                                                                           | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       539000 | PA      | $576083.15    | 0.01%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    134880000 | PA      | $103120.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                       | GS Mortgage-Backed Securities Trust, Series 2025-NQM2, Class B1                             | CUSIP: 36272EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       280205 | PA      | $286703.37    | 0.00%             | 2065-06-25      | Variable      | 7.34%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                             | Sutter Health, Series 2018                                                                  | CUSIP: 86944BAD5<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |       544000 | PA      | $538922.32    | 0.01%             | 2028-08-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                                  | Wynn Resorts Finance LLC                                                                    | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       845000 | PA      | $860909.66    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG                                                 | Fresenius Medical Care AG                                                                   | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |         6232 | NS      | $280558.52    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stripe, Inc.                                                              | Stripe, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300CLHGIPTCYHQ143       | Long             | DBT              | CORP              | US        |      3500000 | PA      | $3491250.00   | 0.03%             | 2030-09-26      | Fixed         | 5.04%                 | Yes           |                  3 | On Loan: No      |
| OHA Credit Partners XIV Ltd.                                              | OHA Credit Partners XIV Ltd., Series 2017-14A, Class B1R                                    | CUSIP: 67706XAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3020462.70   | 0.03%             | 2037-07-21      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-61941.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                                       | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       544000 | PA      | $582080.00    | 0.01%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO II Ltd.                                                 | Bridge Street CLO II Ltd., Series 2021-1A, Class A2                                         | CUSIP: 10806JAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5000000.00   | 0.05%             | 2034-07-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO 4 Ltd.                                          | Wellington Management CLO 4 Ltd., Series 2025-4A, Class A                                   | CUSIP: 94957LAA7<br>LEI: 213800VJVBC3KZIDZU56 | Long             | ABS-CBDO         | CORP              | KY        |      6000000 | PA      | $6011910.00   | 0.06%             | 2038-04-18      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                        | Vail Resorts, Inc.                                                                          | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |       290000 | PA      | $294531.25    | 0.00%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FIS Fabbrica Italiana Sintetici SpA                                       | FIS Fabbrica Italiana Sintetici SpA                                                         | CUSIP: N/A<br>LEI: 8156004D7056C63EC525       | Long             | DBT              | CORP              | IT        |       211000 | PA      | $250063.83    | 0.00%             | 2031-02-05      | Floating      | 5.28%                 | 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        |      1228669 | PA      | $1171877.39   | 0.01%             | 2037-03-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                   | Qnity Electronics, Inc.                                                                     | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |       742000 | PA      | $765813.75    | 0.01%             | 2033-08-15      | 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      | $-73830.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CompoSecure Holdings LLC                                                  | CompoSecure Holdings LLC                                                                    | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1325000 | PA      | $1320760.00   | 0.01%             | 2033-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                              | Focus Financial Partners LLC                                                                | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |      1292000 | PA      | $1322659.16   | 0.01%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                                            | Carrington Mortgage Loan Trust, Series 2006-FRE1, Class A4                                  | CUSIP: 144538AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2876000 | PA      | $2671005.62   | 0.03%             | 2036-04-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| Rexnord LLC                                                               | Rexnord LLC, 1st Lien Term Loan B                                                           | CUSIP: 76168JAS5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       950000 | PA      | $953562.50    | 0.01%             | 2028-10-04      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Yen                                                                       | Yen                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |      2688880 | OU      | $17374.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp.                                                        | Atmos Energy Corp.                                                                          | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |       218000 | PA      | $235606.04    | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                         | Eversource Energy                                                                           | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |        44934 | NS      | $3106287.42   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Arabian Oil Co.                                                     | Saudi Arabian Oil Co.                                                                       | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |       798000 | PA      | $757848.63    | 0.01%             | 2064-07-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                  | Comstock Resources, Inc.                                                                    | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |       151000 | PA      | $151187.24    | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1690000 | PA      | $1731683.85   | 0.02%             | 2034-08-10      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 25 Ltd.                                             | Anchorage Capital CLO 25 Ltd., Series 2022-25A, Class C                                     | CUSIP: 03329WAG2<br>LEI: 5493004RXURZCE1LR038 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5004754.50   | 0.05%             | 2035-04-20      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Intertek Group plc                                                        | Intertek Group plc                                                                          | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               | CORP              | GB        |        16715 | NS      | $1025426.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2005-36, Class 2A1A                                          | CUSIP: 12667GWF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       730609 | PA      | $685927.01    | 0.01%             | 2035-08-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                         | Republic of Chile                                                                           | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      1509000 | PA      | $1161175.50   | 0.01%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                              | Nasdaq, Inc.                                                                                | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |        16993 | NS      | $1646451.77   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                                                        | Ryder System, Inc.                                                                          | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |       553000 | PA      | $614024.51    | 0.01%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                         | EMRLD Borrower LP, 1st Lien Term Loan B                                                     | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |      5523681 | PA      | $5514787.60   | 0.05%             | 2030-05-31      | Variable      | 6.07%                 | 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        |       650297 | PA      | $537941.26    | 0.01%             | 2047-06-20      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO 16 Ltd.                                                 | Kennedy Lewis CLO 16 Ltd., Series 2024-16A, Class B                                         | CUSIP: 37149YAG4<br>LEI: 213800SVSEDOQON7JV18 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4014508.40   | 0.04%             | 2037-07-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                               | IQVIA, Inc.                                                                                 | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |       770000 | PA      | $799991.50    | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc., 1st Lien Term Loan B                                 | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      2754999 | PA      | $2738827.21   | 0.03%             | 2032-04-01      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                               | Cheniere Energy Partners LP                                                                 | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      1051000 | PA      | $1095526.32   | 0.01%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       105439 | NS      | $6518445.26   | 0.06%             | 2026-02-20      | Fixed         | 15.97%                | No            |                  2 | On Loan: No      |
| Mobico Group plc                                                          | Mobico Group plc                                                                            | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |      1608000 | PA      | $1618312.51   | 0.02%             | 2031-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                      | Telefonica Europe BV                                                                        | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      1200000 | PA      | $1527369.47   | 0.01%             | 2030-02-03      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                             | Freedom Mortgage Holdings LLC                                                               | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       130000 | PA      | $136093.75    | 0.00%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CarVal CLO VC Ltd.                                                        | CarVal CLO VC Ltd., Series 2021-2A, Class C                                                 | CUSIP: 14687MAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2001974.60   | 0.02%             | 2034-10-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                                     | Jane Street Group LLC, 1st Lien Term Loan                                                   | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |      5566504 | PA      | $5519188.59   | 0.05%             | 2031-12-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                                       | Japan Tobacco, Inc.                                                                         | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |        42400 | NS      | $1532407.89   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                   | CUSIP: 900123DT4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |       645000 | PA      | $638550.00    | 0.01%             | 2033-03-14      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Hyperion Refinance SARL                                                   | Hyperion Refinance SARL, 1st Lien Term Loan                                                 | CUSIP: G4712JBB7<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | LU        |      3588996 | PA      | $3581530.66   | 0.03%             | 2031-02-17      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                  | Lumen Technologies, Inc., 1st Lien Term Loan A                                              | CUSIP: 55024EAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       388946 | PA      | $389626.74    | 0.00%             | 2028-06-01      | Variable      | 9.72%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                   | Pfizer Investment Enterprises Pte. Ltd.                                                     | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      1305000 | PA      | $1318147.54   | 0.01%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO 5 Ltd.                                          | Wellington Management CLO 5 Ltd., Series 2025-5A, Class A                                   | CUSIP: 94957NAA3<br>LEI: 213800J6I7L5KYTPNH51 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3015295.80   | 0.03%             | 2038-10-18      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| CNX Midstream Partners LP                                                 | CNX Midstream Partners LP                                                                   | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       425000 | PA      | $412911.77    | 0.00%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RR 28 Ltd.                                                                | RR 28 Ltd., Series 2024-28RA, Class A1R                                                     | CUSIP: 74989NAA7<br>LEI: 254900ZSKVCYOXP11C98 | Long             | ABS-CBDO         | CORP              | KY        |      7500000 | PA      | $7516687.50   | 0.07%             | 2037-04-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                         | NTT Finance Corp.                                                                           | CUSIP: 62954WAL9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |       521000 | PA      | $528970.26    | 0.00%             | 2027-07-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class A2                                    | CUSIP: 06745KAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1058693 | PA      | $1060412.95   | 0.01%             | 2064-12-26      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC                                                           | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      1066000 | PA      | $1062628.46   | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                           | LGI Homes, Inc.                                                                             | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |       273000 | PA      | $266261.70    | 0.00%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                    | Republic of Costa Rica                                                                      | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |       553000 | PA      | $598346.00    | 0.01%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                             | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |       163900 | NS      | $3526633.38   | 0.03%             | 2026-03-09      | Fixed         | 23.54%                | No            |                  2 | On Loan: No      |
| Midnights SPV SRL                                                         | Midnights SPV SRL                                                                           | CUSIP: N/A<br>LEI: 81560048AF8B821AE436       | Long             | DBT              | CORP              | IT        |      4687878 | PA      | $5549148.28   | 0.05%             | 2026-08-22      | Floating      | 5.20%                 | No            |                  3 | On Loan: No      |
| Alabama Power Co.                                                         | Alabama Power Co.                                                                           | CUSIP: 010392FX1<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |       500000 | PA      | $463225.72    | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | 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      | $-24651.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                             | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       517000 | PA      | $525700.59    | 0.00%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Mizuho Markets Cayman LP                                                                    | CUSIP: 60701B853<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |        11908 | NS      | $2497447.16   | 0.02%             | 2026-02-25      | Fixed         | 45.37%                | No            |                  2 | On Loan: No      |
| Nexi SpA                                                                  | Nexi SpA                                                                                    | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | EC               | CORP              | IT        |        13946 | NS      | $59541.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                             | Six Flags Entertainment Corp., 1st Lien Term Loan B                                         | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |       623897 | PA      | $616491.67    | 0.01%             | 2031-05-01      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                                     | Avantor Funding, Inc.                                                                       | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      1038000 | PA      | $1030011.97   | 0.01%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Saipem SpA                                                                | Saipem SpA                                                                                  | CUSIP: N/A<br>LEI: 549300PHV8MBDHWB8X12       | Long             | EC               | CORP              | IT        |         6419 | NS      | $23707.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2020-18A, Class A1R2                                                   | CUSIP: 671078AW3<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |     15000000 | PA      | $15055500.00  | 0.14%             | 2037-07-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Orion US Finco, Inc.                                                      | Orion US Finco, Inc., 1st Lien Term Loan                                                    | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      1532000 | PA      | $1531050.16   | 0.01%             | 2032-10-08      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                      | Otis Worldwide Corp.                                                                        | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |        86776 | NS      | $7412405.92   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SMC Corp.                                                                 | SMC Corp.                                                                                   | CUSIP: N/A<br>LEI: 353800O40V08DOZ70X62       | Long             | EC               | CORP              | JP        |          300 | NS      | $116631.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                                                  | Darden Restaurants, Inc.                                                                    | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |         9296 | NS      | $1853157.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Issuances SA                                                       | Encore Issuances SA                                                                         | CUSIP: N/A<br>LEI: 529900AZGF6OODGSBY09       | Long             | DBT              | CORP              | LU        |       818820 | PA      | $974338.64    | 0.01%             | 2026-08-14      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Airtel Africa plc                                                         | Airtel Africa plc                                                                           | CUSIP: N/A<br>LEI: 254900ZNZDQL6OWQH623       | Long             | EC               | CORP              | GB        |        18591 | NS      | $81057.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ballyrock CLO 22 Ltd.                                                     | Ballyrock CLO 22 Ltd., Series 2024-22A, Class A1A                                           | CUSIP: 05877GAA1<br>LEI: 254900XC0FEB91ZCO167 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5012500.00   | 0.05%             | 2037-04-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Deep Blue Operating I LLC                                                 | Deep Blue Operating I LLC, 1st Lien Term Loan                                               | CUSIP: 24369TAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       478000 | PA      | $478898.64    | 0.00%             | 2032-10-01      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Installed Building Products, Inc.                                         | Installed Building Products, Inc.                                                           | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |       401000 | PA      | $403305.00    | 0.00%             | 2034-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SBA Senior Finance II LLC                                                 | SBA Senior Finance II LLC, 1st Lien Term Loan B                                             | CUSIP: 78404XAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3006336 | PA      | $3014482.75   | 0.03%             | 2031-01-27      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                      | Republic of Paraguay                                                                        | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |       423000 | PA      | $403119.00    | 0.00%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Anticimex Global AB                                                       | Anticimex Global AB, Facility 1st Lien Term Loan B8                                         | CUSIP: 03703HAD8<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |       769093 | PA      | $770192.76    | 0.01%             | 2031-11-17      | Variable      | 6.81%                 | 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        |       743907 | PA      | $392769.42    | 0.00%             | 2037-02-25      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                                               | HOMES Trust, Series 2025-NQM1, Class B1                                                     | CUSIP: 43761DAH3<br>LEI: 254900LUV7YA0N50XT86 | Long             | ABS-MBS          | CORP              | US        |      2355000 | PA      | $2388254.72   | 0.02%             | 2070-01-25      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| Ziggo Bond Co. BV                                                         | Ziggo Bond Co. BV                                                                           | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $175709.72    | 0.00%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                           | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1545000 | PA      | $1614504.92   | 0.02%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                         | Polaris Newco LLC, 1st Lien Term Loan                                                       | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |      2775688 | PA      | $2552605.92   | 0.02%             | 2028-06-02      | Variable      | 7.85%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                       | Buckeye Partners LP                                                                         | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |        98000 | PA      | $102681.26    | 0.00%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                                                | Restoration Hardware, Inc., 1st Lien Term Loan                                              | CUSIP: 76133MAB7<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |       533804 | PA      | $525129.68    | 0.00%             | 2028-10-20      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                             | Dynasty Acquisition Co., Inc., 1st Lien Term Loan B1                                        | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |      4778880 | PA      | $4787004.04   | 0.05%             | 2031-10-31      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                              | NVIDIA Corp.                                                                                | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |      3121000 | PA      | $2982552.10   | 0.03%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                                    | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      6667000 | PA      | $6644995.70   | 0.06%             | 2031-11-04      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                                                 | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       180000 | PA      | $179088.05    | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class A2                                    | CUSIP: 066930AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       980506 | PA      | $999812.99    | 0.01%             | 2065-05-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                 | Gecina SA                                                                                   | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | EC               | CORP              | FR        |          918 | NS      | $84319.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                           | Live Nation Entertainment, Inc., 1st Lien Term Loan B                                       | CUSIP: 53803HAY6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |      2646000 | PA      | $2639385.00   | 0.02%             | 2032-10-21      | Variable      | 5.67%                 | No            |                  3 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        39928 | NS      | $7362142.53   | 0.07%             | 2026-02-13      | Fixed         | 12.46%                | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                            | Lonza Group AG, Facility 1st Lien Term Loan B                                               | CUSIP: L4780EAC8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      2021715 | PA      | $1704568.91   | 0.02%             | 2028-07-03      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                    | LifePoint Health, Inc., 1st Lien Term Loan B1                                               | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |      1757739 | PA      | $1755911.03   | 0.02%             | 2031-05-19      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Discovery Purchaser Corp.                                                 | Discovery Purchaser Corp., 1st Lien Term Loan                                               | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |      1922901 | PA      | $1797912.87   | 0.02%             | 2029-10-04      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Propulsion (BC) Finco SARL                                                | Propulsion BC Finco SARL, 1st Lien Term Loan                                                | CUSIP: 74347UAG5<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      1021095 | PA      | $1021738.07   | 0.01%             | 2032-12-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Kajima Corp.                                                              | Kajima Corp.                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        28300 | NS      | $1154520.26   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                      | Analog Devices, Inc.                                                                        | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |       742000 | PA      | $659668.11    | 0.01%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VF Corp.                                                                  | VF Corp.                                                                                    | CUSIP: 918204BE7<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |       896000 | PA      | $1075302.96   | 0.01%             | 2029-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chicago US MidCo III LP                                                   | Chicago US MidCo III LP, 1st Lien Term Loan                                                 | CUSIP: 16825PAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2710301 | PA      | $2701845.03   | 0.03%             | 2032-10-29      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                              | CUSIP: 05602XQR2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      2765000 | PA      | $2790028.03   | 0.03%             | 2033-12-15      | Variable      | 6.88%                 | 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        |      1943901 | PA      | $1848441.00   | 0.02%             | 2037-07-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners, Inc.                                                 | AHP Health Partners, Inc., 1st Lien Term Loan B                                             | CUSIP: 00130MAL8<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | LON              | CORP              | US        |       291293 | PA      | $290928.98    | 0.00%             | 2032-09-20      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                                                | Sotera Health Holdings LLC, 1st Lien Term Loan                                              | CUSIP: 83600VAH4<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |      3787210 | PA      | $3796678.16   | 0.04%             | 2031-05-30      | Variable      | 6.17%                 | 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        |      1229379 | PA      | $1185890.55   | 0.01%             | 2037-03-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| AZZ, Inc.                                                                 | AZZ, Inc., 1st Lien Term Loan                                                               | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |       202250 | PA      | $202755.44    | 0.00%             | 2029-05-14      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                             | Staples, Inc.                                                                               | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |       199000 | PA      | $195543.87    | 0.00%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   3505167205 | PA      | $47346.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Latam Airlines Group SA                                                   | Latam Airlines Group SA                                                                     | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |       310000 | PA      | $325245.80    | 0.00%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                                        | AmWINS Group, Inc.                                                                          | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |       900000 | PA      | $887978.43    | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| B&G Foods, Inc.                                                           | B&G Foods, Inc.                                                                             | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |        99000 | PA      | $93431.66     | 0.00%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      5004000 | PA      | $5236413.73   | 0.05%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                               | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      1102000 | PA      | $1402918.62   | 0.01%             | 2031-12-03      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-XL5, Class A                                      | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4069024 | PA      | $4074109.88   | 0.04%             | 2041-03-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      2400000 | PA      | $3132752.03   | 0.03%             | 2029-10-30      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Rollins, Inc.                                                             | Rollins, Inc.                                                                               | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |        14225 | NS      | $901011.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp.                                                             | Fortive Corp.                                                                               | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |        54029 | NS      | $2853271.49   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class A3                                    | CUSIP: 06745KAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1185958 | PA      | $1189379.03   | 0.01%             | 2064-12-26      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Aretec Group, Inc.                                                        | Aretec Group, Inc., 1st Lien Term Loan B4                                                   | CUSIP: 04009DAJ3<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |       968970 | PA      | $963766.61    | 0.01%             | 2030-08-09      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Hoya Corp.                                                                | Hoya Corp.                                                                                  | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |         3600 | NS      | $603921.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                            | Univision Communications, Inc.                                                              | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      1193000 | PA      | $1284450.61   | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                | Pacific Gas & Electric Co.                                                                  | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      5838000 | PA      | $5821922.03   | 0.05%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CML Project Cold                                                          | CML Project Cold, 1st Lien Term Loan                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2002715 | PA      | $2738072.17   | 0.03%             | 2031-09-01      | Variable      | 7.13%                 | No            |                  3 | On Loan: No      |
| BlackRock Liquidity Funds                                                 | BlackRock Liquidity Funds, T-Fund, Institutional Class                                      | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |    503587062 | NS      | $503587062.09 | 4.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                              | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |        75751 | NS      | $25096306.30  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Dollar                                                           | Canadian Dollar                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |       215892 | OU      | $158551.57    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp.                                                            | McKesson Corp.                                                                              | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |         6246 | NS      | $5191737.66   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Group Corp.                                                        | Vertiv Group Corp., 1st Lien Term Loan B4                                                   | CUSIP: 92537EAG3<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |      5978977 | PA      | $5993207.22   | 0.06%             | 2032-08-12      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| LABL, Inc.                                                                | LABL, Inc.                                                                                  | CUSIP: 50168QAE5<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |       432000 | PA      | $196560.00    | 0.00%             | 2028-11-01      | Fixed         | 9.50%                 | 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      | $41.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                          | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       332000 | PA      | $343071.87    | 0.00%             | 2054-10-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Kyowa Kirin Co. Ltd.                                                      | Kyowa Kirin Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 529900TBXKVTQGYA3582       | Long             | EC               | CORP              | JP        |        12700 | NS      | $206173.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series CCzt                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |         2933 | NS      | $1967326.58   | 0.02%             | 2026-02-25      | Fixed         | 31.16%                | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2025-1, Class M3                             | CUSIP: 922955AK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3994885 | PA      | $4052168.95   | 0.04%             | 2055-02-25      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Ballyrock CLO Ltd.                                                        | Ballyrock CLO Ltd., Series 2020-2A, Class BR                                                | CUSIP: 05875DAN2<br>LEI: 254900Y6C4AXEAZ9T124 | Long             | ABS-CBDO         | CORP              | KY        |      4500000 | PA      | $4512333.15   | 0.04%             | 2031-10-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                        | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   4772600000 | PA      | $798388.59    | 0.01%             | 2050-10-26      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Gates Global LLC                                                          | Gates Global LLC, 1st Lien Term Loan B4                                                     | CUSIP: 36740UAX0<br>LEI: 549300XI79MQJV13DW27 | Long             | LON              | CORP              | US        |       518367 | PA      | $518667.67    | 0.00%             | 2029-11-16      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Greenko Wind Projects Mauritius Ltd.                                      | Greenko Wind Projects Mauritius Ltd.                                                        | CUSIP: 39531JAB0<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |       200000 | PA      | $204354.00    | 0.00%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                                         | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |       875000 | PA      | $875047.10    | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                           | Intercontinental Exchange, Inc.                                                             | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      1384000 | PA      | $1391347.66   | 0.01%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance plc                                                   | Howden UK Refinance plc                                                                     | CUSIP: 44287GAA4<br>LEI: 87550008DPN8BDG67910 | Long             | DBT              | CORP              | GB        |      3594000 | PA      | $3717169.97   | 0.03%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NH Foods Ltd.                                                             | NH Foods Ltd.                                                                               | CUSIP: N/A<br>LEI: 353800NLDBIOUQILWU82       | Long             | EC               | CORP              | JP        |         1900 | NS      | $86262.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DSM-Firmenich AG                                                          | DSM-Firmenich AG                                                                            | CUSIP: N/A<br>LEI: 506700G44V67MPM4BI12       | Long             | EC               | CORP              | CH        |        20380 | NS      | $1607036.51   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                         | Genesis Energy LP                                                                           | CUSIP: 37185LAR3<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |         6000 | PA      | $6261.97      | 0.00%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Jane Street Group                                                         | Jane Street Group                                                                           | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |       581000 | PA      | $604320.60    | 0.01%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                   | Astrazeneca Finance LLC                                                                     | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |        37000 | PA      | $38237.03     | 0.00%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                       | Station Casinos LLC                                                                         | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |       519000 | PA      | $516629.99    | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |        17669 | NS      | $1548325.85   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Genting Singapore Ltd.                                                    | Genting Singapore Ltd.                                                                      | CUSIP: N/A<br>LEI: 254900Y2N3AK93K1O866       | Long             | EC               | CORP              | SG        |       111300 | NS      | $64258.78     | 0.00%             |  |  |  | No            |                  2 | 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        |      5453233 | PA      | $2136427.28   | 0.02%             | 2036-07-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                           | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       237000 | PA      | $247865.15    | 0.00%             | 2029-09-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                          | Bank of Montreal                                                                            | CUSIP: 06370D530<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |         3164 | NS      | $2179434.40   | 0.02%             | 2026-02-11      | Fixed         | 26.89%                | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                   | Sasol Financing USA LLC                                                                     | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |       941000 | PA      | $935410.46    | 0.01%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                        | Wand NewCo 3, Inc.                                                                          | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |      1199000 | PA      | $1260686.15   | 0.01%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Ballyrock CLO 22 Ltd.                                                     | Ballyrock CLO 22 Ltd., Series 2024-22A, Class B                                             | CUSIP: 05877GAG8<br>LEI: 254900XC0FEB91ZCO167 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1005244.60   | 0.01%             | 2037-04-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE                                                                    | CUSIP: 61780B145<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        69100 | NS      | $7066710.65   | 0.07%             | 2026-03-16      | Fixed         | 13.75%                | No            |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                            | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      1059157 | PA      | $1034489.23   | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd.                                         | Sumitomo Electric Industries Ltd.                                                           | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | EC               | CORP              | JP        |        10100 | NS      | $442173.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                                  | Blue Racer Midstream LLC                                                                    | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       246000 | PA      | $256353.65    | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                          | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |       150000 | PA      | $152250.00    | 0.00%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC, 1st Lien Term Loan                                               | CUSIP: 88233FAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2600472 | PA      | $2603306.10   | 0.02%             | 2030-12-20      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| ABB Ltd.                                                                  | ABB Ltd. (Registered)                                                                       | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |        47044 | NS      | $4050398.65   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Symphony CLO 30 Ltd.                                                      | Symphony CLO 30 Ltd., Series 2023-30A, Class B1R                                            | CUSIP: 87169BAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      1000000 | PA      | $1007387.30   | 0.01%             | 2037-10-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| London Stock Exchange Group plc                                           | London Stock Exchange Group plc                                                             | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |         8722 | NS      | $972870.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NE Property BV                                                            | NE Property BV                                                                              | CUSIP: N/A<br>LEI: 7245006AG9J70KOIJH36       | Long             | DBT              | CORP              | NL        |       550000 | PA      | $651199.29    | 0.01%             | 2033-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                           | BAE Systems plc                                                                             | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |       328647 | NS      | $8921761.77   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                                      | Osaic Holdings, Inc., 1st Lien Term Loan                                                    | CUSIP: 68773JAG5<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |      3266000 | PA      | $3237030.58   | 0.03%             | 2032-08-02      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                                                      | Bayer US Finance LLC                                                                        | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |      6163000 | PA      | $6250369.52   | 0.06%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                           | Danske Bank A/S                                                                             | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |         4293 | NS      | $218719.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IG Group Holdings plc                                                     | IG Group Holdings plc                                                                       | CUSIP: N/A<br>LEI: 2138003A5Q1M7ANOUD76       | Long             | EC               | CORP              | GB        |         6915 | NS      | $128287.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                             | Aroundtown SA                                                                               | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |       900000 | PA      | $1052409.04   | 0.01%             | 2026-04-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                   | Rockford Tower CLO Ltd., Series 2018-1A, Class B                                            | CUSIP: 77342JAC7<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1003000.00   | 0.01%             | 2031-05-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1470.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                      | Republic of Paraguay                                                                        | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |        70000 | PA      | $70032.90     | 0.00%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                     | Foundry JV Holdco LLC                                                                       | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |       529000 | PA      | $563243.55    | 0.01%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                       | Abbott Laboratories                                                                         | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       114037 | NS      | $12464244.10  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Holdings II LLC                                               | Match Group Holdings II LLC                                                                 | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      1043000 | PA      | $1046872.86   | 0.01%             | 2033-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Teck Resources Ltd.                                                       | Teck Resources Ltd., Class B                                                                | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |       152591 | NS      | $8203292.16   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GSAMP Trust                                                               | GSAMP Trust, Series 2006-HE6, Class A4                                                      | CUSIP: 36245AAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1188338 | PA      | $1026427.85   | 0.01%             | 2036-08-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $11810.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GrafTech Global Enterprises, Inc.                                         | GrafTech Global Enterprises, Inc., Delayed Draw 1st Lien Term Loan                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112606 | PA      | $114201.91    | 0.00%             | 2029-12-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                 | Prosus NV                                                                                   | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |       654000 | PA      | $626809.95    | 0.01%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                                             | Peraton Corp., 1st Lien Term Loan B                                                         | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |      2809138 | PA      | $2590559.19   | 0.02%             | 2028-02-01      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class D            | CUSIP: 46655AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2409000 | PA      | $1927200.72   | 0.02%             | 2039-01-05      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                                | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     15791000 | PA      | $426532.92    | 0.00%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Kao Corp.                                                                 | Kao Corp.                                                                                   | CUSIP: N/A<br>LEI: 353800HM38HFCB8RGL63       | Long             | EC               | CORP              | JP        |         7100 | NS      | $284017.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                      | Meta Platforms, Inc., Class A                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |        27209 | NS      | $19495248.50  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Albion Financing 1 SARL                                                   | Albion Financing 1 SARL                                                                     | CUSIP: 01330AAA4<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | LU        |      1722000 | PA      | $1794775.16   | 0.02%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                          | UWM Holdings LLC                                                                            | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       784000 | PA      | $779047.03    | 0.01%             | 2031-03-15      | 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      | $-17063.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp.                                                       | Toyota Tsusho Corp.                                                                         | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |        39300 | NS      | $1431276.13   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bracken MidCo1 plc                                                        | Bracken MidCo1 plc                                                                          | CUSIP: N/A<br>LEI: 213800AFGHKES7J58805       | Long             | DBT              | CORP              | GB        |      1264000 | PA      | $1720814.68   | 0.02%             | 2027-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Medtronic plc                                                             | Medtronic plc                                                                               | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |       128594 | NS      | $13240038.24  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Raizen Fuels Finance SA                                                   | Raizen Fuels Finance SA                                                                     | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       839000 | PA      | $690077.50    | 0.01%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                             | Koninklijke Ahold Delhaize NV                                                               | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |        81613 | NS      | $3191081.42   | 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      | $9128.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                       | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2867000 | PA      | $2906491.55   | 0.03%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                            | Teva Pharmaceutical Finance Netherlands III BV                                              | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       592000 | PA      | $587631.04    | 0.01%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                               | Eurobank SA                                                                                 | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |       325000 | PA      | $390672.00    | 0.00%             | 2035-04-30      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                            | Air Products & Chemicals, Inc.                                                              | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |        30686 | NS      | $8361935.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2021-22A, Class CR                                                     | CUSIP: 67117TAS4<br>LEI: 254900PS626FB00CVF06 | Long             | ABS-CBDO         | CORP              | KY        |      4500000 | PA      | $4521622.50   | 0.04%             | 2037-10-20      | Floating      | 5.62%                 | 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        |      3004149 | PA      | $2950033.53   | 0.03%             | 2037-04-25      | Floating      | 4.07%                 | 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        |       974000 | PA      | $1157100.73   | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding 2021-I Ltd., Series 2021-1A, Class CR                                          | CUSIP: 12563EAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9500000 | PA      | $9533880.80   | 0.09%             | 2037-07-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Darling Global Finance BV                                                 | Darling Global Finance BV                                                                   | CUSIP: N/A<br>LEI: 724500R2BQXOR6YG2Y67       | Long             | DBT              | CORP              | NL        |      1191000 | PA      | $1440643.55   | 0.01%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Saab AB                                                                   | Saab AB, Class B                                                                            | CUSIP: N/A<br>LEI: 549300ZHO4JCQQI13M69       | Long             | EC               | CORP              | SE        |        21531 | NS      | $1679910.98   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                               | Capital One Financial Corp.                                                                 | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |        10384 | NS      | $2273369.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       109850 | NS      | $9389109.55   | 0.09%             | 2026-02-03      | Fixed         | 12.09%                | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp.                                                    | Costco Wholesale Corp.                                                                      | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |         9954 | NS      | $9359248.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JW Commercial Mortgage Trust                                              | JW Commercial Mortgage Trust, Series 2024-MRCO, Class A                                     | CUSIP: 46657XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8750000 | PA      | $8771864.50   | 0.08%             | 2039-06-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                                               | HOMES Trust, Series 2025-NQM4, Class B1                                                     | CUSIP: 403958AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1455500 | PA      | $1473079.97   | 0.01%             | 2070-08-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| STL Holding Co. LLC                                                       | STL Holding Co. LLC                                                                         | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |       197000 | PA      | $207161.06    | 0.00%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Methanex US Operations, Inc.                                              | Methanex US Operations, Inc.                                                                | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       220000 | PA      | $226867.52    | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Clover Holdings 2 LLC                                                     | Clover Holdings 2 LLC, 1st Lien Term Loan                                                   | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2105751 | PA      | $2063635.91   | 0.02%             | 2031-12-09      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                                    | BWX Technologies, Inc.                                                                      | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |         2131 | NS      | $437771.33    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJIFILM Holdings Corp.                                                   | FUJIFILM Holdings Corp.                                                                     | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |        62300 | NS      | $1244458.68   | 0.01%             |  |  |  | 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      | $9871907.00   | 0.09%             | 2038-10-17      | 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      | $4925.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atos SE                                                                   | Atos SE                                                                                     | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |      1863672 | PA      | $1636896.04   | 0.02%             | 2032-12-18      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co.                                                    | East Japan Railway Co.                                                                      | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | EC               | CORP              | JP        |       150400 | NS      | $3775678.90   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Manitowoc Co., Inc. (The)                                                 | Manitowoc Co., Inc. (The)                                                                   | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |       143000 | PA      | $155313.44    | 0.00%             | 2031-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                                       | Carlyle US CLO Ltd., Series 2021-11A, Class A1R                                             | CUSIP: 143122AJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5500000 | PA      | $5518609.80   | 0.05%             | 2037-07-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-39444.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                                 | First Abu Dhabi Bank PJSC                                                                   | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | DBT              | CORP              | AE        |       634000 | PA      | $639864.50    | 0.01%             | 2031-05-28      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                                      | Carrier Global Corp.                                                                        | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       142156 | NS      | $8469654.48   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       105673 | NS      | $12394801.69  | 0.12%             | 2026-02-04      | Fixed         | 13.60%                | No            |                  2 | On Loan: No      |
| Western Midstream Partners LP                                             | Western Midstream Partners LP                                                               | CUSIP: 958669103<br>LEI: N/A                  | Long             |  |  | US        |        65487 | NS      | $2715091.02   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Mortgage Trust                                        | Ellington Financial Mortgage Trust, Series 2021-2, Class A1                                 | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1576843 | PA      | $1350364.45   | 0.01%             | 2066-06-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                   | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       194000 | PA      | $200078.26    | 0.00%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MKS, Inc.                                                                 | MKS, Inc., 1st Lien Term Loan B                                                             | CUSIP: 55314NAZ7<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |      3480295 | PA      | $3484645.71   | 0.03%             | 2029-08-17      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                                                 | CUSIP: 049362AA4<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      1040000 | PA      | $1027792.17   | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                                   | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |       443000 | PA      | $448681.48    | 0.00%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Gruppo San Donato SpA                                                     | Gruppo San Donato SpA                                                                       | CUSIP: N/A<br>LEI: 8156003649DB0704FC22       | Long             | DBT              | CORP              | IT        |      1041000 | PA      | $1251008.71   | 0.01%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       250000 | PA      | $-3842.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                       | Hilton Domestic Operating Co., Inc.                                                         | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       138000 | PA      | $142544.62    | 0.00%             | 2032-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                             | Berkshire Hathaway Energy Co.                                                               | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |       854000 | PA      | $839487.30    | 0.01%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-22313.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Meade Pipeline Co. LLC                                                    | Meade Pipeline Co. LLC, 1st Lien Term Loan                                                  | CUSIP: 58307PAB8<br>LEI: 254900UZE9CEDHUYSZ47 | Long             | LON              | CORP              | US        |       431000 | PA      | $431271.53    | 0.00%             | 2032-09-22      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| PBF Holding Co. LLC                                                       | PBF Holding Co. LLC                                                                         | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       258000 | PA      | $258348.82    | 0.00%             | 2030-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Generac Holdings, Inc.                                                    | Generac Holdings, Inc.                                                                      | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |         4510 | NS      | $757860.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                     | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       698000 | PA      | $707772.00    | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                                  | AthenaHealth Group, Inc., 1st Lien Term Loan                                                | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |      4205846 | PA      | $4147132.49   | 0.04%             | 2029-02-15      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                     | Navoi Mining & Metallurgical Combinat                                                       | CUSIP: 63890CAB0<br>LEI: 213800YLNAGERZ4C3M60 | Long             | DBT              | CORP              | UZ        |       519000 | PA      | $554779.86    | 0.01%             | 2031-10-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                   | Micron Technology, Inc.                                                                     | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |       898000 | PA      | $964924.81    | 0.01%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                          | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      2061000 | PA      | $2160463.67   | 0.02%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse USA LLC                                                     | Credit Suisse USA LLC                                                                       | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |        80000 | PA      | $91146.61     | 0.00%             | 2032-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                                     | DirecTV Financing LLC                                                                       | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       919000 | PA      | $923476.45    | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Aurium CLO VII DAC                                                        | Aurium CLO VII DAC, Series 7X, Class DR                                                     | CUSIP: N/A<br>LEI: 549300V2IBKMYWMKX423       | Long             | ABS-CBDO         | CORP              | IE        |       350000 | PA      | $419465.44    | 0.00%             | 2038-10-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer LLC                                                        | Pinnacle Buyer LLC Delayed Draw Loan First Lien                                             | CUSIP: 72349UAC6<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |       271745 | PA      | $271745.49    | 0.00%             | 2032-10-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Sable International Finance Ltd.                                          | Sable International Finance Ltd.                                                            | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |       946000 | PA      | $958175.02    | 0.01%             | 2032-10-15      | Fixed         | 7.12%                 | 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      | $25396.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| USI, Inc.                                                                 | USI, Inc., 1st Lien Term Loan D                                                             | CUSIP: 90351NAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3881549 | PA      | $3876697.15   | 0.04%             | 2029-11-21      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       907000 | PA      | $1028.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Versant Media Group, Inc.                                                 | Versant Media Group, Inc.                                                                   | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |       210000 | PA      | $215205.81    | 0.00%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                | Progress Residential Trust, Series 2026-SFR1, Class E                                       | CUSIP: 74334HAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1000000 | PA      | $918280.90    | 0.01%             | 2043-02-17      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer LLC                                                      | FS Rialto Issuer LLC, Series 2025-FL10, Class A                                             | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10740000 | PA      | $10759378.18  | 0.10%             | 2042-08-19      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 10 Ltd.                                              | Diameter Capital CLO 10 Ltd., Series 2025-10A, Class B                                      | CUSIP: 25290BAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5018320.50   | 0.05%             | 2038-04-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Brightstar Lottery plc                                                    | Brightstar Lottery plc                                                                      | CUSIP: 108922AA3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |       413000 | PA      | $410571.73    | 0.00%             | 2033-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                 | RTX Corp.                                                                                   | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       500000 | PA      | $545632.67    | 0.01%             | 2034-03-15      | Fixed         | 6.10%                 | 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      | $-1138.43     | -0.00%            |  |  |  | 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        |       302838 | PA      | $113933.04    | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                        | Canadian Imperial Bank of Commerce                                                          | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |        21535 | NS      | $1742080.52   | 0.02%             | 2026-02-25      | Fixed         | 21.80%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-201.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                                 | Stonepeak Nile Parent LLC                                                                   | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |       129000 | PA      | $136274.83    | 0.00%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                   | Bayer US Finance II LLC                                                                     | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |      2422000 | PA      | $2429605.06   | 0.02%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        12260 | NS      | $4259823.87   | 0.04%             | 2026-02-02      | Fixed         | 29.22%                | No            |                  2 | On Loan: No      |
| CompoSecure Holdings LLC                                                  | CompoSecure Holdings LLC, 1st Lien Term Loan                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2766000 | PA      | $2757370.08   | 0.03%             | 2033-01-14      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8062.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPER Banca SpA                                                            | BPER Banca SpA                                                                              | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | DBT              | CORP              | IT        |      1109000 | PA      | $1379248.89   | 0.01%             | 2030-03-20      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Nokia OYJ                                                                 | Nokia OYJ                                                                                   | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |       105693 | NS      | $680759.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                    | LifePoint Health, Inc.                                                                      | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      1374000 | PA      | $1498452.80   | 0.01%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                | CSMC Trust, Series 2008-2R, Class 1A1                                                       | CUSIP: 225492AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       241261 | PA      | $208892.62    | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Resideo Funding, Inc.                                                     | Resideo Funding, Inc.                                                                       | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |       190000 | PA      | $183021.66    | 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        |       694000 | PA      | $678616.66    | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                           | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       889000 | PA      | $900788.14    | 0.01%             | 2027-05-22      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                    | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       950000 | PA      | $959991.91    | 0.01%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Sekisui House Ltd.                                                        | Sekisui House Ltd.                                                                          | CUSIP: N/A<br>LEI: 529900GMNDOYQSAJAE76       | Long             | EC               | CORP              | JP        |        32600 | NS      | $726549.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                           | ASML Holding NV                                                                             | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |         7261 | NS      | $10411591.74  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Corp.                                                             | Navient Corp.                                                                               | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       288000 | PA      | $310160.16    | 0.00%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |         7545 | NS      | $3505834.93   | 0.03%             | 2026-02-06      | Fixed         | 15.41%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       303904 | PA      | $41329.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                               | Beach Acquisition Bidco LLC                                                                 | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |      1571586 | PA      | $1729279.63   | 0.02%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                               | Keysight Technologies, Inc.                                                                 | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |          788 | NS      | $170468.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Quantum Minerals Ltd.                                               | First Quantum Minerals Ltd.                                                                 | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |       221000 | PA      | $236819.18    | 0.00%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                       | Ascent Resources Utica Holdings LLC                                                         | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |       264000 | PA      | $273370.15    | 0.00%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Burberry Group plc                                                        | Burberry Group plc                                                                          | CUSIP: N/A<br>LEI: 213800PE1KEFCNFR1R50       | Long             | EC               | CORP              | GB        |         3679 | NS      | $55585.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                         | Philip Morris International, Inc.                                                           | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |        18158 | NS      | $3258271.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                           | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      4450000 | PA      | $4468811.26   | 0.04%             | 2031-11-06      | Variable      | 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        |       156885 | NS      | $6618859.27   | 0.06%             | 2026-02-11      | Fixed         | 19.65%                | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                   | RHP Hotel Properties LP, 1st Lien Term Loan B                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1790663 | PA      | $1787869.39   | 0.02%             | 2030-05-18      | Variable      | 5.47%                 | No            |                  3 | On Loan: No      |
| Commercial Mortgage Trust                                                 | Commercial Mortgage Trust, Series 2025-167G, Class A                                        | CUSIP: 12674VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2531000 | PA      | $2531314.10   | 0.02%             | 2040-08-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Air France-KLM                                                            | Air France-KLM                                                                              | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |       600000 | PA      | $728871.00    | 0.01%             | 2030-05-21      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Sage Group plc (The)                                                      | Sage Group plc (The)                                                                        | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |       125602 | NS      | $1647044.81   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Darling Ingredients, Inc.                                                 | Darling Ingredients, Inc.                                                                   | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |       333000 | PA      | $337434.23    | 0.00%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Froneri Lux FinCo. SARL                                                   | Froneri Lux FinCo. SARL                                                                     | CUSIP: N/A<br>LEI: 9845005YBZ75E5AA3B94       | Long             | DBT              | CORP              | LU        |       909000 | PA      | $1086904.23   | 0.01%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       150000 | PA      | $1128.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                                              | Leonardo SpA                                                                                | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |        24596 | NS      | $1643668.01   | 0.02%             |  |  |  | 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        |        84070 | NS      | $7778604.91   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR/CZK One-touch barrier option; Barrier price EUR 23.85000                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       366000 | PA      | $129.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Corp.                                                              | Kubota Corp.                                                                                | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | EC               | CORP              | JP        |        54500 | NS      | $835030.84    | 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      | $-20424.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                                    | AP Moller - Maersk A/S, Class A                                                             | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |           21 | NS      | $51495.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      4262000 | PA      | $880.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPER Banca SpA                                                            | BPER Banca SpA                                                                              | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |        22977 | NS      | $323595.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Luna 1.5 SARL                                                             | Luna 1.5 SARL                                                                               | CUSIP: N/A<br>LEI: 64884UZ60Y77J5XK5C41       | Long             | DBT              | CORP              | LU        |       744000 | PA      | $920809.85    | 0.01%             | 2032-07-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                      | Cross Mortgage Trust, Series 2025-H7, Class B1B                                             | CUSIP: 22757JAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       822400 | PA      | $826968.43    | 0.01%             | 2070-09-25      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| Fedrigoni SpA                                                             | Fedrigoni SpA                                                                               | CUSIP: N/A<br>LEI: 8156004CE82074779D19       | Long             | DBT              | CORP              | IT        |      1011000 | PA      | $1156918.35   | 0.01%             | 2031-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ephios Subco 3 SARL                                                       | Ephios Subco 3 SARL                                                                         | CUSIP: N/A<br>LEI: 213800E4EG6VFUFVEH64       | Long             | DBT              | CORP              | LU        |       814000 | PA      | $1028879.65   | 0.01%             | 2031-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                            | GLP Capital LP                                                                              | CUSIP: 361841AR0<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |       754000 | PA      | $682576.82    | 0.01%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Rentokil Initial plc                                                      | Rentokil Initial plc                                                                        | CUSIP: N/A<br>LEI: 549300VN4WV7Z6T14K68       | Long             | EC               | CORP              | GB        |      1163256 | NS      | $7220116.24   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Northriver Midstream Finance LP                                           | Northriver Midstream Finance LP                                                             | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |       190000 | PA      | $193308.09    | 0.00%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                         | Public Service Electric & Gas Co.                                                           | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       427000 | PA      | $377130.81    | 0.00%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                   | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       229000 | PA      | $229609.83    | 0.00%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                | Pacific Gas & Electric Co.                                                                  | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       999000 | PA      | $930192.45    | 0.01%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      1400000 | PA      | $1746115.38   | 0.02%             | 2028-10-30      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                                                   | DBS Group Holdings Ltd.                                                                     | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |       147800 | NS      | $6870092.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Mohegan Tribal Gaming Authority                                           | Mohegan Tribal Gaming Authority                                                             | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       316000 | PA      | $329477.40    | 0.00%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                                | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       700000 | PA      | $1040226.37   | 0.01%             | 2028-09-15      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2021-XL2, Class F                                      | CUSIP: 05609KAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6300000 | PA      | $6298031.15   | 0.06%             | 2038-10-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Midcap Financial Issuer Trust                                             | Midcap Financial Issuer Trust                                                               | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       688000 | PA      | $689285.87    | 0.01%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                    | Sempra                                                                                      | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      1058000 | PA      | $1042385.85   | 0.01%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                       | Viking Cruises Ltd.                                                                         | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |        87000 | PA      | $87350.78     | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                             | Transocean International Ltd.                                                               | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       331000 | PA      | $349150.72    | 0.00%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-20642.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                     | Albertsons Cos., Inc.                                                                       | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1045000 | PA      | $1027729.99   | 0.01%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                   | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       586000 | PA      | $601478.53    | 0.01%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                            | M&T Bank Corp.                                                                              | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |       328000 | PA      | $329288.14    | 0.00%             | 2034-01-27      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Houston Galleria Mall Trust                                               | Houston Galleria Mall Trust, Series 2025-HGLR, Class A                                      | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6550000 | PA      | $6809015.17   | 0.06%             | 2045-02-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-86489.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc                                               | Reckitt Benckiser Group plc                                                                 | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |        48220 | NS      | $4019613.51   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-838.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Acuren Delaware Holdco, Inc.                                              | Acuren Delaware Holdco, Inc., 1st Lien Term Loan                                            | CUSIP: 00036YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       620864 | PA      | $620671.85    | 0.01%             | 2031-07-30      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-368900.88   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canon, Inc.                                                               | Canon, Inc.                                                                                 | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |        28500 | NS      | $867508.17    | 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      | $-4748.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Avolta AG                                                                 | Avolta AG                                                                                   | CUSIP: N/A<br>LEI: 549300X53WDBVW7TIF57       | Long             | EC               | CORP              | CH        |          894 | NS      | $54732.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                         | LYB International Finance III LLC                                                           | CUSIP: 50249AAL7<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      1787000 | PA      | $1799473.06   | 0.02%             | 2033-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                                 | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |       114765 | NS      | $8888557.00   | 0.08%             | 2026-02-11      | Fixed         | 21.18%                | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                         | Georgia Power Co.                                                                           | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      1523000 | PA      | $1543409.16   | 0.01%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ITOCHU Corp.                                                              | ITOCHU Corp.                                                                                | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |         8600 | NS      | $110102.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Smartstop Self Storage REIT, Inc.                                         | Smartstop Self Storage REIT, Inc.                                                           | CUSIP: 83192D402<br>LEI: 549300EC266625K12S42 | Long             | EC               | CORP              | US        |       128892 | NS      | $4052364.48   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAmpac PG Borrower LLC                                                  | ProAmpac PG Borrower LLC, 1st Lien Term Loan B                                              | CUSIP: 74274NAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       296491 | PA      | $296366.62    | 0.00%             | 2028-09-15      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE, Series EMtO                                                       | CUSIP: 61778P676<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |         2450 | NS      | $921385.86    | 0.01%             | 2026-02-11      | Fixed         | 24.10%                | No            |                  2 | On Loan: No      |
| iShares Trust                                                             | iShares iBoxx $ High Yield Corporate Bond ETF                                               | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Long             |  | RF                | US        |      2650738 | NS      | $215027866.56 | 2.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Keurig Dr Pepper, Inc.                                                    | Keurig Dr Pepper, Inc.                                                                      | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       326217 | NS      | $8951394.48   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class XS                                    | CUSIP: 06745KAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16469340 | PA      | $602657.62    | 0.01%             | 2064-12-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-OA3, Class 1A1                                          | CUSIP: 02150TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6539732 | PA      | $5981221.75   | 0.06%             | 2047-04-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 3 Ltd.                                                    | Birch Grove CLO 3 Ltd., Series 2021-3A, Class BR                                            | CUSIP: 09076VAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7500000 | PA      | $7521533.25   | 0.07%             | 2038-01-19      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                               | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      4693000 | PA      | $4461735.86   | 0.04%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                        | GS Mortgage Securities Corp. Trust, Series 2025-800D, Class A                               | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1659000 | PA      | $1663160.77   | 0.02%             | 2041-11-25      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                                       | New Immo Holding SA                                                                         | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |       700000 | PA      | $845533.65    | 0.01%             | 2028-12-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                            | US Foods, Inc.                                                                              | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |        54000 | PA      | $56657.45     | 0.00%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                                | Bellis Acquisition Co. plc                                                                  | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |       255000 | PA      | $286056.63    | 0.00%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                                               | Ageas SA/NV                                                                                 | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | DBT              | CORP              | BE        |       600000 | PA      | $724144.07    | 0.01%             | 2034-05-20      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                                         | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |       230063 | NS      | $1628706.12   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                       | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       110000 | PA      | $113985.08    | 0.00%             | 2031-11-15      | Fixed         | 7.12%                 | 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      | $-2548.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                 | MGM Resorts International                                                                   | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       512000 | PA      | $523676.16    | 0.00%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Resilience Parent LLC                                                     | Resilience Parent LLC Term Loan First Lien                                                  | CUSIP: 75908HAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2658000 | PA      | $2654677.50   | 0.02%             | 2033-01-21      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                   | GFL Environmental, Inc.                                                                     | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $98419.13     | 0.00%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp., Class A                                                                      | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |       453272 | NS      | $13484842.00  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Essendi SA                                                                | Essendi SA                                                                                  | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |       389000 | PA      | $465106.96    | 0.00%             | 2032-05-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        30555 | NS      | $11537788.92  | 0.11%             | 2026-03-10      | Fixed         | 16.02%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $6012.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                       | Hilton Domestic Operating Co., Inc.                                                         | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |        51000 | PA      | $51956.25     | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                        | Credit Agricole SA                                                                          | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      7617000 | PA      | $7824148.96   | 0.07%             | 2031-05-27      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Option Care Health, Inc.                                                  | Option Care Health, Inc., 1st Lien Term Loan                                                | CUSIP: 68404YAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3318062 | PA      | $3320815.88   | 0.03%             | 2032-09-22      | Variable      | 5.42%                 | 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      | $1751582.00   | 0.02%             | 2034-04-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| SIG Group AG                                                              | SIG Group AG                                                                                | CUSIP: N/A<br>LEI: 5493004Z6P7TSVB1L042       | Long             | EC               | CORP              | CH        |        16510 | NS      | $255466.31    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                                         | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |        50000 | PA      | $48825.60     | 0.00%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                          | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       983000 | PA      | $1033080.45   | 0.01%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                             | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |        18140 | NS      | $4006841.03   | 0.04%             | 2026-02-25      | Fixed         | 10.83%                | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                         | Standard Building Solutions, Inc.                                                           | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      2403000 | PA      | $2477822.21   | 0.02%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fortinet, Inc.                                                            | Fortinet, Inc.                                                                              | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |         5606 | NS      | $455543.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       269000 | PA      | $271818.17    | 0.00%             | 2033-05-24      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                          | Clarivate Science Holdings Corp.                                                            | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1672000 | PA      | $1437192.35   | 0.01%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC                                                                    | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       204000 | PA      | $206640.58    | 0.00%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                         | Xcel Energy, Inc.                                                                           | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       201531 | NS      | $15328447.86  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                               | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       132000 | PA      | $131960.79    | 0.00%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                  | American Homes 4 Rent LP                                                                    | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |       320000 | PA      | $327603.13    | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                                           | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | DBT              | CORP              | US        |      1302000 | PA      | $1568008.60   | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                              | Sabine Pass Liquefaction LLC                                                                | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |       142000 | PA      | $142859.32    | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class M1                                    | CUSIP: 06744WAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1062300 | PA      | $1082432.92   | 0.01%             | 2065-01-25      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                                 | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |        14800 | NS      | $2587280.42   | 0.02%             | 2026-02-02      | Fixed         | 16.89%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $2585248.35   | 0.02%             | 2031-10-30      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                        | Canadian Imperial Bank of Commerce                                                          | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |        89600 | NS      | $2074235.47   | 0.02%             | 2026-02-02      | Fixed         | 12.60%                | No            |                  2 | On Loan: No      |
| CIM Trust                                                                 | CIM Trust, Series 2025-I1, Class B1B                                                        | CUSIP: 12571DAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4918000 | PA      | $4978405.02   | 0.05%             | 2069-10-25      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                        | United Rentals North America, Inc.                                                          | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      1242000 | PA      | $1272873.64   | 0.01%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                     | Sumitomo Mitsui Financial Group, Inc.                                                       | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |        76700 | NS      | $2699107.60   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                   | Pfizer Investment Enterprises Pte. Ltd.                                                     | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      2423000 | PA      | $2469857.62   | 0.02%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ardagh Group SA                                                           | Ardagh Group SA                                                                             | CUSIP: N/A<br>LEI: 6354006L1NWUUOPYX274       | Long             | DBT              | CORP              | LU        |      2232000 | PA      | $2497561.14   | 0.02%             | 2030-12-01      | Floating      | 12.00%                | No            |                  2 | On Loan: No      |
| Nippon Steel Corp.                                                        | Nippon Steel Corp.                                                                          | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |         6000 | NS      | $25002.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Co.                                                               | Carvana Co.                                                                                 | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      1381465 | PA      | $1440446.65   | 0.01%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| US Acute Care Solutions LLC                                               | US Acute Care Solutions LLC                                                                 | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       671000 | PA      | $673938.31    | 0.01%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                                     | Avantor Funding, Inc.                                                                       | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |        71000 | PA      | $68176.95     | 0.00%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      2210000 | PA      | $-39471.57    | -0.00%            |  |  |  | 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      | $67655.60     | 0.00%             | 2049-08-15      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                                    | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |         1232 | NS      | $495929.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ontario Gaming GTA LP                                                     | Ontario Gaming GTA LP, 1st Lien Term Loan B                                                 | CUSIP: C6907UAB7<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |       750399 | PA      | $700100.02    | 0.01%             | 2030-08-01      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco SARL                                                  | Eagle Funding Luxco SARL                                                                    | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |      1240000 | PA      | $1258600.00   | 0.01%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                      | AmeriGas Partners LP                                                                        | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       192000 | PA      | $205778.07    | 0.00%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                        | Light & Wonder International, Inc.                                                          | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       443000 | PA      | $448537.50    | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co., Inc. (The)                                     | Kansai Electric Power Co., Inc. (The)                                                       | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | EC               | CORP              | JP        |       262400 | NS      | $4186576.43   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaTek, Inc.                                                            | MediaTek, Inc.                                                                              | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |       123000 | NS      | $6822875.90   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                      | Mitsubishi UFJ Financial Group, Inc., Series 8NC7                                           | CUSIP: 606822CT9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       467000 | PA      | $485472.35    | 0.00%             | 2031-02-22      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Cooper Cos., Inc. (The)                                                   | Cooper Cos., Inc. (The)                                                                     | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |        15003 | NS      | $1220944.14   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MPT Operating Partnership LP                                              | MPT Operating Partnership LP                                                                | CUSIP: N/A<br>LEI: WUQXXXF7PXTUPGROE843       | Long             | DBT              | CORP              | US        |       305000 | PA      | $377931.22    | 0.00%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield U.S. Borrower LLC                                     | Cushman & Wakefield US Borrower LLC, 1st Lien Term Loan                                     | CUSIP: 23340DAW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       430530 | PA      | $432953.88    | 0.00%             | 2030-01-31      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                              | Scientific Games Holdings LP, 1st Lien Term Loan                                            | CUSIP: 80875CAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1148349 | PA      | $1127828.40   | 0.01%             | 2029-04-04      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                         | Black Hills Corp.                                                                           | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |        30322 | NS      | $2212899.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Espirito Santo SA                                                   | Banco Espirito Santo SA                                                                     | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |       800000 | PA      | $208621.60    | 0.00%             | 2017-05-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CoorsTek, Inc.                                                            | CoorsTek, Inc., 1st Lien Term Loan B                                                        | CUSIP: 21702EAF3<br>LEI: GHWONX83GNDLWPBRQQ83 | Long             | LON              | CORP              | US        |       846000 | PA      | $847759.68    | 0.01%             | 2032-10-28      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $17198.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                                                | TKO Worldwide Holdings LLC, 1st Lien Term Loan B5                                           | CUSIP: 90266UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5823173 | PA      | $5830218.86   | 0.05%             | 2031-11-21      | Variable      | 5.87%                 | 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      | $1000676.30   | 0.01%             | 2034-04-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                                  | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      5436000 | PA      | $5489116.73   | 0.05%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                                            | TeamSystem SpA                                                                              | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |       214000 | PA      | $252103.52    | 0.00%             | 2032-07-01      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| United Utilities Group plc                                                | United Utilities Group plc                                                                  | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Long             | EC               | CORP              | GB        |        42874 | NS      | $734240.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                  | Arthur J Gallagher & Co.                                                                    | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      1235000 | PA      | $1244603.87   | 0.01%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Maxam Prill SARL                                                          | Maxam Prill SARL                                                                            | CUSIP: N/A<br>LEI: 984500C4C5B820A6B691       | Long             | DBT              | CORP              | LU        |      2329000 | PA      | $2865916.37   | 0.03%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |         2320 | NS      | $462498.27    | 0.00%             | 2026-03-03      | Fixed         | 20.69%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-370352.06   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Examworks Bidco, Inc.                                                     | Examworks Bidco, Inc., 1st Lien Term Loan                                                   | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2913583 | PA      | $2911776.76   | 0.03%             | 2028-11-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       425000 | PA      | $405049.60    | 0.00%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                          | Paramount Global                                                                            | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       447000 | PA      | $403621.96    | 0.00%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                              | Ardagh Packaging Finance plc                                                                | CUSIP: N/A<br>LEI: 6354001JXMLKNZDZR978       | Long             | DBT              | CORP              | IE        |      1619078 | PA      | $1749535.21   | 0.02%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                                         | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       775000 | PA      | $1066131.23   | 0.01%             | 2029-09-07      | Variable      | 9.12%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL                                                        | Connect Finco SARL                                                                          | CUSIP: 20752TAB0<br>LEI: 2594001KNYIQ456J2792 | Long             | DBT              | CORP              | US        |       428000 | PA      | $454265.08    | 0.00%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       282000 | PA      | $2516.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                   | Duke Energy Florida LLC                                                                     | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |       431000 | PA      | $389189.35    | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | Nissan Motor Co. Ltd.                                                                       | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |       400000 | PA      | $490774.23    | 0.00%             | 2033-07-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                                     | STMicroelectronics NV                                                                       | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | NL        |         8067 | NS      | $227796.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                               | Goldman Sachs International                                                                 | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |        23000 | NS      | $1239635.24   | 0.01%             | 2026-02-02      | Fixed         | 22.00%                | No            |                  2 | On Loan: No      |
| Jones DesLauriers Insurance Management, Inc.                              | Jones DesLauriers Insurance Management, Inc., 1st Lien Term Loan                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |      1811105 | PA      | $1809402.59   | 0.02%             | 2032-12-09      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                                 | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |         3121 | NS      | $1582405.83   | 0.01%             | 2026-03-03      | Fixed         | 19.68%                | No            |                  2 | On Loan: No      |
| Nintendo Co. Ltd.                                                         | Nintendo Co. Ltd.                                                                           | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |        15000 | NS      | $928883.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series F1Us                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |        16763 | NS      | $2826736.79   | 0.03%             | 2026-02-27      | Fixed         | 27.64%                | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                                     | Allwyn Entertainment Financing UK plc                                                       | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |      1561200 | PA      | $1936157.21   | 0.02%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WEX, Inc.                                                                 | WEX, Inc., 1st Lien Term Loan B2                                                            | CUSIP: 96208UAW1<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |       430639 | PA      | $429863.94    | 0.00%             | 2028-04-03      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                     | Cardinal Health, Inc.                                                                       | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |        56150 | NS      | $12065512.00  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        96500 | NS      | $2652037.86   | 0.02%             | 2026-03-16      | Fixed         | 20.06%                | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                                 | Millrose Properties, Inc.                                                                   | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       742000 | PA      | $757348.27    | 0.01%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                              | Nutrien Ltd.                                                                                | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |       589000 | PA      | $588806.61    | 0.01%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                          | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             |  |  | US        |       236163 | NS      | $4357207.35   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                     | Public Service Enterprise Group, Inc.                                                       | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |        38903 | NS      | $3204051.08   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                                           | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |      2065000 | PA      | $2160260.52   | 0.02%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Delek Logistics Partners LP                                               | Delek Logistics Partners LP                                                                 | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       454000 | PA      | $466858.64    | 0.00%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                     | DirecTV Financing LLC                                                                       | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       886000 | PA      | $897082.97    | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                 | Apollo Debt Solutions BDC                                                                   | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |       130000 | PA      | $135574.12    | 0.00%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                                    | Antero Resources Corp.                                                                      | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |        24066 | NS      | $875280.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs, Inc.                                                     | Churchill Downs, Inc.                                                                       | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |       608000 | PA      | $605924.71    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | 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      | $-255.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elia Group SA                                                             | Elia Group SA/NV                                                                            | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Long             | EC               | CORP              | BE        |        19771 | NS      | $2862461.26   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                           | Cemex SAB de CV                                                                             | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |       540000 | PA      | $566190.00    | 0.01%             | 2030-06-10      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                      | Prime Security Services Borrower LLC, 1st Lien Term Loan B1                                 | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |       743196 | PA      | $741182.39    | 0.01%             | 2030-10-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                     | Banque Federative du Credit Mutuel SA                                                       | CUSIP: 06675DCS9<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       316000 | PA      | $315365.10    | 0.00%             | 2036-01-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                    | SAP SE                                                                                      | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |        39601 | NS      | $7911030.18   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                             | Nidda Healthcare Holding GmbH                                                               | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |      2253000 | PA      | $2767646.84   | 0.03%             | 2030-02-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd.                                                | CK Hutchison Holdings Ltd.                                                                  | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |       103500 | NS      | $834552.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                   | Qnity Electronics, Inc.                                                                     | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |       430000 | PA      | $438047.02    | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Paprec Holding SA                                                         | Paprec Holding SA                                                                           | CUSIP: N/A<br>LEI: 969500ASAFSVN9KVC873       | Long             | DBT              | CORP              | FR        |      1227000 | PA      | $1465083.45   | 0.01%             | 2030-07-15      | Fixed         | 4.12%                 | 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        |      3122828 | PA      | $1250161.05   | 0.01%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       863000 | PA      | $900092.70    | 0.01%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Allspring Buyer LLC                                                       | Allspring Buyer LLC, 1st Lien Term Loan                                                     | CUSIP: 98922AAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       940263 | PA      | $940150.33    | 0.01%             | 2030-11-01      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| Viking Ocean Cruises Ship VII Ltd.                                        | Viking Ocean Cruises Ship VII Ltd.                                                          | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |        76000 | PA      | $76003.19     | 0.00%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Orsted A/S                                                                | Orsted A/S                                                                                  | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | NUSS              | DK        |       400000 | PA      | $487771.41    | 0.00%             | 3024-03-14      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Colombian Peso                                                            | Colombian Peso                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CO        |            0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE                                                                    | CUSIP: 61778P825<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        26624 | NS      | $9512888.98   | 0.09%             | 2026-03-04      | Fixed         | 14.35%                | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                            | Teva Pharmaceutical Finance Netherlands III BV                                              | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      8259000 | PA      | $9468984.80   | 0.09%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                   | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      1416000 | PA      | $1268187.23   | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Resideo Funding, Inc.                                                     | Resideo Funding, Inc.                                                                       | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |       876000 | PA      | $889806.64    | 0.01%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CoreLogic, Inc.                                                           | CoreLogic, Inc.                                                                             | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |      2623000 | PA      | $2574010.75   | 0.02%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        18829 | NS      | $6085393.86   | 0.06%             | 2026-02-18      | Fixed         | 11.79%                | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                               | Hashemite Kingdom of Jordan                                                                 | CUSIP: 41809JAB1<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |       580000 | PA      | $607550.00    | 0.01%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                                    | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |       498000 | PA      | $724879.99    | 0.01%             | 2029-06-27      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                                    | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      1181000 | PA      | $1216168.85   | 0.01%             | 2035-07-23      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Diageo plc                                                                | Diageo plc                                                                                  | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |         9072 | NS      | $208749.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TC Energy Corp.                                                           | TC Energy Corp.                                                                             | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |        48954 | NS      | $2870405.29   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federative Republic of Brazil                                             | Federative Republic of Brazil                                                               | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      1218000 | PA      | $1254540.00   | 0.01%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hong Kong Dollar                                                          | Hong Kong Dollar                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HK        |        92186 | OU      | $11800.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asplundh Tree Expert LLC                                                  | Asplundh Tree Expert LLC, 1st Lien Term Loan                                                | CUSIP: 04538FAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2092075 | PA      | $2093392.89   | 0.02%             | 2027-09-06      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                   | Applied Materials, Inc.                                                                     | CUSIP: 038222AU9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |      1190000 | PA      | $1170508.82   | 0.01%             | 2036-01-15      | Fixed         | 4.60%                 | 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        |     41354848 | PA      | $55531.29     | 0.00%             | 2047-05-15      | Variable      | 0.48%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | Nissan Motor Co. Ltd.                                                                       | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       303000 | PA      | $319779.26    | 0.00%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                 | Williams Cos., Inc. (The)                                                                   | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       237000 | PA      | $244199.80    | 0.00%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                                        | APi Group DE, Inc.                                                                          | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |       234000 | PA      | $227564.95    | 0.00%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      7197000 | PA      | $38837.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                       | Volkswagen International Finance NV                                                         | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       600000 | PA      | $752992.11    | 0.01%             | 2033-11-15      | Variable      | 5.99%                 | 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        |      3194933 | PA      | $900803.09    | 0.01%             | 2036-03-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Bubbles Bidco SpA                                                         | Bubbles Bidco SpA                                                                           | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |       609000 | PA      | $741219.36    | 0.01%             | 2031-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                                         | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1201084.48   | 0.01%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                               | Beach Acquisition Bidco LLC                                                                 | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | DBT              | CORP              | US        |       777000 | PA      | $943026.35    | 0.01%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New Israeli Sheqel                                                        | New Israeli Sheqel                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IL        |            1 | OU      | $0.33         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $10583.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      3562000 | PA      | $16164.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-42758.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                       | Viking Cruises Ltd.                                                                         | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |       835000 | PA      | $890585.95    | 0.01%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                  | Arthur J Gallagher & Co.                                                                    | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |        23652 | NS      | $5898099.24   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubu Electric Power Co., Inc.                                            | Chubu Electric Power Co., Inc.                                                              | CUSIP: N/A<br>LEI: 529900A76GOP0PGNHT63       | Long             | EC               | CORP              | JP        |       142000 | NS      | $2063061.97   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                         | BAT Capital Corp.                                                                           | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      1508000 | PA      | $1657142.42   | 0.02%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                       | GS Mortgage-Backed Securities Trust, Series 2026-NQM1, Class B2                             | CUSIP: 36276EAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       708236 | PA      | $706600.26    | 0.01%             | 2066-03-25      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| NEC Corp.                                                                 | NEC Corp.                                                                                   | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |        37700 | NS      | $1278017.11   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                                 | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |        50600 | NS      | $1400685.18   | 0.01%             | 2026-02-12      | Fixed         | 19.43%                | No            |                  2 | On Loan: No      |
| PPL Corp.                                                                 | PPL Corp.                                                                                   | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |        51065 | NS      | $1851106.25   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Systemes SE                                                      | Dassault Systemes SE                                                                        | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |        12777 | NS      | $351429.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                      | BBCMS Mortgage Trust, Series 2018-CHRS, Class E                                             | CUSIP: 05491VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1140000 | PA      | $984966.04    | 0.01%             | 2038-08-05      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| PDD Holdings, Inc.                                                        | PDD Holdings, Inc.                                                                          | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |        33965 | NS      | $3432163.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TUI Cruises GmbH                                                          | TUI Cruises GmbH                                                                            | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |       194000 | PA      | $238275.38    | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Betclic Everest Group SAS                                                 | Betclic Everest Group SAS                                                                   | CUSIP: N/A<br>LEI: 96950037FKVH5JOEKU82       | Long             | DBT              | CORP              | FR        |       494000 | PA      | $591565.60    | 0.01%             | 2031-12-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                  | Morgan Stanley & Co. LLC                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |        13000 | NS      | $694326.30    | 0.01%             | 2026-03-09      | Fixed         | 25.91%                | No            |                  2 | On Loan: No      |
| Dexcom, Inc.                                                              | Dexcom, Inc.                                                                                | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |        16181 | NS      | $1181860.24   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                                | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1880000 | PA      | $1880512.04   | 0.02%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                     | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      3214282 | PA      | $3329369.37   | 0.03%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                             | Teva Pharmaceutical Finance Netherlands II BV                                               | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |       524000 | PA      | $744571.68    | 0.01%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                | Progress Residential Trust, Series 2021-SFR10, Class G                                      | CUSIP: 74333WAQ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4982351 | PA      | $4882707.64   | 0.05%             | 2040-12-17      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $17900.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Al Rajhi Sukuk Ltd.                                                       | Al Rajhi Sukuk Ltd.                                                                         | CUSIP: N/A<br>LEI: 549300FHETHK3XGY8N60       | Long             | DBT              | CORP              | KY        |      1160000 | PA      | $1167609.60   | 0.01%             | 2030-07-21      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                       | Newell Brands, Inc.                                                                         | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       257000 | PA      | $269450.37    | 0.00%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       369000 | PA      | $381429.32    | 0.00%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                           | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       102256 | NS      | $9253145.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotheby's                                                                 | Sotheby's                                                                                   | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       400000 | PA      | $383560.76    | 0.00%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                   | Williams Scotsman, Inc.                                                                     | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |       255000 | PA      | $265861.22    | 0.00%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                 | Toyota Motor Credit Corp.                                                                   | CUSIP: 89236TMF9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       287000 | PA      | $296113.77    | 0.00%             | 2029-05-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| New Taiwan Dollar                                                         | New Taiwan Dollar                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TW        |           17 | OU      | $0.54         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                                | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      1795000 | PA      | $1746191.92   | 0.02%             | 2028-03-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Virgin Media Vendor Financing Notes III DAC                               | Virgin Media Vendor Financing Notes III DAC                                                 | CUSIP: N/A<br>LEI: 635400SSKC2QCGEPIQ43       | Long             | DBT              | CORP              | IE        |      2188000 | PA      | $2988546.70   | 0.03%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Legal & General Group plc                                                 | Legal & General Group plc                                                                   | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | DBT              | CORP              | GB        |       793000 | PA      | $1060298.41   | 0.01%             | 2031-03-24      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP                                                                         | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      1447000 | PA      | $1493464.11   | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-Bund                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         4232 | NC      | $-1541629.55  | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Ardonagh Group Finance Ltd.                                               | Ardonagh Group Finance Ltd.                                                                 | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |      3539000 | PA      | $3649481.00   | 0.03%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        85600 | NS      | $1298660.11   | 0.01%             | 2026-02-02      | Fixed         | 19.35%                | No            |                  2 | On Loan: No      |
| SGL Group ApS                                                             | SGL Group ApS                                                                               | CUSIP: N/A<br>LEI: 636700YQKGLXCPPUYE74       | Long             | DBT              | CORP              | DK        |       174000 | PA      | $193272.92    | 0.00%             | 2031-02-24      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Philippine Peso                                                           | Philippine Peso                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PH        |            1 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                               | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |        25000 | PA      | $22390.56     | 0.00%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LY Corp.                                                                  | LY Corp.                                                                                    | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |       184700 | NS      | $472909.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2019-17A, Class CR2                                                    | CUSIP: 67113LBA3<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1004850.80   | 0.01%             | 2037-07-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Taisei Corp.                                                              | Taisei Corp.                                                                                | CUSIP: N/A<br>LEI: 529900TF7XJKIOWMLQ79       | Long             | EC               | CORP              | JP        |         3700 | NS      | $369068.24    | 0.00%             |  |  |  | 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        |       128952 | NS      | $24503431.90  | 0.23%             | 2026-03-06      | Fixed         | 19.51%                | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                                       | Verisure Holding AB                                                                         | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |       568000 | PA      | $687995.35    | 0.01%             | 2028-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Fleet US Bidco, Inc.                                                      | Fleet US Bidco, Inc., 1st Lien Term Loan B2                                                 | CUSIP: 33902UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      1041590 | PA      | $1042892.01   | 0.01%             | 2031-02-21      | Variable      | 6.79%                 | No            |                  3 | On Loan: No      |
| Archrock Services LP                                                      | Archrock Services LP                                                                        | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       555000 | PA      | $554581.25    | 0.01%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                                   | Vivion Investments SARL                                                                     | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |      1878000 | PA      | $2233655.93   | 0.02%             | 2029-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                  | Bayer AG                                                                                    | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |       500000 | PA      | $664243.48    | 0.01%             | 2083-09-25      | Variable      | 7.00%                 | 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        |        10125 | NS      | $2176411.81   | 0.02%             | 2026-03-04      | Fixed         | 25.94%                | No            |                  2 | On Loan: No      |
| Silver Point CLO 12 Ltd.                                                  | Silver Point CLO 12 Ltd., Series 2025-12A, Class A1                                         | CUSIP: 82809MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5020000.00   | 0.05%             | 2038-10-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                           | Wynn Macau Ltd.                                                                             | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |       414000 | PA      | $410522.40    | 0.00%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                               | FTAI Aviation Investors LLC                                                                 | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |       538000 | PA      | $570444.09    | 0.01%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                    | Freeport-McMoRan, Inc.                                                                      | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |       191000 | PA      | $196935.55    | 0.00%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cable One, Inc.                                                           | Cable One, Inc.                                                                             | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |       219000 | PA      | $215167.50    | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                          | Amazon.com, Inc.                                                                            | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      9275000 | PA      | $9275843.65   | 0.09%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser, Inc.                                                    | Fiesta Purchaser, Inc.                                                                      | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        96000 | PA      | $97112.93     | 0.00%             | 2032-09-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Citycon Treasury BV                                                       | Citycon Treasury BV                                                                         | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |       425000 | PA      | $480198.10    | 0.00%             | 2031-07-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   6294999742 | PA      | $-49431.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                 | Republic of Uzbekistan                                                                      | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |       667000 | PA      | $806093.14    | 0.01%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Foreign Exchange JPY/USD                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          512 | NC      | $-166935.04   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                    | Ardagh Metal Packaging Finance USA LLC                                                      | CUSIP: 03969YAB4<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |      3069000 | PA      | $2915251.82   | 0.03%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                    | Extra Space Storage LP                                                                      | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |       799000 | PA      | $817787.73    | 0.01%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment, Inc.                                                  | Penn Entertainment, Inc., 1st Lien Term Loan B                                              | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1566338 | PA      | $1564662.35   | 0.01%             | 2029-05-03      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 1 Ltd.                                                 | OHA Credit Funding 1 Ltd., Series 2018-1A, Class CR                                         | CUSIP: 67115WAY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1005593.60   | 0.01%             | 2037-04-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| SES SA                                                                    | SES SA                                                                                      | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | EC               | CORP              | LU        |       285666 | NS      | $2339758.67   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                                  | ADT Security Corp. (The)                                                                    | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |       309000 | PA      | $299224.38    | 0.00%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Carnival plc                                                              | Carnival plc                                                                                | CUSIP: N/A<br>LEI: 4DR1VPDQMHD3N3QW8W95       | Long             | EC               | CORP              | GB        |         2236 | NS      | $66416.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                              | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1372735.86   | 0.01%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                  | CenterPoint Energy, Inc., Series A                                                          | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      1083000 | PA      | $1135454.02   | 0.01%             | 2055-02-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                     | Alexandria Real Estate Equities, Inc.                                                       | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |        40140 | NS      | $2193249.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        26900 | NS      | $5473831.22   | 0.05%             | 2026-02-19      | Fixed         | 26.08%                | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                            | Ohio Power Co.                                                                              | CUSIP: 677415CV1<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |       660000 | PA      | $666290.37    | 0.01%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                   | Micron Technology, Inc.                                                                     | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |       205000 | PA      | $217250.46    | 0.00%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WPP plc                                                                   | WPP plc                                                                                     | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |      1564757 | NS      | $6490962.85   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                       | Cisco Systems, Inc.                                                                         | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |        84304 | NS      | $6602689.28   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                      | Mitsubishi UFJ Financial Group, Inc.                                                        | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |       186100 | NS      | $3370339.60   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        51600 | NS      | $2822520.00   | 0.03%             | 2026-03-12      | Fixed         | 28.71%                | No            |                  3 | On Loan: No      |
| Capstone Borrower, Inc.                                                   | Capstone Borrower, Inc.                                                                     | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |      1816000 | PA      | $1688340.10   | 0.02%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                            | Entegris, Inc., 1st Lien Term Loan B                                                        | CUSIP: 29362LAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       899089 | PA      | $900635.43    | 0.01%             | 2029-07-06      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd.                                           | Golub Capital Partners CLO Ltd., Series 2019-41A, Class AR2                                 | CUSIP: 38178AAL7<br>LEI: 2549005QZPXI5WPU4V74 | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2510766.75   | 0.02%             | 2038-07-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Nordex SE                                                                 | Nordex SE                                                                                   | CUSIP: N/A<br>LEI: 529900HVDYCUWVD0OE76       | Long             | EC               | CORP              | DE        |         2451 | NS      | $98129.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                     | Kraft Heinz Foods Co.                                                                       | CUSIP: 50077LBN5<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      2767000 | PA      | $2829348.17   | 0.03%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1451.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Darling Global Finance BV                                                 | Darling Global Finance BV                                                                   | CUSIP: N/A<br>LEI: 724500R2BQXOR6YG2Y67       | Long             | DBT              | CORP              | NL        |       285000 | PA      | $344738.38    | 0.00%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                           | Naked Juice LLC, 1st Lien Term Loan                                                         | CUSIP: 62984CAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       695374 | PA      | $443877.77    | 0.00%             | 2029-01-24      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1895000 | PA      | $1802610.83   | 0.02%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                              | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      4419000 | PA      | $4527296.87   | 0.04%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd.                                          | Mitsubishi Heavy Industries Ltd.                                                            | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |        72700 | NS      | $2140574.39   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                          | Bank of Montreal                                                                            | CUSIP: 06370D548<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |         8902 | NS      | $4818103.58   | 0.05%             | 2026-02-13      | Fixed         | 11.55%                | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                     | WMG Acquisition Corp., 1st Lien Term Loan B                                                 | CUSIP: 92929LBA5<br>LEI: 549300NAS11NXI33CP80 | Long             | LON              | CORP              | US        |      5270602 | PA      | $5285412.39   | 0.05%             | 2031-01-24      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                 | Zayo Group Holdings, Inc.                                                                   | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |      3419545 | PA      | $3339031.81   | 0.03%             | 2030-03-09      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                             | Stellantis NV                                                                               | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |        18415 | NS      | $180696.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      1229000 | PA      | $1305652.65   | 0.01%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                     | AECOM                                                                                       | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |       905000 | PA      | $927079.29    | 0.01%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Generali                                                                  | Generali                                                                                    | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |        60129 | NS      | $2452687.55   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                   | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       225000 | PA      | $226379.03    | 0.00%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Contego CLO XI DAC                                                        | Contego CLO XI DAC, Series 11X, Class DR                                                    | CUSIP: N/A<br>LEI: 6354008HTD4GEZHRKR02       | Long             | ABS-CBDO         | CORP              | IE        |       680000 | PA      | $814557.18    | 0.01%             | 2038-11-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   6878674211 | PA      | $81940.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                                | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      1200000 | PA      | $1581548.97   | 0.01%             | 2030-01-16      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                           | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1019000 | PA      | $1013490.99   | 0.01%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2021-LBA, Class AJV                                                        | CUSIP: 05609BCD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1880000 | PA      | $1878825.00   | 0.02%             | 2036-02-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                           | Madison IAQ LLC, 1st Lien Term Loan                                                         | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |      4978717 | PA      | $4975629.89   | 0.05%             | 2028-06-21      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                         | Republic of Chile                                                                           | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |       558000 | PA      | $675645.94    | 0.01%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wartsila OYJ Abp                                                          | Wartsila OYJ Abp                                                                            | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |         5646 | NS      | $228889.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                 | Commercial Mortgage Trust, Series 2014-UBS5, Class XB2                                      | CUSIP: 12592KBJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12675000 | PA      | $98472.58     | 0.00%             | 2047-09-10      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series DmtD                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |        18627 | NS      | $3093972.58   | 0.03%             | 2026-02-06      | Fixed         | 15.68%                | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                   | RHP Hotel Properties LP                                                                     | CUSIP: 749571AG0<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |        77000 | PA      | $75885.29     | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       821000 | PA      | $817518.99    | 0.01%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co. Ltd.                                                 | Sekisui Chemical Co. Ltd.                                                                   | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |        21400 | NS      | $378510.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LABL, Inc.                                                                | LABL, Inc.                                                                                  | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |       339000 | PA      | $154245.00    | 0.00%             | 2031-10-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 3                                                          | Pikes Peak CLO 3, Series 2019-3A, Class BRR                                                 | CUSIP: 72132UBC6<br>LEI: 254900Y8O8REGL3BZS62 | Long             | ABS-CBDO         | CORP              | KY        |      1600000 | PA      | $1604499.36   | 0.02%             | 2034-10-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                       | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      3495000 | PA      | $3196413.45   | 0.03%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Kaseya, Inc.                                                              | Kaseya, Inc., 1st Lien Term Loan                                                            | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |      5875246 | PA      | $5647580.60   | 0.05%             | 2032-03-22      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series F0Uf                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |        19382 | NS      | $4820802.10   | 0.05%             | 2026-02-04      | Fixed         | 16.59%                | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                             | PepsiCo, Inc.                                                                               | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |        35125 | NS      | $5396253.75   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa, Inc.                                                              | Arcosa, Inc.                                                                                | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |        32000 | PA      | $33708.22     | 0.00%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2025-4, Class M3                             | CUSIP: 92262JAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       724633 | PA      | $720736.36    | 0.01%             | 2055-09-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance plc                                                   | Howden UK Refinance plc, Series FEB.                                                        | CUSIP: 44287DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       260000 | PA      | $264923.62    | 0.00%             | 2032-02-15      | Fixed         | 8.12%                 | 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      | $2841473.94   | 0.03%             | 2038-09-17      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $219654.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RLJ Lodging Trust LP                                                      | RLJ Lodging Trust LP                                                                        | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |        56000 | PA      | $55671.05     | 0.00%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Apex Group Treasury LLC                                                   | Apex Group Treasury LLC, 1st Lien Term Loan B                                               | CUSIP: G0472CAK1<br>LEI: 254900N6HRPDDNW7HP03 | Long             | LON              | CORP              | US        |      3278298 | PA      | $3016034.04   | 0.03%             | 2032-02-27      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                           | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1112000 | PA      | $1039211.20   | 0.01%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                    | Becton Dickinson & Co.                                                                      | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      1690000 | PA      | $1724640.72   | 0.02%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        92378 | NS      | $10656467.09  | 0.10%             | 2026-03-06      | Fixed         | 20.86%                | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                        | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       439000 | PA      | $470278.75    | 0.00%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                   | Talen Energy Supply LLC, 1st Lien Term Loan B                                               | CUSIP: 87422LAY6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1289970 | PA      | $1289570.11   | 0.01%             | 2031-12-11      | Variable      | 6.35%                 | 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      | $-56144.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                                                 | Epiroc AB, Class B                                                                          | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |         1536 | NS      | $38303.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                            | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      1157433 | PA      | $1130283.21   | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates Trust                | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2006-8, Class A5         | CUSIP: 93935EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       949651 | PA      | $307619.74    | 0.00%             | 2036-10-25      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| Somnigroup International, Inc.                                            | Somnigroup International, Inc., 1st Lien Term Loan B                                        | CUSIP: 88025BAP6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       720213 | PA      | $724490.73    | 0.01%             | 2031-10-24      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                     | Commercial Metals Co.                                                                       | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |       605000 | PA      | $618134.09    | 0.01%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United Urban Investment Corp.                                             | United Urban Investment Corp.                                                               | CUSIP: N/A<br>LEI: 353800GYZWBD7BDCN841       | Long             | EC               | CORP              | JP        |         3458 | NS      | $3995162.37   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                         | FirstEnergy Corp.                                                                           | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |       205980 | NS      | $9751093.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                    | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    286500000 | PA      | $17864493.23  | 0.17%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                                     | Kioxia Holdings Corp.                                                                       | CUSIP: N/A<br>LEI: 35380080RTKRARNH4R73       | Long             | EC               | CORP              | JP        |         1700 | NS      | $232536.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Buckhorn Park CLO Ltd.                                                    | Buckhorn Park CLO Ltd., Series 2019-1A, Class CRR                                           | CUSIP: 118382BE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2502272.75   | 0.02%             | 2034-07-18      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Banca Mediolanum SpA                                                      | Banca Mediolanum SpA                                                                        | CUSIP: N/A<br>LEI: 7LVZJ6XRIE7VNZ4UBX81       | Long             | EC               | CORP              | IT        |        16246 | NS      | $381102.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galderma Group AG                                                         | Galderma Group AG                                                                           | CUSIP: N/A<br>LEI: 89450001OK6O8ELQ4584       | Long             | EC               | CORP              | CH        |         1398 | NS      | $260585.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Science Applications International Corp.                                  | Science Applications International Corp.                                                    | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |       431000 | PA      | $434391.11    | 0.00%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Johnson Matthey plc                                                       | Johnson Matthey plc                                                                         | CUSIP: N/A<br>LEI: 2138001AVBSD1HSC6Z10       | Long             | EC               | CORP              | GB        |         2905 | NS      | $93941.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Option Care Health, Inc.                                                  | Option Care Health, Inc.                                                                    | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |       406000 | PA      | $397318.26    | 0.00%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                        | Metropolitan Life Global Funding I                                                          | CUSIP: 59217GDC0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       150000 | PA      | $144728.04    | 0.00%             | 2029-06-17      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                            | Long Beach Mortgage Loan Trust, Series 2006-4, Class 1A                                     | CUSIP: 54251MAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19294840 | PA      | $10128584.82  | 0.10%             | 2036-05-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Summer BC Holdco B SARL                                                   | Summer BC Holdco B SARL, Facility 1st Lien Term Loan B                                      | CUSIP: 86564BAC6<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |       432705 | PA      | $398863.41    | 0.00%             | 2029-02-15      | Variable      | 8.93%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                     | Foundry JV Holdco LLC                                                                       | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      1520000 | PA      | $1594249.77   | 0.01%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                              | MPT Operating Partnership LP                                                                | CUSIP: N/A<br>LEI: WUQXXXF7PXTUPGROE843       | Long             | DBT              | CORP              | US        |      1148000 | PA      | $1422508.34   | 0.01%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                    | XHR LP                                                                                      | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |       122000 | PA      | $125995.62    | 0.00%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |         5102 | NS      | $1571193.47   | 0.01%             | 2026-03-10      | Fixed         | 25.17%                | No            |                  2 | On Loan: No      |
| Ono Pharmaceutical Co. Ltd.                                               | Ono Pharmaceutical Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Long             | EC               | CORP              | JP        |        38500 | NS      | $573586.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                                          | Bank Hapoalim BM                                                                            | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |        23160 | NS      | $572548.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series EMNT                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |        77000 | NS      | $3755218.93   | 0.04%             | 2026-02-26      | Fixed         | 24.53%                | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                                       | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       794000 | PA      | $756807.15    | 0.01%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Progroup AG                                                               | Progroup AG                                                                                 | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |       322000 | PA      | $390173.40    | 0.00%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Swatch Group AG (The)                                                     | Swatch Group AG (The)                                                                       | CUSIP: N/A<br>LEI: 529900NTES2LEON1JZ55       | Long             | EC               | CORP              | CH        |        19674 | NS      | $4641835.87   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2020-19A, Class A1R2                                                   | CUSIP: 670881AU5<br>LEI: 254900ZMV4RGFPV8TK42 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3006600.00   | 0.03%             | 2038-04-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                                       | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       295000 | PA      | $304678.07    | 0.00%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2018-4A, Class CR                                                 | CUSIP: 17181TAN1<br>LEI: 254900PA63PFHC11GD90 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2010783.80   | 0.02%             | 2038-01-17      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                        | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |        29786 | NS      | $9111239.54   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Auto Holdings Ltd.                                                 | Global Auto Holdings Ltd.                                                                   | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       200000 | PA      | $212000.00    | 0.00%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Pinnacle Bidco plc                                                        | Pinnacle Bidco plc                                                                          | CUSIP: N/A<br>LEI: 2138006Z5V8OBL2A2Q06       | Long             | DBT              | CORP              | GB        |      1379000 | PA      | $1988427.75   | 0.02%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2025-4, Class M4                             | CUSIP: 92262JAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2331506 | PA      | $2317200.62   | 0.02%             | 2055-09-25      | Variable      | 9.35%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I LP                                                    | Harvest Midstream I LP                                                                      | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |       124000 | PA      | $129518.50    | 0.00%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Kentucky, Inc.                                                | Duke Energy Kentucky, Inc.                                                                  | CUSIP: N/A<br>LEI: 8DFCA0P2BKMHOESX4E68       | Long             | DBT              | CORP              | US        |      2980000 | PA      | $3032150.00   | 0.03%             | 2035-09-15      | Fixed         | 5.90%                 | Yes           |                  3 | On Loan: No      |
| Oshkosh Corp.                                                             | Oshkosh Corp.                                                                               | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |         1745 | NS      | $250965.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZF Finance GmbH                                                           | ZF Finance GmbH                                                                             | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |      2200000 | PA      | $2522065.98   | 0.02%             | 2028-05-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                                        | CUSIP: 161175BX1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      4482000 | PA      | $3854823.07   | 0.04%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INEOS US Petrochem LLC                                                    | INEOS US Petrochem LLC, 1st Lien Term Loan B                                                | CUSIP: G4770MAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       734450 | PA      | $474182.95    | 0.00%             | 2031-10-07      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |         7602 | NS      | $3521814.57   | 0.03%             | 2026-02-13      | Fixed         | 17.00%                | 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        |       327955 | PA      | $309275.50    | 0.00%             | 2036-02-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| JFL-Tiger Acquisition Co., Inc.                                           | JFL-Tiger Acquisition Co., Inc., 1st Lien Term Loan                                         | CUSIP: 465966AB5<br>LEI: 254900KPFL42CYD2VY03 | Long             | LON              | CORP              | US        |       737550 | PA      | $738162.14    | 0.01%             | 2030-10-17      | Variable      | 7.42%                 | No            |                  3 | On Loan: No      |
| Trimaran Cavu Ltd.                                                        | Trimaran CAVU Ltd., Series 2021-1A, Class BR                                                | CUSIP: 89624NAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1005068.70   | 0.01%             | 2037-07-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                                       | Carlyle US CLO Ltd., Series 2017-3A, Class A1R2                                             | CUSIP: 14314FAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     10000000 | PA      | $10039185.00  | 0.09%             | 2037-10-21      | Floating      | 5.07%                 | 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        |       927272 | PA      | $297020.06    | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Czech Koruna                                                              | Czech Koruna                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CZ        |      2327200 | OU      | $113338.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Parks & Entertainment, Inc.                                      | SeaWorld Parks & Entertainment, Inc., 1st Lien Term Loan B3                                 | CUSIP: 78488CAL4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       789776 | PA      | $785495.65    | 0.01%             | 2031-12-04      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Dealer Tire Financial LLC                                                 | Dealer Tire Financial LLC, 1st Lien Term Loan B5                                            | CUSIP: 24228HAR9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1789463 | PA      | $1784989.75   | 0.02%             | 2031-07-02      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Vortex Opco LLC                                                           | Vortex Opco LLC, 1st Lien Term Loan                                                         | CUSIP: G9158TAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1250109 | PA      | $150013.09    | 0.00%             | 2028-12-18      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                         | Public Service Electric & Gas Co., Series Q                                                 | CUSIP: 74456QCU8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      1120000 | PA      | $1141038.79   | 0.01%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                   | Daimler Truck Finance North America LLC                                                     | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |       336000 | PA      | $334724.43    | 0.00%             | 2027-04-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Outfront Media, Inc.                                                      | Outfront Media, Inc.                                                                        | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |       171428 | NS      | $4169128.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Corp.                                                          | Mitsubishi Corp.                                                                            | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |        53500 | NS      | $1421299.44   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD/CZK One-touch barrier option; Barrier price USD 20.00000                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       256000 | PA      | $4648.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2025-RTL1, Class A1                          | CUSIP: 92262GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3000000 | PA      | $3040233.90   | 0.03%             | 2030-03-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding LVIII Ltd.                                           | Madison Park Funding LVIII Ltd., Series 2024-58A, Class B                                   | CUSIP: 55817BAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1700000 | PA      | $1702550.00   | 0.02%             | 2037-04-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Kronos International, Inc.                                                | Kronos International, Inc.                                                                  | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |      1225000 | PA      | $1319295.68   | 0.01%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                       | Huntington Ingalls Industries, Inc.                                                         | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |         1705 | NS      | $716969.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                                                       | Erste Group Bank AG                                                                         | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |         3218 | NS      | $418368.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                                                     | Reworld Holding Corp., 1st Lien Term Loan B                                                 | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |      1745514 | PA      | $1745513.83   | 0.02%             | 2028-11-30      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                            | NiSource, Inc.                                                                              | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |       104027 | NS      | $4607355.83   | 0.04%             |  |  |  | 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        |       539186 | PA      | $365881.39    | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -6393000 | PA      | $-197.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-12137.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                                       | Boels Topholding BV                                                                         | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |       541000 | PA      | $661698.97    | 0.01%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                           | Wynn Macau Ltd.                                                                             | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |       847000 | PA      | $858646.25    | 0.01%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                        | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      1327000 | PA      | $1615540.60   | 0.02%             | 2029-01-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Star Parent, Inc.                                                         | Star Parent, Inc.                                                                           | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |      1635000 | PA      | $1725696.72   | 0.02%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $497.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VGP NV                                                                    | VGP NV                                                                                      | CUSIP: N/A<br>LEI: 315700NENYPIXFR94T49       | Long             | EC               | CORP              | BE        |        17938 | NS      | $2199817.23   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                      | Flutter Treasury DAC                                                                        | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |       898000 | PA      | $1063656.05   | 0.01%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Haleon plc                                                                | Haleon plc                                                                                  | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |       524157 | NS      | $2741290.57   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                              | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |        59182 | NS      | $10818469.60  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilcorp Energy I LP                                                       | Hilcorp Energy I LP                                                                         | CUSIP: 431318BE3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |       715000 | PA      | $689065.32    | 0.01%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                     | Nomura Holdings, Inc.                                                                       | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |       197100 | NS      | $1786186.99   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INEOS Styrolution Ludwigshafen GmbH                                       | INEOS Styrolution Ludwigshafen GmbH                                                         | CUSIP: N/A<br>LEI: 5299003M4PGUGL48LS74       | Long             | DBT              | CORP              | DE        |       280000 | PA      | $324272.22    | 0.00%             | 2027-01-16      | 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      | $5234.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                                        | CUSIP: 161175BU7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     12118000 | PA      | $10923723.36  | 0.10%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                             | Fortress Intermediate 3, Inc., 1st Lien Term Loan B                                         | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |       897366 | PA      | $879419.06    | 0.01%             | 2031-06-27      | Variable      | 6.67%                 | No            |                  3 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      3190000 | PA      | $3088309.40   | 0.03%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                      | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       590000 | PA      | $663750.00    | 0.01%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                                      | Ashton Woods USA LLC                                                                        | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       294000 | PA      | $281589.50    | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                | GATX Corp.                                                                                  | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      1225000 | PA      | $1209542.19   | 0.01%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                 | FMC Corp.                                                                                   | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      2040000 | PA      | $1636139.36   | 0.02%             | 2055-11-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| Weekley Homes LLC                                                         | Weekley Homes LLC                                                                           | CUSIP: 948565AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       304000 | PA      | $305562.26    | 0.00%             | 2034-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                                              | Worldline SA                                                                                | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |       600000 | PA      | $653077.97    | 0.01%             | 2027-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PrestigeBidCo GmbH                                                        | PrestigeBidCo GmbH                                                                          | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |       777000 | PA      | $927920.39    | 0.01%             | 2029-07-01      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                | CUSIP: 902613BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1000000 | PA      | $1072301.00   | 0.01%             | 2031-04-12      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                                      | PPG Industries, Inc.                                                                        | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |        56529 | NS      | $6536448.27   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Iliad Holding SAS                                                         | Iliad Holding SAS                                                                           | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |       953000 | PA      | $1020491.46   | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                | Builders FirstSource, Inc.                                                                  | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |       605000 | PA      | $635630.55    | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                              | Tallgrass Energy Partners LP                                                                | CUSIP: 87470LAK7<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |       104000 | PA      | $104657.07    | 0.00%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile US, Inc.                                                         | T-Mobile US, Inc.                                                                           | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |        33257 | NS      | $6558612.97   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Trust                                                                 | MFA Trust, Series 2025-NQM3, Class B1                                                       | CUSIP: 58004LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1500000 | PA      | $1517483.10   | 0.01%             | 2070-08-25      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| Bleriot US Bidco, Inc.                                                    | Bleriot US Bidco, Inc., 1st Lien Term Loan                                                  | CUSIP: 09353TAJ9<br>LEI: 254900ALCQ2A2VYD5Z08 | Long             | LON              | CORP              | US        |      1763888 | PA      | $1762318.13   | 0.02%             | 2030-10-31      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                             | Transocean International Ltd.                                                               | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |        31000 | PA      | $31584.97     | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                               | Prologis LP                                                                                 | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |       279000 | PA      | $280606.85    | 0.00%             | 2033-01-15      | Fixed         | 4.62%                 | 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        |      3125483 | PA      | $686050.65    | 0.01%             | 2036-11-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                     | Matador Resources Co.                                                                       | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |       685000 | PA      | $697499.88    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM3, Class B1                                    | CUSIP: 06745VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $2045669.80   | 0.02%             | 2065-05-25      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                     | Quanta Services, Inc.                                                                       | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |         3105 | NS      | $1473726.15   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International, Inc.                                            | Somnigroup International, Inc.                                                              | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |       298000 | PA      | $289107.77    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Securitas AB                                                              | Securitas AB, Class B                                                                       | CUSIP: N/A<br>LEI: 635400TTYKE8EIWDS617       | Long             | EC               | CORP              | SE        |        59280 | NS      | $980307.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series CCzq                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |         6188 | NS      | $1651630.79   | 0.02%             | 2026-02-25      | Fixed         | 21.51%                | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                       | Lithia Motors, Inc.                                                                         | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |       317000 | PA      | $318408.35    | 0.00%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                                            | United Airlines Holdings, Inc.                                                              | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |      1431000 | PA      | $1445211.30   | 0.01%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance plc                                                   | Howden UK Refinance plc                                                                     | CUSIP: 44287DAA1<br>LEI: 875500O63ODR8S3K5X33 | Long             | DBT              | CORP              | GB        |      1275000 | PA      | $1299144.68   | 0.01%             | 2032-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Central Japan Railway Co.                                                 | Central Japan Railway Co.                                                                   | CUSIP: N/A<br>LEI: 353800YAR3OVUITHTG64       | Long             | EC               | CORP              | JP        |         3900 | NS      | $108802.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1050000 | PA      | $1088492.23   | 0.01%             | 2036-05-09      | Variable      | 5.58%                 | 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        |      1484449 | PA      | $544476.83    | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Ltd.                                               | Axalta Coating Systems Ltd.                                                                 | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |        64482 | NS      | $2165305.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                            | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       800000 | PA      | $597078.32    | 0.01%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                  | Duke Energy Progress LLC                                                                    | CUSIP: 144141CV8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |        30000 | PA      | $31350.72     | 0.00%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2026-1, Class B1                                           | CUSIP: 196926AM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       282353 | PA      | $281791.16    | 0.00%             | 2071-02-25      | Variable      | 6.46%                 | 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      | $3753378.00   | 0.04%             | 2034-04-23      | Floating      | 5.68%                 | 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        |       542934 | PA      | $539206.83    | 0.01%             | 2035-12-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                            | GLP Capital LP                                                                              | CUSIP: 361841AK5<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |       881000 | PA      | $902731.63    | 0.01%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                | Vonovia SE                                                                                  | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |       172942 | NS      | $5063618.97   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                                      | Archrock Partners LP                                                                        | CUSIP: 03959KAC4<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |       456000 | PA      | $457148.21    | 0.00%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                                  | SBA Communications Corp.                                                                    | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |       251000 | PA      | $239733.05    | 0.00%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| KeHE Distributors LLC                                                     | KeHE Distributors LLC                                                                       | CUSIP: 487526AC9<br>LEI: 549300WQCH7SRQ8JKE47 | Long             | DBT              | CORP              | US        |       179000 | PA      | $187549.94    | 0.00%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                                       | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       211000 | PA      | $204498.23    | 0.00%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Banque Cantonale Vaudoise                                                 | Banque Cantonale Vaudoise (Registered)                                                      | CUSIP: N/A<br>LEI: K1MOBB3OPSBBQO554R76       | Long             | EC               | CORP              | CH        |         1794 | NS      | $242782.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |         3028 | NS      | $1527142.26   | 0.01%             | 2026-03-10      | Fixed         | 23.98%                | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                          | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       564000 | PA      | $584018.11    | 0.01%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Corp.                                                | Constellation Energy Corp.                                                                  | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |         4240 | NS      | $1190083.20   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Golub Capital Partners CLO 81 B Ltd.                                      | Golub Capital Partners CLO 81 B Ltd., Series 2025-81A, Class A1                             | CUSIP: 38181DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5025060.00   | 0.05%             | 2038-07-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| BANK                                                                      | BANK, Series 2020-BN26, Class AS                                                            | CUSIP: 06540JBP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2091000 | PA      | $1891140.76   | 0.02%             | 2063-03-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                               | Block, Inc.                                                                                 | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       675000 | PA      | $689500.92    | 0.01%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                 | Aptiv Swiss Holdings Ltd.                                                                   | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      3412000 | PA      | $3187996.09   | 0.03%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                                                | GENMAB A/S                                                                                  | CUSIP: 37230JAA0<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |       323000 | PA      | $331087.24    | 0.00%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Multiversity SpA                                                          | Multiversity SpA                                                                            | CUSIP: N/A<br>LEI: 8945002RM8LY280ZUC12       | Long             | DBT              | CORP              | IT        |       600000 | PA      | $712186.57    | 0.01%             | 2028-10-30      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                   | American Airlines, Inc., 1st Lien Term Loan                                                 | CUSIP: 02376CAX3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |      1203782 | PA      | $1201844.31   | 0.01%             | 2027-01-29      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                           | LCM Investments Holdings II LLC                                                             | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |       137000 | PA      | $134997.69    | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DK Trust                                                                  | DK Trust, Series 2025-LXP, Class A                                                          | CUSIP: 23292LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1214000 | PA      | $1216276.25   | 0.01%             | 2037-08-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                          | Bank of Montreal                                                                            | CUSIP: 06370D571<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        57143 | NS      | $18480318.63  | 0.17%             | 2026-02-18      | Fixed         | 20.94%                | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                                         | Algonquin Power & Utilities Corp.                                                           | CUSIP: 015857105<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EC               | CORP              | CA        |       423740 | NS      | $2782092.02   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICL Group Ltd.                                                            | ICL Group Ltd.                                                                              | CUSIP: N/A<br>LEI: 529900FQVQD88SHIGM04       | Long             | EC               | CORP              | IL        |         4232 | NS      | $22979.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                                   | Ellucian Holdings, Inc.                                                                     | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |      1194000 | PA      | $1174959.88   | 0.01%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                         | Philip Morris International, Inc.                                                           | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      2836000 | PA      | $2852786.71   | 0.03%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| iShares, Inc.                                                             | iShares Core MSCI Emerging Markets ETF                                                      | CUSIP: 46434G103<br>LEI: 5493007C24Z3ZDJ0VD06 | Long             |  | RF                | US        |      3168850 | NS      | $229931756.00 | 2.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |         4391 | NS      | $1803490.86   | 0.02%             | 2026-02-03      | Fixed         | 16.15%                | No            |                  2 | On Loan: No      |
| Holcim AG                                                                 | Holcim AG                                                                                   | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |         8934 | NS      | $920817.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                                        | Cipher Compute LLC                                                                          | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1543000 | PA      | $1589924.17   | 0.01%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Colombia Telecomunicaciones SA ESP                                        | Colombia Telecomunicaciones SA ESP                                                          | CUSIP: N/A<br>LEI: 549300CK4YN0V1C3MN55       | Long             | DBT              | CORP              | CO        |       727000 | PA      | $681199.00    | 0.01%             | 2030-07-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM4, Class PT2                                   | CUSIP: 06744XAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18497016 | PA      | $19177010.41  | 0.18%             | 2065-07-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                                  | HP, Inc.                                                                                    | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |       103873 | NS      | $2019291.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TruGreen LP                                                               | TruGreen LP, 1st Lien Term Loan B                                                           | CUSIP: 89787RAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       534953 | PA      | $523050.43    | 0.00%             | 2027-11-02      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                               | Asurion LLC, 2nd Lien Term Loan B3                                                          | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      1054000 | PA      | $1052682.50   | 0.01%             | 2028-01-31      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                | Ares Strategic Income Fund                                                                  | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |      5249000 | PA      | $5319523.10   | 0.05%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                     | United Airlines, Inc., Facility 1st Lien Term Loan B                                        | CUSIP: 90932RAP9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |      2064475 | PA      | $2064041.70   | 0.02%             | 2031-02-24      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                | Arizona Public Service Co.                                                                  | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |      1680000 | PA      | $1762068.07   | 0.02%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                                           | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |        26503 | NS      | $7077891.18   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                       | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2594070.58   | 0.02%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                            | Var Energi ASA                                                                              | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | DBT              | CORP              | NO        |      1078000 | PA      | $1405472.84   | 0.01%             | 2083-11-15      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                            | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       240000 | PA      | $215372.97    | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                            | M&T Bank Corp.                                                                              | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      1670000 | PA      | $1810250.26   | 0.02%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                         | LEG Immobilien SE                                                                           | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | EC               | CORP              | DE        |         3473 | NS      | $251124.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-43684.88    | -0.00%            |  |  |  | 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        |      1163964 | PA      | $1117256.28   | 0.01%             | 2037-03-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3787.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SITC International Holdings Co. Ltd.                                      | SITC International Holdings Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 529900JUV4MOM9CE3V12       | Long             | EC               | CORP              | KY        |        43000 | NS      | $160569.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |        15600 | NS      | $1346348.90   | 0.01%             | 2026-03-19      | Fixed         | 22.40%                | No            |                  2 | On Loan: No      |
| Fujikura Ltd.                                                             | Fujikura Ltd.                                                                               | CUSIP: N/A<br>LEI: 353800PSDZ8VRCKVPL51       | Long             | EC               | CORP              | JP        |         1100 | NS      | $138255.67    | 0.00%             |  |  |  | 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        |       215381 | PA      | $123671.67    | 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      | $3423662.50   | 0.03%             | 2035-04-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| SURA Asset Management SA                                                  | SURA Asset Management SA                                                                    | CUSIP: 78486LAB8<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |       820000 | PA      | $871733.80    | 0.01%             | 2032-05-13      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                             | Starwood Property Trust, Inc.                                                               | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      1073000 | PA      | $1117464.05   | 0.01%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                        | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      1253000 | PA      | $1306632.16   | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Co. LLC                                                | Go Daddy Operating Co. LLC, 1st Lien Term Loan B8                                           | CUSIP: 38017BAX4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1483750 | PA      | $1474298.74   | 0.01%             | 2029-11-09      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $13185.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Graham Packaging Company, Inc.                                            | Graham Packaging Co., Inc., 1st Lien Term Loan B                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2340000 | PA      | $2336092.20   | 0.02%             | 2033-01-14      | Variable      | 5.69%                 | 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        |       136254 | PA      | $133135.36    | 0.00%             | 2036-02-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                   | Nabors Industries, Inc.                                                                     | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |       231000 | PA      | $235320.62    | 0.00%             | 2032-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                                                     | Kaiser Aluminum Corp.                                                                       | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1267000 | PA      | $1276417.61   | 0.01%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                       | Rakuten Group, Inc.                                                                         | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |       800000 | PA      | $896282.98    | 0.01%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Nuevo Sol                                                                 | Nuevo Sol                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PE        |         3306 | OU      | $981.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -8524000 | PA      | $-14264.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sandstone Peak III Ltd.                                                   | Sandstone Peak III Ltd., Series 2024-1A, Class A1                                           | CUSIP: 799928AA4<br>LEI: 2549005C0PJHMYEI7U38 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1001742.10   | 0.01%             | 2037-04-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| British Land Co. plc (The)                                                | British Land Co. plc (The)                                                                  | CUSIP: N/A<br>LEI: RV5B68J2GV3QGMRPW209       | Long             | EC               | CORP              | GB        |         4520 | NS      | $25781.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medco Cypress Tree Pte. Ltd.                                              | Medco Cypress Tree Pte. Ltd.                                                                | CUSIP: 58406VAA7<br>LEI: 254900NKZ2Y3YZK4WC46 | Long             | DBT              | CORP              | SG        |       250000 | PA      | $263850.00    | 0.00%             | 2030-05-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Flagstar Bank NA                                                          | Flagstar Bank NA                                                                            | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |       195576 | NS      | $2585514.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.                                                     | Colgate-Palmolive Co.                                                                       | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |        10720 | NS      | $967908.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                            | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      3242000 | PA      | $3275836.75   | 0.03%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Won                                                                       | Won                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | KR        |    315019236 | OU      | $218854.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Schroders plc                                                             | Schroders plc                                                                               | CUSIP: N/A<br>LEI: 2138001YYBULX5SZ2H24       | Long             | EC               | CORP              | GB        |        25063 | NS      | $155233.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Promigas SA ESP                                                           | Promigas SA ESP                                                                             | CUSIP: N/A<br>LEI: 254900IXHTV7LDSFQD65       | Long             | DBT              | CORP              | US        |       580000 | PA      | $543605.00    | 0.01%             | 2029-10-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                | US Bancorp                                                                                  | CUSIP: 91159HJW1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      1129000 | PA      | $1131462.36   | 0.01%             | 2032-01-26      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| CFSP Mortgage Trust                                                       | CFSP Mortgage Trust, Series 2024-AHP1, Class A                                              | CUSIP: 15723BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4261559 | PA      | $4094869.78   | 0.04%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                   | Applied Materials, Inc.                                                                     | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        44694 | NS      | $14405770.08  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa, Inc.                                                              | Arcosa, Inc.                                                                                | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |       838000 | PA      | $823775.03    | 0.01%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CBOE Global Markets, Inc.                                                 | CBOE Global Markets, Inc.                                                                   | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |         3355 | NS      | $889276.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co., Inc.                                         | American Electric Power Co., Inc., Series D                                                 | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |       985000 | PA      | $978144.03    | 0.01%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                 | Duke Energy Carolinas LLC                                                                   | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |       699000 | PA      | $719186.72    | 0.01%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        39595 | NS      | $7328489.97   | 0.07%             | 2026-02-06      | Fixed         | 14.19%                | No            |                  2 | On Loan: No      |
| National Grid plc                                                         | National Grid plc                                                                           | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |       747907 | NS      | $12706607.07  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class B1                                    | CUSIP: 066930AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       661500 | PA      | $686358.84    | 0.01%             | 2065-05-25      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                | Outfront Media Capital LLC                                                                  | CUSIP: 69007TAC8<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |      1001000 | PA      | $977435.46    | 0.01%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                                  | IPD 3 BV                                                                                    | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |      1039000 | PA      | $1227395.67   | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings, Inc.                                                    | Kinetik Holdings, Inc., Class A                                                             | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        15252 | NS      | $623959.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                | JPMDB Commercial Mortgage Securities Trust, Series 2016-C4, Class XC                        | CUSIP: 46646RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40477000 | PA      | $156710.75    | 0.00%             | 2049-12-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                          | Roche Holding AG                                                                            | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |        36509 | NS      | $16602099.97  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                             | ION Platform Finance US, Inc.                                                               | CUSIP: 46206AAB8<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |        68000 | PA      | $65575.22     | 0.00%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |         4895 | NS      | $665415.81    | 0.01%             | 2026-03-10      | Fixed         | 24.50%                | No            |                  2 | On Loan: No      |
| Allianz SE                                                                | Allianz SE (Registered)                                                                     | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |        38450 | NS      | $16930387.58  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-12303.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                          | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      1029000 | PA      | $1039095.60   | 0.01%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco LLC                                                        | Radiate Holdco LLC, 1st Lien Term Loan                                                      | CUSIP: 75025KAM0<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |      4137913 | PA      | $3548260.76   | 0.03%             | 2029-09-25      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                                         | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       205000 | PA      | $282008.91    | 0.00%             | 2029-09-07      | Variable      | 9.12%                 | No            |                  2 | On Loan: No      |
| Array Digital Infrastructure, Inc.                                        | Array Digital Infrastructure, Inc.                                                          | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |        61442 | NS      | $2960889.98   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barbados                                                                  | Barbados Government Bond                                                                    | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |       815000 | PA      | $872865.00    | 0.01%             | 2035-06-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                           | Wynn Macau Ltd.                                                                             | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      2704000 | PA      | $2699105.76   | 0.03%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                         | Healthpeak OP LLC                                                                           | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |       337000 | PA      | $319824.70    | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Adler Financing SARL                                                      | ADLER Financing SARL                                                                        | CUSIP: N/A<br>LEI: 213800BAQB59IVKP7S93       | Long             | DBT              | CORP              | LU        |      3284506 | PA      | $4311458.22   | 0.04%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      2131000 | PA      | $31356.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                | Alibaba Group Holding Ltd.                                                                  | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |        16294 | NS      | $2762810.64   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Edenred SE                                                                | Edenred SE                                                                                  | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | EC               | CORP              | FR        |        13082 | NS      | $274013.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       476152 | PA      | $20618.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aethon United BR LP                                                       | Aethon United BR LP                                                                         | CUSIP: 00810GAD6<br>LEI: 5493007HPG2M9K9X5V41 | Long             | DBT              | CORP              | US        |       411000 | PA      | $432493.66    | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                          | Virgin Media Secured Finance plc                                                            | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |       942000 | PA      | $1170146.42   | 0.01%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Brand Industrial Services, Inc.                                           | Brand Industrial Services, Inc.                                                             | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |      1476000 | PA      | $1415099.80   | 0.01%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                | Ball Corp.                                                                                  | CUSIP: N/A<br>LEI: 0BGI85ALH27ZJP15DY16       | Long             | DBT              | CORP              | US        |       225000 | PA      | $272490.64    | 0.00%             | 2032-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Jones DesLauriers Insurance Management, Inc.                              | Jones DesLauriers Insurance Management, Inc., 1st Lien Term Loan B                          | CUSIP: C4900AAM9<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      1492419 | PA      | $1489315.03   | 0.01%             | 2030-03-15      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                | Garda World Security Corp.                                                                  | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      1527000 | PA      | $1560387.86   | 0.01%             | 2032-08-01      | Fixed         | 8.25%                 | 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      | $-17339.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 3M Co.                                                                    | 3M Co.                                                                                      | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      2334000 | PA      | $2204642.58   | 0.02%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MAC Trust                                                                 | MAC Trust, Series 2025-801B, Class A                                                        | CUSIP: 553918AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $2007471.20   | 0.02%             | 2040-10-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        12042 | NS      | $9843314.42   | 0.09%             | 2026-02-04      | Fixed         | 14.57%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       312000 | PA      | $313234.65    | 0.00%             | 2029-07-23      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Denso Corp.                                                               | Denso Corp.                                                                                 | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Long             | EC               | CORP              | JP        |        50100 | NS      | $695125.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                   | Citigroup Global Markets Holdings, Inc., Series E0Up                                        | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |         2601 | NS      | $1267576.64   | 0.01%             | 2026-02-20      | Fixed         | 44.25%                | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                              | Tallgrass Energy Partners LP                                                                | CUSIP: 87470LAL5<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |       317000 | PA      | $328625.02    | 0.00%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Mizuho Markets Cayman LP                                                                    | CUSIP: 60701B721<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |         8100 | NS      | $2021793.64   | 0.02%             | 2026-02-17      | Fixed         | 20.32%                | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria                                                                 | CUSIP: 65412AFG2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       321000 | PA      | $344272.50    | 0.00%             | 2046-01-13      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                               | Aker BP ASA                                                                                 | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               | CORP              | NO        |         6345 | NS      | $186783.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                                   | Brookfield Residential Properties, Inc.                                                     | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       986000 | PA      | $954776.04    | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CoreLogic, Inc.                                                           | CoreLogic, Inc., 1st Lien Term Loan                                                         | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |      3089208 | PA      | $3078920.63   | 0.03%             | 2028-06-02      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                             | Berkshire Hathaway Energy Co.                                                               | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |       668000 | PA      | $583027.08    | 0.01%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty, Inc.                                           | Rexford Industrial Realty, Inc.                                                             | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |        97451 | NS      | $3949689.03   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                        | GS Mortgage Securities Corp. Trust, Series 2023-SHIP, Class E                               | CUSIP: 36270GAJ0<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |      8600000 | PA      | $8631216.28   | 0.08%             | 2038-09-10      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-19, Class 1A4                                           | CUSIP: 02151AAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1111206 | PA      | $501863.53    | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                    | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      1166000 | PA      | $958341.23    | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-MDHS, Class A                                     | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2386214 | PA      | $2390687.66   | 0.02%             | 2041-05-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       272398 | NS      | $11765838.42  | 0.11%             | 2026-02-03      | Fixed         | 14.79%                | No            |                  2 | On Loan: No      |
| KBR, Inc.                                                                 | KBR, Inc.                                                                                   | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |        49000 | PA      | $48372.83     | 0.00%             | 2028-09-30      | Fixed         | 4.75%                 | 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      | $-10280.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                          | Vedanta Resources Finance II plc                                                            | CUSIP: 92243XAL5<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |       384000 | PA      | $413280.00    | 0.00%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| Epiroc AB                                                                 | Epiroc AB, Class A                                                                          | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |         8944 | NS      | $250728.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                   | SS&C Technologies, Inc., 1st Lien Term Loan B8                                              | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |      5978907 | PA      | $5973466.63   | 0.06%             | 2031-05-09      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                            | Weatherford International Ltd.                                                              | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |      1201000 | PA      | $1243910.53   | 0.01%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                         | Enterprise Products Operating LLC, Series E                                                 | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      2451000 | PA      | $2441395.02   | 0.02%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                  | Bausch Health Cos., Inc.                                                                    | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       256000 | PA      | $236796.16    | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -2131000 | PA      | $-23949.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series EE                                                                  | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1556000 | PA      | $1586737.63   | 0.01%             | 2030-02-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Heathrow Finance plc                                                      | Heathrow Finance plc                                                                        | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |       821000 | PA      | $1145590.12   | 0.01%             | 2031-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC                                                           | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1274000 | PA      | $1320828.47   | 0.01%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                                  | IPD 3 BV                                                                                    | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |       623000 | PA      | $735964.87    | 0.01%             | 2031-06-15      | 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      | $569422.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                        | Vale Overseas Ltd.                                                                          | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |      2572000 | PA      | $2476090.12   | 0.02%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                   | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |        90171 | NS      | $5205571.83   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Regatta XX Funding Ltd.                                                   | Regatta XX Funding Ltd., Series 2021-2A, Class AR                                           | CUSIP: 75884YAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1250000 | PA      | $1253571.13   | 0.01%             | 2038-01-15      | Floating      | 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      | $135621.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                              | Exelon Corp.                                                                                | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |        14269 | NS      | $638965.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      8524000 | PA      | $87882.24     | 0.00%             |  |  |  | No            |                  2 | 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        |      7439847 | PA      | $5337199.03   | 0.05%             | 2046-07-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                            | Southern California Edison Co.                                                              | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      1160000 | PA      | $1040727.09   | 0.01%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing & Securitization LLC                         | Credit-Based Asset Servicing & Securitization LLC, Series 2007-CB6, Class A4                | CUSIP: 1248RHAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1028588 | PA      | $688252.94    | 0.01%             | 2037-07-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Co.                                              | Interstate Power & Light Co.                                                                | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |       882000 | PA      | $879620.59    | 0.01%             | 2034-09-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                            | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       187000 | PA      | $188787.53    | 0.00%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Henry Schein, Inc.                                                        | Henry Schein, Inc.                                                                          | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |        23345 | NS      | $1762080.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Morocco                                                        | Kingdom of Morocco                                                                          | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |       566000 | PA      | $544424.08    | 0.01%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                            | DISH DBS Corp.                                                                              | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1002000 | PA      | $969662.75    | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Merlin Entertainments Group US Holdings, Inc.                             | Merlin Entertainments Group US Holdings, Inc.                                               | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |       600000 | PA      | $508028.82    | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                    | TK Elevator Midco GmbH                                                                      | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | CORP              | DE        |      1148000 | PA      | $1365767.05   | 0.01%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp.                                                        | Brown-Forman Corp., Class B                                                                 | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |        40861 | NS      | $1118365.57   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Credit Income Corp.                                              | Blue Owl Credit Income Corp.                                                                | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |       193000 | PA      | $198607.04    | 0.00%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Ares Loan Funding V Ltd.                                                  | Ares Loan Funding V Ltd., Series 2024-ALF5A, Class A1                                       | CUSIP: 04020QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      3000000 | PA      | $3008961.00   | 0.03%             | 2037-07-27      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                    | Ardagh Metal Packaging Finance USA LLC                                                      | CUSIP: 03969YAD0<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |       575000 | PA      | $590910.83    | 0.01%             | 2031-01-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GrafTech Global Enterprises, Inc.                                         | GrafTech Global Enterprises, Inc.                                                           | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       272000 | PA      | $231366.60    | 0.00%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co., Inc.                                           | Fedex Freight Holding Co., Inc.                                                             | CUSIP: 314352AA3<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |      3860000 | PA      | $3864391.60   | 0.04%             | 2029-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO II Ltd.                                                 | Bridge Street CLO II Ltd., Series 2021-1A, Class A1A                                        | CUSIP: 10806JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     11000000 | PA      | $11000000.00  | 0.10%             | 2034-07-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                             | Organon & Co.                                                                               | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |       600000 | PA      | $588491.70    | 0.01%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2025-VIS2, Class B1                                      | CUSIP: 46659RAG2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $2036846.00   | 0.02%             | 2055-12-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| KDDI Corp.                                                                | KDDI Corp.                                                                                  | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |        23000 | NS      | $388331.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                 | Invitation Homes Operating Partnership LP                                                   | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |       584000 | PA      | $569510.88    | 0.01%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXXVIII Ltd.                                  | Benefit Street Partners CLO XXXVIII Ltd., Series 2024-38A, Class A                          | CUSIP: 08183FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3013138.80   | 0.03%             | 2038-01-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                          | Fantasia Holdings Group Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |      2039000 | PA      | $22938.75     | 0.00%             | 2024-04-17      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria Treasury Bills                                                  | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | STIV             | NUSS              | NG        |    250501000 | PA      | $175847.96    | 0.00%             | 2026-03-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $27056.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                        | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |       553000 | PA      | $642880.20    | 0.01%             | 2038-11-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                               | FTAI Aviation Investors LLC                                                                 | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      2324000 | PA      | $2445238.43   | 0.02%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class B2                                    | CUSIP: 06745KAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       439700 | PA      | $441996.42    | 0.00%             | 2064-12-26      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE                                                                    | CUSIP: 61780B137<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        37700 | NS      | $1697016.44   | 0.02%             | 2026-03-19      | Fixed         | 22.19%                | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                                   | Genesee & Wyoming, Inc., 1st Lien Term Loan                                                 | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |      6453911 | PA      | $6442100.78   | 0.06%             | 2031-04-10      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| VS Buyer LLC                                                              | VS Buyer LLC, 1st Lien Term Loan                                                            | CUSIP: 91834WAG5<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |      4233784 | PA      | $4180861.64   | 0.04%             | 2031-04-14      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                     | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |        96000 | PA      | $89051.60     | 0.00%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Chevron Corp.                                                             | Chevron Corp.                                                                               | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        21279 | NS      | $3764255.10   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | Nissan Motor Co. Ltd.                                                                       | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      1435000 | PA      | $1532468.11   | 0.01%             | 2035-07-17      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                            | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       693000 | PA      | $685311.10    | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                            | Bayview Commercial Asset Trust, Series 2007-4A, Class A1                                    | CUSIP: 07326BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       462076 | PA      | $438643.03    | 0.00%             | 2037-09-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                    | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       671000 | PA      | $686308.87    | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2023-3, Class M3                             | CUSIP: 92258WAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       634050 | PA      | $652608.27    | 0.01%             | 2053-08-25      | Variable      | 9.32%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                         | Cigna Group (The)                                                                           | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |        27926 | NS      | $7654795.86   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2020-20A, Class B1R                                                    | CUSIP: 670859AQ0<br>LEI: 25490028U8Y2XMZWXO46 | Long             | ABS-CBDO         | CORP              | KY        |      8000000 | PA      | $8032044.80   | 0.08%             | 2037-04-18      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                       | Rakuten Group, Inc.                                                                         | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |      1507000 | PA      | $1755256.98   | 0.02%             | 2027-04-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Greystone CRE Notes 2025 LLC                                              | Greystone CRE Notes 2025 LLC, Series 2025-HC4, Class A                                      | CUSIP: 39809NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7000000 | PA      | $6993375.20   | 0.07%             | 2042-10-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                     | Axon Enterprise, Inc.                                                                       | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       108000 | PA      | $111904.20    | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                            | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      1906000 | PA      | $1958906.18   | 0.02%             | 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        |       511000 | PA      | $516672.10    | 0.00%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 32 Ltd.                                             | Anchorage Capital CLO 32 Ltd., Series 2025-32A, Class A                                     | CUSIP: 03333MAA1<br>LEI: 63670045P01T5CDEDN27 | Long             | ABS-CBDO         | CORP              | KY        |      8000000 | PA      | $8021255.20   | 0.08%             | 2037-07-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                | Pacific Gas & Electric Co.                                                                  | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      3150000 | PA      | $3267655.84   | 0.03%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                             | Starwood Property Trust, Inc.                                                               | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |        94000 | PA      | $96618.75     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2023-1A, Class A1R                                                | CUSIP: 12575RAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2509860.00   | 0.02%             | 2038-10-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                                     | Allwyn Entertainment Financing UK plc                                                       | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |       678000 | PA      | $840836.91    | 0.01%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                        | Credit Agricole SA                                                                          | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |        52793 | NS      | $1143307.97   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Warwick Capital CLO 7 Ltd.                                                | Warwick Capital CLO 7 Ltd., Series 2025-7A, Class A1                                        | CUSIP: 93656JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2010074.00   | 0.02%             | 2038-10-21      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| F5, Inc.                                                                  | F5, Inc.                                                                                    | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |         3857 | NS      | $1063027.77   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyrgyz Republic International Bond                                        | Kyrgyz Republic International Bond                                                          | CUSIP: 50158LAA6<br>LEI: 253400QJNKYYP2C7PA85 | Long             | DBT              | NUSS              | KG        |       480000 | PA      | $497850.00    | 0.00%             | 2030-06-03      | 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      | $-654963.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                            | GLP Capital LP                                                                              | CUSIP: 361841AS8<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |       362000 | PA      | $392192.61    | 0.00%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                                             | Assa Abloy AB, Class B                                                                      | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | EC               | CORP              | SE        |        34945 | NS      | $1412963.74   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TC Energy Corp.                                                           | TC Energy Corp.                                                                             | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |        44854 | NS      | $2631584.18   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       150000 | PA      | $1133.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corp.                                               | Great Canadian Gaming Corp.                                                                 | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |       604000 | PA      | $614214.85    | 0.01%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ADLER Group SA                                                            | ADLER Group SA                                                                              | CUSIP: N/A<br>LEI: 391200OYYFJ3DWAMEC69       | Long             | EC               | CORP              | LU        |       664216 | NS      | $7.87         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Telenet Financing USD LLC                                                 | Telenet Financing USD LLC, Facility 1st Lien Term Loan AR                                   | CUSIP: B9000TBJ3<br>LEI: 213800BMPOX34U6DWN81 | Long             | LON              | CORP              | US        |       525000 | PA      | $518658.00    | 0.00%             | 2028-05-01      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Twilio, Inc.                                                              | Twilio, Inc.                                                                                | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |       139000 | PA      | $131355.00    | 0.00%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                | Pacific Gas & Electric Co.                                                                  | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      1327000 | PA      | $1470855.32   | 0.01%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                              | Focus Financial Partners LLC, 1st Lien Term Loan B                                          | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |      3649198 | PA      | $3623909.01   | 0.03%             | 2031-09-15      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Aurizon Holdings Ltd.                                                     | Aurizon Holdings Ltd.                                                                       | CUSIP: N/A<br>LEI: 5299005PC1O6NOWL3H48       | Long             | EC               | CORP              | AU        |      1576694 | NS      | $4033144.69   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Next Generation, Inc.                                             | Charter Next Generation, Inc., 1st Lien Term Loan                                           | CUSIP: 16125TAP7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5436069 | PA      | $5433785.68   | 0.05%             | 2030-11-29      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Atlas CC Acquisition Corp.                                                | Atlas CC Acquisition Corp., 1st Lien Term Loan B                                            | CUSIP: 04921TAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4552396 | PA      | $931192.54    | 0.01%             | 2029-05-25      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| National Storage REIT                                                     | National Storage REIT                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      1139849 | NS      | $2184343.40   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2025-LIFE, Class A                                                         | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2852000 | PA      | $2924386.33   | 0.03%             | 2047-06-13      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                          | Oaktree CLO Ltd., Series 2024-26A, Class B                                                  | CUSIP: 67403CAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3004773.00   | 0.03%             | 2037-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                   | Qnity Electronics, Inc., 1st Lien Term Loan                                                 | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |      3987000 | PA      | $4001951.25   | 0.04%             | 2032-10-29      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                              | Bankinter SA                                                                                | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | EC               | CORP              | ES        |        13296 | NS      | $226962.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                         | EMRLD Borrower LP                                                                           | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |      4651000 | PA      | $4814143.13   | 0.05%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc., 1st Lien Term Loan B                                            | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      5943843 | PA      | $5756255.59   | 0.05%             | 2031-03-21      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| B&M European Value Retail SA                                              | B&M European Value Retail SA                                                                | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | DBT              | CORP              | LU        |      1478000 | PA      | $1982151.50   | 0.02%             | 2031-11-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      5299000 | PA      | $5609878.29   | 0.05%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                     | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   2032000000 | PA      | $5544950.05   | 0.05%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Suburban Propane Partners LP                                              | Suburban Propane Partners LP                                                                | CUSIP: 864486AL9<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |       239000 | PA      | $229544.40    | 0.00%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BFLD Mortgage Trust                                                       | BFLD Mortgage Trust, Series 2024-VICT, Class A                                              | CUSIP: 05555VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2830000 | PA      | $2842381.25   | 0.03%             | 2041-07-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2024-OMNI, Class A           | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4710000 | PA      | $4799048.20   | 0.05%             | 2039-10-05      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                           | CHL Mortgage Pass-Through Trust, Series 2005-9, Class 1A1                                   | CUSIP: 12669GYY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1759734 | PA      | $1572108.43   | 0.01%             | 2035-05-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                       | Shift4 Payments LLC                                                                         | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |      2337000 | PA      | $2384188.70   | 0.02%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                             | ION Platform Finance US, Inc., 1st Lien Term Loan                                           | CUSIP: 46206RAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5432000 | PA      | $4802811.44   | 0.05%             | 2032-09-30      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Murphy USA, Inc.                                                          | Murphy USA, Inc., 1st Lien Term Loan B                                                      | CUSIP: 62675KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       509722 | PA      | $513907.32    | 0.00%             | 2032-04-07      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                        | Chemours Co. (The)                                                                          | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      1037000 | PA      | $1043847.31   | 0.01%             | 2027-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-25, Class 1A3                                           | CUSIP: 02151UAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3047850 | PA      | $1297176.34   | 0.01%             | 2037-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd.                                                     | OHA Loan Funding Ltd., Series 2016-1A, Class CR2                                            | CUSIP: 67110UBE8<br>LEI: 54930016024GMIAF7A82 | Long             | ABS-CBDO         | CORP              | KY        |      3265000 | PA      | $3277895.12   | 0.03%             | 2037-07-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE                                                                    | CUSIP: 61778P858<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        21870 | NS      | $10543043.74  | 0.10%             | 2026-03-04      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                                | Bellis Acquisition Co. plc                                                                  | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |      1543000 | PA      | $1730923.02   | 0.02%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -3197000 | PA      | $-21412.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                     | CUSIP: 91087BBQ2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       855000 | PA      | $853290.00    | 0.01%             | 2034-02-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                              | Target Corp.                                                                                | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |        64742 | NS      | $6828338.74   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                              | Zimmer Biomet Holdings, Inc.                                                                | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |        11118 | NS      | $968044.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SGS SA                                                                    | SGS SA (Registered)                                                                         | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |         3977 | NS      | $478669.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                       | Shift4 Payments LLC                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       415000 | PA      | $500898.36    | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3072481.62   | 0.03%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                      | Cross Mortgage Trust, Series 2025-H2, Class B1B                                             | CUSIP: 22758PAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       893503 | PA      | $904155.52    | 0.01%             | 2070-03-25      | Variable      | 7.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $6517.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |        13978 | NS      | $2440381.88   | 0.02%             | 2026-02-11      | Fixed         | 26.80%                | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                      | Campbell's Co. (The)                                                                        | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |       102020 | NS      | $2854519.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Australian Dollar                                                         | Australian Dollar                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |        39581 | OU      | $27562.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      2490000 | PA      | $3169196.21   | 0.03%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Insulet Corp.                                                             | Insulet Corp.                                                                               | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |         3419 | NS      | $874614.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower OP LLC                                                          | Welltower OP LLC                                                                            | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      4899000 | PA      | $4948106.40   | 0.05%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc., 1st Lien Term Loan M                                                       | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      4929645 | PA      | $4925356.21   | 0.05%             | 2032-08-19      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                            | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       810000 | PA      | $761271.13    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                       | Hilcorp Energy I LP                                                                         | CUSIP: 431318BG8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |        84000 | PA      | $81281.26     | 0.00%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                           | Intercontinental Exchange, Inc.                                                             | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $991166.00    | 0.01%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                             | Banner Health                                                                               | CUSIP: 06654DAD9<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |       821000 | PA      | $735458.59    | 0.01%             | 2031-01-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd.                                                        | Elevation CLO Ltd., Series 2026-19A, Class A1                                               | CUSIP: 28624QAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2500000.00   | 0.02%             | 2038-03-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Topco Corp.                                   | Mavis Tire Express Services Topco Corp., 1st Lien Term Loan                                 | CUSIP: 57777YAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5068811 | PA      | $5065870.62   | 0.05%             | 2028-05-04      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                            | ConocoPhillips                                                                              | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       108397 | NS      | $11298219.31  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bombardier Recreational Products, Inc.                                    | Bombardier Recreational Products, Inc., 1st Lien Term Loan                                  | CUSIP: 09776MAT1<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |       891765 | PA      | $892781.61    | 0.01%             | 2031-01-22      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Oceaneering International, Inc.                                           | Oceaneering International, Inc.                                                             | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |       360000 | PA      | $365790.24    | 0.00%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                    | Standard Chartered plc                                                                      | CUSIP: 85325C2L5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       654000 | PA      | $652412.61    | 0.01%             | 2037-01-13      | Variable      | 5.24%                 | 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        |      1377213 | PA      | $1282578.99   | 0.01%             | 2047-09-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                                           | First Citizens BancShares, Inc., Class A                                                    | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |         5698 | NS      | $11792409.86  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NYC Trust                                                                 | NYC Trust, Series 2025-77C, Class A                                                         | CUSIP: 67123LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12630000 | PA      | $12675781.22  | 0.12%             | 2036-01-10      | Variable      | 4.79%                 | 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      | $115.47       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                         | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |       882000 | PA      | $859420.80    | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                 | Aptiv Swiss Holdings Ltd.                                                                   | CUSIP: 03837AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      2200000 | PA      | $2221229.12   | 0.02%             | 2034-09-13      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| gategroup Finance Luxembourg SA                                           | gategroup Finance Luxembourg SA                                                             | CUSIP: N/A<br>LEI: 529900Q1OR7LI4GOGW68       | Long             | DBT              | CORP              | LU        |      2455000 | PA      | $3176198.91   | 0.03%             | 2027-02-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $17652.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                 | Seagate Data Storage Technology Pte. Ltd.                                                   | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |       241000 | PA      | $254562.30    | 0.00%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                         | American Electric Power Co., Inc.                                                           | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       189467 | NS      | $22693409.93  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                        | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      1539000 | PA      | $1582180.97   | 0.01%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                             | Starwood Property Trust, Inc.                                                               | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       368000 | PA      | $388101.26    | 0.00%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                   | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      1399000 | PA      | $1391961.37   | 0.01%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                | CUSIP: 902613BW7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       145000 | PA      | $146784.05    | 0.00%             | 2036-01-08      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fiber Midco SpA                                                           | Fiber Midco SpA                                                                             | CUSIP: N/A<br>LEI: 8156000AFE5C06C4D309       | Long             | DBT              | CORP              | IT        |       371000 | PA      | $340712.35    | 0.00%             | 2029-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series DM91                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       130527 | NS      | $24676129.35  | 0.23%             | 2026-03-24      | Fixed         | 23.66%                | No            |                  3 | On Loan: No      |
| ION Platform Finance US, Inc.                                             | ION Platform Finance US, Inc.                                                               | CUSIP: 46206AAA0<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |      1299000 | PA      | $1231667.89   | 0.01%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                      | Glencore Funding LLC                                                                        | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      1277000 | PA      | $1156742.27   | 0.01%             | 2031-09-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                          | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |       162010 | NS      | $14064088.10  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2025-SPOT, Class A                                     | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6939439 | PA      | $6952450.13   | 0.07%             | 2040-04-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Aimbridge Topco LLC                                                       | Aimbridge Topco LLC                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         8082 | NS      | $488961.00    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        23600 | NS      | $1956704.74   | 0.02%             | 2026-02-23      | Fixed         | 21.41%                | No            |                  2 | On Loan: No      |
| Primaris REIT                                                             | Primaris REIT                                                                               | CUSIP: 74167K109<br>LEI: 549300WUM45OXSEVOT03 | Long             | EC               | CORP              | CA        |       164634 | NS      | $2001022.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global, Inc.                                                          | S&P Global, Inc.                                                                            | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |       160000 | PA      | $140783.89    | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| QuidelOrtho Corp.                                                         | QuidelOrtho Corp., 1st Lien Term Loan B                                                     | CUSIP: 74840YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1585028 | PA      | $1575121.58   | 0.01%             | 2032-08-20      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-41385.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                                      | ZF Europe Finance BV                                                                        | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |      1100000 | PA      | $1389829.28   | 0.01%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                                       | Carlyle US CLO Ltd., Series 2019-2A, Class AR2                                              | CUSIP: 14316EAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5500000 | PA      | $5525965.50   | 0.05%             | 2037-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                      | Ally Financial, Inc.                                                                        | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       367000 | PA      | $416140.67    | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Sculptor CLO XXIX Ltd.                                                    | Sculptor CLO XXIX Ltd., Series 29A, Class AR                                                | CUSIP: 81124EAQ3<br>LEI: 254900GX0OVY3JW8NA67 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3017082.00   | 0.03%             | 2038-07-22      | Floating      | 5.04%                 | 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        |      1177415 | PA      | $434045.28    | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association                                                       | CUSIP: 3140HXV72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3831000 | PA      | $3539095.23   | 0.03%             | 2030-05-01      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                                       | CNX Resources Corp.                                                                         | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |       128000 | PA      | $133916.54    | 0.00%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SL Green Realty Corp.                                                     | SL Green Realty Corp.                                                                       | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |        47252 | NS      | $2115944.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy Partners LLC                                                 | Viper Energy Partners LLC                                                                   | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |      1493000 | PA      | $1511767.01   | 0.01%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       632000 | PA      | $-2510.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Veritas Newco                                                             | Veritas Newco, Series G-1                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         1987 | NS      | $46685.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KeyBank NA                                                                | Keybank National Association                                                                | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |      1130000 | PA      | $1128413.84   | 0.01%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                       | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1848000 | PA      | $1898382.08   | 0.02%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       143757 | NS      | $7662134.64   | 0.07%             | 2026-02-06      | Fixed         | 11.14%                | No            |                  2 | On Loan: No      |
| Indian Rupee                                                              | Indian Rupee                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IN        |            1 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions, Inc.                                      | Broadridge Financial Solutions, Inc.                                                        | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |         4582 | NS      | $903158.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                            | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |      1765245 | PA      | $2019197.81   | 0.02%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CLO Ltd.                                                      | Eaton Vance CLO Ltd., Series 2019-1A, Class AR2                                             | CUSIP: 27830XAW6<br>LEI: 5493007R7GEORNX00105 | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2507402.50   | 0.02%             | 2037-07-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       342000 | PA      | $8770.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                    | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       200000 | PA      | $245827.38    | 0.00%             | 2029-09-17      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Thaioil Treasury Center Co. Ltd.                                          | Thaioil Treasury Center Co. Ltd.                                                            | CUSIP: 88323RAC9<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |       648000 | PA      | $650786.40    | 0.01%             | 2031-01-15      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM7, Class PT2                                   | CUSIP: 06690AAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18039708 | PA      | $18558558.48  | 0.17%             | 2064-12-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                 | Aon Corp.                                                                                   | CUSIP: 03740LAF9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |       525000 | PA      | $537970.48    | 0.01%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                | Charles Schwab Corp. (The)                                                                  | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       107662 | NS      | $11188235.04  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugai Pharmaceutical Co. Ltd.                                            | Chugai Pharmaceutical Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Long             | EC               | CORP              | JP        |         2600 | NS      | $148513.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clover CLO LLC                                                            | Clover CLO LLC, Series 2018-1A, Class CRR                                                   | CUSIP: 18914GAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2500000 | PA      | $2513835.00   | 0.02%             | 2037-04-20      | Floating      | 6.12%                 | 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        |      3293067 | PA      | $2739087.45   | 0.03%             | 2046-12-25      | Floating      | 4.39%                 | 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      | $263394.74    | 0.00%             | 2049-03-15      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp.                                                     | Southern Copper Corp.                                                                       | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |         7269 | NS      | $1383436.08   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings, Inc.                                                       | Herc Holdings, Inc.                                                                         | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       603000 | PA      | $632886.49    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      1906000 | PA      | $2035796.66   | 0.02%             | 2027-11-22      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                            | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      1106000 | PA      | $1113334.99   | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                  | Cooperatieve Rabobank UA                                                                    | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       266000 | PA      | $365168.29    | 0.00%             | 2174-03-29      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CMG Media Corp.                                                           | CMG Media Corp.                                                                             | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       483000 | PA      | $418437.39    | 0.00%             | 2029-06-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        42785 | NS      | $3249046.14   | 0.03%             | 2026-03-06      | Fixed         | 17.45%                | 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      | $1815956.25   | 0.02%             | 2059-01-15      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Shell plc                                                                 | Shell plc                                                                                   | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |       293718 | NS      | $11290376.35  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                           | Plains All American Pipeline LP                                                             | CUSIP: 726503105<br>LEI: 5521FA2ITF25TVH63740 | Long             |  |  | US        |       220018 | NS      | $4233146.32   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Mortgage LLC                                                       | Rocket Mortgage LLC                                                                         | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |       369000 | PA      | $338826.57    | 0.00%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                             | Sutter Health, Series 20A                                                                   | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |       728000 | PA      | $668599.79    | 0.01%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                        | VICI Properties LP                                                                          | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |       843000 | PA      | $853241.59    | 0.01%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                                          | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      1000000 | PA      | $1286104.75   | 0.01%             | 2029-11-20      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Pure Storage, Inc.                                                        | Pure Storage, Inc., Class A                                                                 | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |        10799 | NS      | $750962.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp.                                                              | Lennar Corp., Class A                                                                       | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |        11018 | NS      | $1204818.30   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                        | Banco Bilbao Vizcaya Argentaria SA                                                          | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |       751000 | PA      | $840242.08    | 0.01%             | 2029-03-19      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                            | Var Energi ASA                                                                              | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | EC               | CORP              | NO        |        13447 | NS      | $49168.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank plc                                                             | HSBC Bank plc, Series 009A                                                                  | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | SN               | CORP              | GB        |        63900 | NS      | $3612864.90   | 0.03%             | 2026-02-26      | Fixed         | 22.50%                | No            |                  2 | On Loan: No      |
| Tenneco, Inc.                                                             | Tenneco, Inc., 1st Lien Term Loan B                                                         | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |      2437000 | PA      | $2409827.45   | 0.02%             | 2028-11-17      | Variable      | 8.99%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                               | FTAI Aviation Investors LLC                                                                 | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      2416000 | PA      | $2449529.25   | 0.02%             | 2033-04-15      | 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      | $-1004.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                         | Philip Morris International, Inc.                                                           | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      4143000 | PA      | $4221020.27   | 0.04%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Market Bidco Finco plc                                                    | Market Bidco Finco plc                                                                      | CUSIP: N/A<br>LEI: 549300UGYX6EBVHRVG53       | Long             | DBT              | CORP              | GB        |      1065000 | PA      | $1248866.91   | 0.01%             | 2031-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                                       | Boels Topholding BV                                                                         | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |       840000 | PA      | $1027406.90   | 0.01%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2018-1A, Class BR                                                 | CUSIP: 17181NAG9<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1006631.10   | 0.01%             | 2038-01-18      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                               | FedEx Corp.                                                                                 | CUSIP: 31428XCD6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       238000 | PA      | $217078.88    | 0.00%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| IndyMac IMSC Mortgage Loan Trust                                          | IndyMac IMSC Mortgage Loan Trust, Series 2007-F2, Class 2A1                                 | CUSIP: 45670JAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2239416 | PA      | $646305.28    | 0.01%             | 2037-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                    | HUB International Ltd., 1st Lien Term Loan                                                  | CUSIP: 44332EAZ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6924358 | PA      | $6918679.84   | 0.07%             | 2030-06-20      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Kleopatra Finco Sarl                                                      | Kleopatra Finco Sarl                                                                        | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |      1231561 | PA      | $1460462.41   | 0.01%             | 2026-08-14      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| TUI AG                                                                    | TUI AG                                                                                      | CUSIP: N/A<br>LEI: 529900SL2WSPV293B552       | Long             | DBT              | CORP              | DE        |       558000 | PA      | $682307.80    | 0.01%             | 2029-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                             | AIB Group plc                                                                               | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |       112639 | NS      | $1259094.83   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Africa Finance Corp.                                                      | Africa Finance Corp.                                                                        | CUSIP: 00830YAF8<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | US        |      1203000 | PA      | $1226927.67   | 0.01%             | 2029-10-08      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Operating Corp.                                           | Gulfport Energy Operating Corp.                                                             | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |       197000 | PA      | $203163.54    | 0.00%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners XII Ltd.                                              | OHA Credit Partners XII Ltd., Series 2015-12A, Class CR2                                    | CUSIP: 67109YBG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2010798.60   | 0.02%             | 2037-04-23      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd.                                            | Nomura Research Institute Ltd.                                                              | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Long             | EC               | CORP              | JP        |        10600 | NS      | $322456.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                   | RHP Hotel Properties LP                                                                     | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       717000 | PA      | $743236.46    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC                                 | Oryx Midstream Services Permian Basin LLC, 1st Lien Term Loan                               | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |      2470546 | PA      | $2469854.34   | 0.02%             | 2028-10-05      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Fortune Star BVI Ltd.                                                     | Fortune Star BVI Ltd.                                                                       | CUSIP: N/A<br>LEI: 2549008CU8NYQQRSNU62       | Long             | DBT              | CORP              | VG        |       490000 | PA      | $575013.29    | 0.01%             | 2030-11-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series DMtk                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |        28000 | NS      | $2122116.52   | 0.02%             | 2026-02-17      | Fixed         | 23.07%                | No            |                  2 | On Loan: No      |
| Planet US Buyer LLC                                                       | Planet US Buyer LLC, 1st Lien Term Loan                                                     | CUSIP: 72706RAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1160276 | PA      | $1159986.09   | 0.01%             | 2031-02-07      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                   | Molina Healthcare, Inc.                                                                     | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       245000 | PA      | $246728.48    | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ocado Group plc                                                           | Ocado Group plc                                                                             | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | DBT              | CORP              | GB        |       325000 | PA      | $454694.08    | 0.00%             | 2030-06-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                   | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      3582000 | PA      | $3443906.52   | 0.03%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Heineken Holding NV                                                       | Heineken Holding NV                                                                         | CUSIP: N/A<br>LEI: 724500M1WJLFM9TYBS04       | Long             | EC               | CORP              | NL        |         1477 | NS      | $109784.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avery Dennison Corp.                                                      | Avery Dennison Corp.                                                                        | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |         4601 | NS      | $853531.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                                            | Wyndham Hotels & Resorts, Inc.                                                              | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |       279000 | PA      | $275785.39    | 0.00%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 5-Year Note                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        15082 | NC      | $-12123556.63 | -0.11%            |  |  |  | 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      | $-156550.01   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nexa Resources SA                                                         | Nexa Resources SA                                                                           | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |       295000 | PA      | $319536.63    | 0.00%             | 2034-04-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                                                | Restoration Hardware, Inc., 1st Lien Term Loan                                              | CUSIP: 76133MAC5<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |       414793 | PA      | $412718.55    | 0.00%             | 2028-10-20      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                                      | Ashton Woods USA LLC                                                                        | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       126000 | PA      | $119226.14    | 0.00%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                                           | Nippon Yusen KK                                                                             | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |        23900 | NS      | $785470.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Mizuho Markets Cayman LP                                                                    | CUSIP: 60701B812<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |         7665 | NS      | $2309809.68   | 0.02%             | 2026-02-20      | Fixed         | 31.52%                | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                        | Vale Overseas Ltd.                                                                          | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |       632000 | PA      | $635096.80    | 0.01%             | 2056-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                | Ares Strategic Income Fund                                                                  | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |       801000 | PA      | $792301.24    | 0.01%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series 1232                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |         7149 | NS      | $1281630.84   | 0.01%             | 2026-03-04      | Fixed         | 23.82%                | No            |                  2 | On Loan: No      |
| Clover Holdings 2 LLC                                                     | Clover Holdings 2 LLC, 1st Lien Term Loan                                                   | CUSIP: 18914DAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2509040 | PA      | $2455722.90   | 0.02%             | 2031-12-09      | Variable      | 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      | $79507.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2021-LBA, Class GJV                                                        | CUSIP: 05609BAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1764885 | PA      | $1764885.00   | 0.02%             | 2036-02-15      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp.                                                | Edwards Lifesciences Corp.                                                                  | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |        18970 | NS      | $1543399.20   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Capital LLC                                                | Outfront Media Capital LLC, 1st Lien Term Loan                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1172000 | PA      | $1176395.00   | 0.01%             | 2032-09-24      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                          | Roche Holding AG                                                                            | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |         2395 | NS      | $1106780.73   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                     | Targa Resources Corp.                                                                       | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |        37000 | PA      | $37894.00     | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                          | Oaktree CLO Ltd., Series 2024-27A, Class B                                                  | CUSIP: 67402UAE6<br>LEI: 2549005VHJ8BB9WPL105 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4012606.00   | 0.04%             | 2037-10-22      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| JET2 plc                                                                  | JET2 plc                                                                                    | CUSIP: N/A<br>LEI: I72RQ3PNLDPW8R7JIJ56       | Long             | EC               | CORP              | GB        |         1441 | NS      | $24428.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                            | Southern California Edison Co., Series G                                                    | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      1010000 | PA      | $909599.72    | 0.01%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Danaos Corp.                                                              | Danaos Corp.                                                                                | CUSIP: 23585WAA2<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |      1890000 | PA      | $1892491.02   | 0.02%             | 2028-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Aisin Corp.                                                               | Aisin Corp.                                                                                 | CUSIP: N/A<br>LEI: 3538004IOK08PDY6I723       | Long             | EC               | CORP              | JP        |         2600 | NS      | $46579.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc., 1st Lien Term Loan B4                                              | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |      5534000 | PA      | $5535383.50   | 0.05%             | 2032-03-29      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Mowi ASA                                                                  | Mowi ASA                                                                                    | CUSIP: N/A<br>LEI: 549300W1OGQF5LZIH349       | Long             | EC               | CORP              | NO        |         3395 | NS      | $78261.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                | Allison Transmission, Inc., 1st Lien Term Loan                                              | CUSIP: 01973KAJ5<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | LON              | CORP              | US        |      1489000 | PA      | $1491978.00   | 0.01%             | 2033-01-03      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series 000E                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        13539 | NS      | $1939308.31   | 0.02%             | 2026-02-24      | Fixed         | 29.02%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Ultra Bond                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1470 | NC      | $-4114081.65  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| BUPA Finance plc                                                          | BUPA Finance plc                                                                            | CUSIP: N/A<br>LEI: ZIMCVQHUFZ8GVHENP290       | Long             | DBT              | CORP              | GB        |       466000 | PA      | $552284.71    | 0.01%             | 2031-09-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                           | PECO Energy Co.                                                                             | CUSIP: 693304BH9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |       218000 | PA      | $218755.40    | 0.00%             | 2035-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Goat Holdco LLC                                                           | Goat Holdco LLC                                                                             | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       287000 | PA      | $294755.60    | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                            | Constellium SE                                                                              | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |      1588000 | PA      | $1537208.93   | 0.01%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Rossini SARL                                                              | Rossini SARL                                                                                | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |       530000 | PA      | $655560.78    | 0.01%             | 2029-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ASMPT Ltd.                                                                | ASMPT Ltd.                                                                                  | CUSIP: N/A<br>LEI: 529900PYFA1HFYKPT360       | Long             | EC               | CORP              | KY        |         4500 | NS      | $60011.93     | 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        |       100000 | PA      | $116969.47    | 0.00%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                                                 | CUSIP: 45344LAH6<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       134000 | PA      | $134335.00    | 0.00%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  13050000000 | PA      | $204002.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                       | Herc Holdings, Inc.                                                                         | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       269000 | PA      | $270909.90    | 0.00%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                          | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      4208000 | PA      | $4332402.28   | 0.04%             | 2034-09-01      | Fixed         | 5.60%                 | 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      | $3503350.20   | 0.03%             | 2035-01-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Clover CLO LLC                                                            | Clover CLO LLC, Series 2018-1A, Class B1RR                                                  | CUSIP: 18914GAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1500000 | PA      | $1502249.85   | 0.01%             | 2037-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                               | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       333000 | PA      | $349769.21    | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                             | RCI Banque SA                                                                               | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1499335.35   | 0.01%             | 2034-10-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                          | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      1262000 | PA      | $1298979.12   | 0.01%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Dawn Bidco LLC                                                            | Dawn Bidco LLC, 1st Lien Term Loan                                                          | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4730000 | PA      | $4588100.00   | 0.04%             | 2032-08-20      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| RealTruck Group, Inc.                                                     | RealTruck Group, Inc., 1st Lien Term Loan                                                   | CUSIP: 89778PAG2<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |       316629 | PA      | $244478.71    | 0.00%             | 2028-01-31      | Variable      | 7.54%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                             | Asbury Automotive Group, Inc.                                                               | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |        68000 | PA      | $66082.50     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2025-3, Class M3                             | CUSIP: 92262RAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       623142 | PA      | $633390.94    | 0.01%             | 2055-06-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                        | Banco Bilbao Vizcaya Argentaria SA                                                          | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |       366983 | NS      | $9315377.33   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Go Daddy Operating Co. LLC                                                | Go Daddy Operating Co. LLC, 1st Lien Term Loan B7                                           | CUSIP: 38017BAW6<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |      1576011 | PA      | $1565940.26   | 0.01%             | 2031-05-30      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                  | Abu Dhabi Developmental Holding Co. PJSC                                                    | CUSIP: 00402D2A2<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |      1116000 | PA      | $1150863.84   | 0.01%             | 2029-05-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HSBC Bank plc                                                             | HSBC Bank plc, Series 0099                                                                  | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | SN               | CORP              | GB        |        51600 | NS      | $4302442.34   | 0.04%             | 2026-02-26      | Fixed         | 15.35%                | No            |                  2 | On Loan: No      |
| Sabre Financial Borrower LLC                                              | Sabre Financial Borrower LLC                                                                | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       878000 | PA      | $887974.08    | 0.01%             | 2029-06-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                   | Veolia Environnement SA                                                                     | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |       167104 | NS      | $6267603.38   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                            | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      3809000 | PA      | $3467072.47   | 0.03%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                       | Kinder Morgan, Inc.                                                                         | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       649000 | PA      | $667459.25    | 0.01%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-35458.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                    | Verisk Analytics, Inc.                                                                      | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |         1918 | NS      | $417088.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heimstaden Bostad AB                                                      | Heimstaden Bostad AB                                                                        | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |       400000 | PA      | $473930.69    | 0.00%             | 2031-01-19      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Pan Pacific International Holdings Corp.                                  | Pan Pacific International Holdings Corp.                                                    | CUSIP: N/A<br>LEI: 529900QLHJM2E18A5763       | Long             | EC               | CORP              | JP        |       133700 | NS      | $791576.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                         | NTT Finance Corp.                                                                           | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      1077000 | PA      | $1091144.90   | 0.01%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                 | Duke Energy Carolinas LLC                                                                   | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |       773000 | PA      | $712361.86    | 0.01%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                 | ATI, Inc.                                                                                   | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |       614000 | PA      | $612114.10    | 0.01%             | 2029-10-01      | 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      | $2904.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                          | Gray Media, Inc.                                                                            | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      1038000 | PA      | $1062676.37   | 0.01%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                              | Jones Deslauriers Insurance Management, Inc.                                                | CUSIP: 48020RAE5<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |       643000 | PA      | $626753.24    | 0.01%             | 2033-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MercadoLibre, Inc.                                                        | MercadoLibre, Inc.                                                                          | CUSIP: 58733RAG7<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |       634000 | PA      | $627767.78    | 0.01%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TAG Immobilien AG                                                         | TAG Immobilien AG                                                                           | CUSIP: N/A<br>LEI: 529900TAE68USJNXLR59       | Long             | EC               | CORP              | DE        |        51752 | NS      | $877990.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Teledyne Technologies, Inc.                                               | Teledyne Technologies, Inc.                                                                 | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |          757 | NS      | $469567.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DCC plc                                                                   | DCC plc                                                                                     | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |         5330 | NS      | $337865.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding 2018-IV Ltd., Series 2018-4A, Class AR                                         | CUSIP: 17181TAJ0<br>LEI: 254900PA63PFHC11GD90 | Long             | ABS-CBDO         | CORP              | KY        |      2700000 | PA      | $2709444.33   | 0.03%             | 2038-01-17      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings, Inc.                                               | Tokio Marine Holdings, Inc.                                                                 | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |        33400 | NS      | $1244903.14   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                                                | GENMAB A/S                                                                                  | CUSIP: 37230JAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |       794000 | PA      | $840337.18    | 0.01%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                              | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1042000 | PA      | $1048832.59   | 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        |       127000 | PA      | $127000.00    | 0.00%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                                                 | CUSIP: 019576AF4<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      2303000 | PA      | $2391678.58   | 0.02%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2025-4, Class B2                                         | CUSIP: 92540UAH0<br>LEI: 2138009ZO3B2B5MAHZ49 | Long             | ABS-MBS          | CORP              | US        |       500000 | PA      | $504477.35    | 0.00%             | 2070-05-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                   | BASF SE                                                                                     | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |         3877 | NS      | $210187.66    | 0.00%             |  |  |  | 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        |       251436 | PA      | $85026.67     | 0.00%             | 2031-09-17      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Almaviva-The Italian Innovation Co. SpA                                   | Almaviva-The Italian Innovation Co. SpA                                                     | CUSIP: N/A<br>LEI: 815600A862DA4DD9E211       | Long             | DBT              | CORP              | IT        |      1600000 | PA      | $1880242.28   | 0.02%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fortrex Holdings LLC                                                      | Fortrex Holdings LLC                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         7924 | NS      | $213948.00    | 0.00%             |  |  |  | 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      | $11397.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quartz AcquireCo LLC                                                      | Quartz AcquireCo LLC, 1st Lien Term Loan B2                                                 | CUSIP: 74773KAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1561486 | PA      | $1506833.94   | 0.01%             | 2030-06-28      | Variable      | 5.92%                 | 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      | $-3674.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |         8191 | NS      | $823734.14    | 0.01%             | 2026-03-06      | Fixed         | 20.83%                | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                        | Berry Global, Inc.                                                                          | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |      4019000 | PA      | $4252649.43   | 0.04%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                              | Ameren Corp.                                                                                | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        22599 | NS      | $2334024.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2016-C37, Class C                             | CUSIP: 95000PAL8<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-MBS          | CORP              | US        |      2803000 | PA      | $2749543.43   | 0.03%             | 2049-12-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                      | Anheuser-Busch InBev Worldwide, Inc.                                                        | CUSIP: 035240AE0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |       140000 | PA      | $157062.71    | 0.00%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                | CUSIP: 902613BW7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       455000 | PA      | $460598.24    | 0.00%             | 2036-01-08      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                    | OCP SA                                                                                      | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |      1221000 | PA      | $1329723.95   | 0.01%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                           | Permian Resources Operating LLC                                                             | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       533000 | PA      | $558744.43    | 0.01%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| California Buyer Ltd.                                                     | California Buyer Ltd.                                                                       | CUSIP: 13005HAA8<br>LEI: 254900V5SMQ1UP1CLC26 | Long             | DBT              | CORP              | GB        |       236000 | PA      | $235337.83    | 0.00%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                     | Targa Resources Corp.                                                                       | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |        27000 | PA      | $29527.34     | 0.00%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        22279 | NS      | $1773324.16   | 0.02%             | 2026-02-18      | Fixed         | 20.05%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       758200 | NS      | $4737330.93   | 0.04%             | 2026-03-23      | Fixed         | 19.08%                | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                        | Toyota Motor Corp.                                                                          | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |       385300 | NS      | $8733019.91   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       260000 | PA      | $261105.18    | 0.00%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2023-1, Class M5                             | CUSIP: 92259VAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2003429 | PA      | $1931462.54   | 0.02%             | 2053-01-25      | Variable      | 9.63%                 | No            |                  2 | On Loan: No      |
| M6 ETX Holdings II Midco LLC                                              | M6 ETX Holdings II Midco LLC, 1st Lien Term Loan                                            | CUSIP: 55285DAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       897170 | PA      | $896792.83    | 0.01%             | 2032-04-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                                              | Worldline SA                                                                                | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |       113800 | PA      | $134555.30    | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7673.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                       | Coca-Cola Co. (The)                                                                         | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       167736 | NS      | $12548330.16  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Reworld Holding Corp.                                                     | Reworld Holding Corp., 1st Lien Term Loan                                                   | CUSIP: 22282GAR8<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |       615000 | PA      | $614040.60    | 0.01%             | 2031-01-15      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                                               | USA Compression Partners LP                                                                 | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1435000 | PA      | $1453650.70   | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                        | Chemours Co. (The)                                                                          | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      1063000 | PA      | $1054192.73   | 0.01%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                        | United Airlines Pass-Through Trust, Series 2020-1, Class A                                  | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |            1 | PA      | $1.19         | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                   | Quikrete Holdings, Inc.                                                                     | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |       978000 | PA      | $1016012.90   | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bayer Corp.                                                               | Bayer Corp.                                                                                 | CUSIP: 072732AC4<br>LEI: 54930050NR9YMICYZM28 | Long             | DBT              | CORP              | US        |       826000 | PA      | $864682.36    | 0.01%             | 2028-02-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Jardine Matheson Holdings Ltd.                                            | Jardine Matheson Holdings Ltd.                                                              | CUSIP: N/A<br>LEI: 2138009KENVUNWOLPK41       | Long             | EC               | CORP              | BM        |         6900 | NS      | $502857.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                                      | Henkel AG & Co. KGaA                                                                        | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EC               | CORP              | DE        |         5592 | NS      | $461614.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                                                 | CUSIP: 019579AA9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |       921000 | PA      | $908539.33    | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                                                   | DuPont de Nemours, Inc.                                                                     | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |         5683 | NS      | $249597.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar, Inc.                                                         | Caterpillar, Inc.                                                                           | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |         2883 | NS      | $1895168.88   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sappi Papier Holding GmbH                                                 | Sappi Papier Holding GmbH                                                                   | CUSIP: N/A<br>LEI: 549300XBCUMUR5CI0181       | Long             | DBT              | CORP              | AT        |      1760000 | PA      | $1991384.22   | 0.02%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                | Melco Resorts Finance Ltd.                                                                  | CUSIP: 58547DAE9<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $199774.00    | 0.00%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| System Energy Resources, Inc.                                             | System Energy Resources, Inc.                                                               | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       927000 | PA      | $936241.65    | 0.01%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ping Identity Holding Corp.                                               | Ping Identity Holding Corp., 1st Lien Term Loan                                             | CUSIP: 72342MAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       875000 | PA      | $866617.50    | 0.01%             | 2032-11-15      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                          | CMS Energy Corp.                                                                            | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       275410 | NS      | $19689060.90  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Azorra Finance Ltd.                                                       | Azorra Finance Ltd.                                                                         | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |       176000 | PA      | $185227.68    | 0.00%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                                       | Carlyle US CLO Ltd., Series 2019-3A, Class A2RR                                             | CUSIP: 14314HBA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3019556.70   | 0.03%             | 2037-04-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                     | Dominion Energy, Inc.                                                                       | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |        85000 | PA      | $87391.48     | 0.00%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                                                | Genmab A/S                                                                                  | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |         1490 | NS      | $485420.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brazilian Real                                                            | Brazilian Real                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | BR        |      3228632 | OU      | $613487.70    | 0.01%             |  |  |  | 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      | $-273.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO IX Ltd.                                                       | Elmwood CLO IX Ltd., Series 2021-2A, Class CR                                               | CUSIP: 29003UAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1512279.75   | 0.01%             | 2038-04-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| WH Group Ltd.                                                             | WH Group Ltd.                                                                               | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |       121000 | NS      | $142791.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      3013000 | PA      | $3145899.30   | 0.03%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                                        | AmWINS Group, Inc.                                                                          | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |       230000 | PA      | $235998.86    | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                   | Citigroup Global Markets Holdings, Inc., Series DM5C                                        | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |        41416 | NS      | $18026392.18  | 0.17%             | 2026-03-03      | Fixed         | 14.59%                | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2023-2, Class B1                                         | CUSIP: 92539DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $998987.50    | 0.01%             | 2068-03-25      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings, Inc.                                          | SS&C Technologies Holdings, Inc.                                                            | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |       125874 | NS      | $10307821.86  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Building Solutions, Inc.                                         | Standard Building Solutions, Inc.                                                           | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      1256000 | PA      | $1283829.19   | 0.01%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 64B-R Ltd.                                     | Golub Capital Partners CLO 64B-R Ltd., Series 2022-64A, Class AR                            | CUSIP: 38180LAA3<br>LEI: 2549003ONNJ1D27UVJ28 | Long             | ABS-CBDO         | CORP              | JE        |      2000000 | PA      | $2009352.60   | 0.02%             | 2037-10-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                | Baxter International, Inc.                                                                  | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |       355000 | PA      | $346768.26    | 0.00%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC                                            | Rivers Enterprise Borrower LLC                                                              | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       188000 | PA      | $191354.30    | 0.00%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                                                   | Canyon Capital CLO Ltd., Series 2022-1A, Class C                                            | CUSIP: 13877JAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2001902.00   | 0.02%             | 2035-04-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                                        | Zegona Finance plc                                                                          | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |      1606627 | PA      | $1998451.88   | 0.02%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                               | L3Harris Technologies, Inc.                                                                 | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |        13440 | NS      | $4607904.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                                 | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |        13708 | NS      | $2579708.52   | 0.02%             |  |  |  | No            |                  1 | 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        |      2647013 | PA      | $969639.21    | 0.01%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Terumo Corp.                                                              | Terumo Corp.                                                                                | CUSIP: N/A<br>LEI: 353800JX1R4582QVK932       | Long             | EC               | CORP              | JP        |        73800 | NS      | $965397.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                                  | Infineon Technologies AG                                                                    | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | EC               | CORP              | DE        |         9591 | NS      | $468832.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                            | Carnival Corp.                                                                              | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      3068000 | PA      | $3150909.63   | 0.03%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                    | TK Elevator Midco GmbH                                                                      | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | CORP              | DE        |       193000 | PA      | $229610.66    | 0.00%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc., 1st Lien Term Loan                                                        | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |      5136409 | PA      | $5138977.56   | 0.05%             | 2031-04-16      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Welltower, Inc.                                                           | Welltower, Inc.                                                                             | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |        23286 | NS      | $4386150.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Barracuda Networks, Inc.                                                  | Barracuda Networks, Inc., 1st Lien Term Loan                                                | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |      1876196 | PA      | $1442325.98   | 0.01%             | 2029-08-15      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                                    | Neptune Bidco US, Inc.                                                                      | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |       567000 | PA      | $582199.00    | 0.01%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2025-ARIA, Class A                                                         | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9185000 | PA      | $9340968.65   | 0.09%             | 2042-12-13      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                        | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |       247000 | PA      | $298737.73    | 0.00%             | 2028-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Paint Intermediate III LLC                                                | Paint Intermediate III LLC, 1st Lien Term Loan B                                            | CUSIP: 69575EAL3<br>LEI: 549300C2JJM7BNZTR054 | Long             | LON              | CORP              | US        |       680855 | PA      | $677879.66    | 0.01%             | 2031-10-09      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        56104 | NS      | $18722686.20  | 0.18%             | 2026-02-27      | Fixed         | 25.07%                | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                                      | Coterra Energy, Inc.                                                                        | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |       112826 | NS      | $3255030.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Asurion LLC                                                               | Asurion LLC, 1st Lien Term Loan B12                                                         | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      1594575 | PA      | $1596281.36   | 0.02%             | 2030-09-19      | Variable      | 7.97%                 | 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      | $6517743.05   | 0.06%             | 2033-04-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co. Ltd.                                              | Japan Post Holdings Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |        52900 | NS      | $636536.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                     | Targa Resources Corp.                                                                       | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       136000 | PA      | $145318.35    | 0.00%             | 2033-03-15      | Fixed         | 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      | $32318.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      8524000 | PA      | $14264.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                                                 | ION Platform Finance SARL                                                                   | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |       562000 | PA      | $600558.67    | 0.01%             | 2032-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                               | Chobani LLC, 1st Lien Term Loan                                                             | CUSIP: 17026YAL3<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |      6354000 | PA      | $6361942.50   | 0.06%             | 2032-10-28      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                          | DTE Electric Co.                                                                            | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |       208000 | PA      | $214442.68    | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                                         | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |       359000 | PA      | $364431.39    | 0.00%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       240000 | PA      | $-2703.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services, Inc.                                        | West Pharmaceutical Services, Inc.                                                          | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |         6547 | NS      | $1513142.64   | 0.01%             |  |  |  | No            |                  1 | 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        |       177022 | PA      | $178327.94    | 0.00%             | 2029-01-15      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Co.                                              | Interstate Power & Light Co.                                                                | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |       136000 | PA      | $142985.51    | 0.00%             | 2033-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                        | General Motors Financial Co., Inc.                                                          | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      1050000 | PA      | $1050116.93   | 0.01%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                    | HUB International Ltd.                                                                      | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      4306000 | PA      | $4492682.32   | 0.04%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series 000D                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |         5377 | NS      | $3214091.45   | 0.03%             | 2026-02-24      | Fixed         | 18.51%                | No            |                  2 | On Loan: No      |
| Spire, Inc.                                                               | Spire, Inc.                                                                                 | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |        55167 | NS      | $4661059.83   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH                                    | Techem Verwaltungsgesellschaft 675 mbH                                                      | CUSIP: N/A<br>LEI: 529900N0M7FQHNAV1A41       | Long             | DBT              | CORP              | DE        |       400000 | PA      | $477293.65    | 0.00%             | 2032-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Learfield Communications LLC                                              | Learfield Communications LLC                                                                | CUSIP: N/A<br>LEI: 549300177GK4LMS8T214       | Long             | EC               | CORP              | US        |         4682 | NS      | $524384.00    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Univision Communications, Inc.                                            | Univision Communications, Inc.                                                              | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      2374000 | PA      | $2449960.88   | 0.02%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                            | CUSIP: 02090DAC2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       579078 | PA      | $564497.30    | 0.01%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                    | Norfolk Southern Corp.                                                                      | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        16481 | NS      | $4799926.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                        | Canadian Imperial Bank of Commerce                                                          | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |        11859 | NS      | $5152263.19   | 0.05%             | 2026-03-11      | Fixed         | 30.10%                | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                              | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      2865000 | PA      | $2870423.39   | 0.03%             | 2030-01-09      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -6393000 | PA      | $-48659.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                            | Takeda Pharmaceutical Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |        10400 | NS      | $354013.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                            | EchoStar Corp.                                                                              | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      2377666 | PA      | $2606445.02   | 0.02%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Project Boost Purchaser LLC                                               | Project Boost Purchaser LLC, 1st Lien Term Loan                                             | CUSIP: 74339NAG1<br>LEI: 254900SVSL94NTLSDY26 | Long             | LON              | CORP              | US        |      2844527 | PA      | $2790680.58   | 0.03%             | 2031-07-16      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Chilean Peso                                                              | Chilean Peso                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CL        |       343476 | OU      | $393.07       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1640000 | PA      | $1653566.39   | 0.02%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2005-61, Class 1A1                                           | CUSIP: 12668AVL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       124637 | PA      | $117775.64    | 0.00%             | 2035-12-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes VII DAC                            | Virgin Media O2 Vendor Financing Notes VII DAC                                              | CUSIP: N/A<br>LEI: 984500871CCF07442C21       | Long             | DBT              | CORP              | IE        |       349000 | PA      | $411976.13    | 0.00%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                            | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |       263719 | PA      | $302971.43    | 0.00%             | 2031-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                                    | Amentum Holdings, Inc., 1st Lien Term Loan                                                  | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |      1869340 | PA      | $1867003.33   | 0.02%             | 2031-09-29      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| AlixPartners LLP                                                          | AlixPartners LLP, 1st Lien Term Loan                                                        | CUSIP: 01642PBE5<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |      3857664 | PA      | $3832859.55   | 0.04%             | 2032-08-12      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                               | AvalonBay Communities, Inc.                                                                 | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |        17511 | NS      | $3111179.37   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $162845.27    | 0.00%             |  |  |  | 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        |      3922467 | PA      | $3309344.01   | 0.03%             | 2046-11-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        31187 | NS      | $11444193.51  | 0.11%             | 2026-02-04      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| Nemetschek SE                                                             | Nemetschek SE                                                                               | CUSIP: N/A<br>LEI: 529900R0S2IX1S358J38       | Long             | EC               | CORP              | DE        |         5390 | NS      | $470948.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                        | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      1035000 | PA      | $1113660.00   | 0.01%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Concentra Health Services, Inc.                                           | Concentra Health Services, Inc.                                                             | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |       208000 | PA      | $217777.04    | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                            | Morgan Stanley Capital I Trust, Series 2024-NSTB, Class A                                   | CUSIP: 61690BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3420005 | PA      | $3375176.07   | 0.03%             | 2057-09-24      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                | Outfront Media Capital LLC                                                                  | CUSIP: 69007TAE4<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |       155000 | PA      | $151291.63    | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                   | Simon Property Group LP                                                                     | CUSIP: 828807DZ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |      2780000 | PA      | $2793347.14   | 0.03%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                         | Hertz Corp. (The)                                                                           | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |       155000 | PA      | $156021.30    | 0.00%             | 2029-07-15      | Fixed         | 12.62%                | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance, Inc.                                      | Bain Capital Specialty Finance, Inc.                                                        | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |        75000 | PA      | $74879.87     | 0.00%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-BRBK, Class A                                     | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7280000 | PA      | $7298200.00   | 0.07%             | 2041-10-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Murphy Oil Corp.                                                          | Murphy Oil Corp.                                                                            | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |        58000 | PA      | $50823.64     | 0.00%             | 2042-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Noble Finance II LLC                                                      | Noble Finance II LLC                                                                        | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        83000 | PA      | $86523.76     | 0.00%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties, Inc.                                                     | VICI Properties, Inc.                                                                       | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |        14479 | NS      | $406570.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Birch Grove CLO 9 Ltd.                                                    | Birch Grove CLO 9 Ltd., Series 2024-9A, Class B                                             | CUSIP: 09077WAE8<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2007465.60   | 0.02%             | 2037-10-22      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| HealthEquity, Inc.                                                        | HealthEquity, Inc.                                                                          | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |      1648000 | PA      | $1606400.52   | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chemours Co. LLC                                                          | Chemours Co. LLC, 1st Lien Term Loan B4                                                     | CUSIP: 16384YAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3757273 | PA      | $3729093.42   | 0.04%             | 2032-10-15      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                | Aviation Capital Group LLC                                                                  | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      2394000 | PA      | $2361308.92   | 0.02%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International SARL                                          | Cirsa Finance International SARL                                                            | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |       497000 | PA      | $594565.02    | 0.01%             | 2032-10-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Unique Pub Finance Co. plc (The)                                          | Unique Pub Finance Co. plc (The), Series N                                                  | CUSIP: N/A<br>LEI: 213800FOMWLKHQTI5562       | Long             | ABS-O            | CORP              | GB        |      1337976 | PA      | $1916455.13   | 0.02%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                               | Rogers Communications, Inc., Class B                                                        | CUSIP: 775109200<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | EC               | CORP              | CA        |        51555 | NS      | $1949294.55   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co.                                                                    | 3M Co.                                                                                      | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      1307000 | PA      | $1334660.50   | 0.01%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -2131000 | PA      | $-11445.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                               | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      3595000 | PA      | $3316500.74   | 0.03%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                                  | Advance Auto Parts, Inc.                                                                    | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |       258000 | PA      | $262374.36    | 0.00%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        38900 | NS      | $2927226.62   | 0.03%             | 2026-03-05      | Fixed         | 9.30%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                         | PennyMac Financial Services, Inc.                                                           | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       658000 | PA      | $664010.83    | 0.01%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Forint                                                                    | Forint                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HU        |          383 | OU      | $1.19         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Antofagasta plc                                                           | Antofagasta plc                                                                             | CUSIP: 03718NAA4<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |       674000 | PA      | $608055.84    | 0.01%             | 2030-10-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        43900 | NS      | $1784650.11   | 0.02%             | 2026-03-16      | Fixed         | 13.37%                | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd.                                                        | Swire Pacific Ltd., Class A                                                                 | CUSIP: N/A<br>LEI: 549300KZOZHII0DGF611       | Long             | EC               | CORP              | HK        |        15000 | NS      | $144748.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of North Macedonia                                               | Republic of North Macedonia                                                                 | CUSIP: N/A<br>LEI: 635400RD1N6RVNCE4958       | Long             | DBT              | NUSS              | MK        |       498000 | PA      | $607918.98    | 0.01%             | 2027-03-13      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| Singapore Dollar                                                          | Singapore Dollar                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SG        |        12671 | OU      | $9960.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Warehouses De Pauw CVA                                                    | Warehouses De Pauw CVA                                                                      | CUSIP: N/A<br>LEI: 549300HWDYC5JXC85138       | Long             | EC               | CORP              | BE        |       127626 | NS      | $3616365.30   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                              | Sabine Pass Liquefaction LLC                                                                | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |        19000 | PA      | $19020.70     | 0.00%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                              | CUSIP: 05565ALQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       924000 | PA      | $867642.56    | 0.01%             | 2030-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2025-DSC2, Class B1                                      | CUSIP: 46659VAG3<br>LEI: 529900SXYOW2J5ABY729 | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $1992250.81   | 0.02%             | 2065-10-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                                        | Aston Martin Capital Holdings Ltd.                                                          | CUSIP: N/A<br>LEI: 213800H4GKEF3CJ8C774       | Long             | DBT              | CORP              | JE        |      1488000 | PA      | $1831879.15   | 0.02%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| New Mountain CLO 3 Ltd.                                                   | New Mountain CLO 3 Ltd., Series CLO-3A, Class BR                                            | CUSIP: 647550AU6<br>LEI: 549300CEYMYPINCEX579 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1008011.50   | 0.01%             | 2038-10-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                  | Diamondback Energy, Inc.                                                                    | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |       950000 | PA      | $976879.34    | 0.01%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Alpha Star Holding IX Ltd.                                                | Alpha Star Holding IX Ltd.                                                                  | CUSIP: N/A<br>LEI: 254900IL2SBV9ANGBE89       | Long             | DBT              | CORP              | AE        |       740000 | PA      | $756650.00    | 0.01%             | 2028-08-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PAREXEL International Corp.                                               | PAREXEL International Corp., 1st Lien Term Loan                                             | CUSIP: 71911KAF1<br>LEI: 549300GCZVUYB6P2OA17 | Long             | LON              | CORP              | US        |      4772516 | PA      | $4768555.12   | 0.04%             | 2031-12-12      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-23721.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                                           | Rand Parent LLC, 1st Lien Term Loan B                                                       | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2225511 | PA      | $2227936.53   | 0.02%             | 2030-03-18      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                                 | UKG, Inc.                                                                                   | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      3176000 | PA      | $3173439.83   | 0.03%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tenneco, Inc.                                                             | Tenneco, Inc.                                                                               | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |       812000 | PA      | $816832.21    | 0.01%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                  | Comstock Resources, Inc.                                                                    | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |       667000 | PA      | $671252.79    | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Finastra USA, Inc.                                                        | Finastra USA, Inc., 1st Lien Term Loan                                                      | CUSIP: 31772YAD8<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |      6251000 | PA      | $5485252.50   | 0.05%             | 2032-09-15      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| AAR Escrow Issuer LLC                                                     | AAR Escrow Issuer LLC                                                                       | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1212000 | PA      | $1254409.88   | 0.01%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pattern Energy Operations LP                                              | Pattern Energy Operations LP                                                                | CUSIP: 70339PAA7<br>LEI: 254900P898KPCM50SP51 | Long             | DBT              | CORP              | US        |        89000 | PA      | $88143.21     | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRQ Sales LLC                                                             | TRQ Sales LLC, 1st Lien Term Loan                                                           | CUSIP: 89776TAB7<br>LEI: 254900RI25V4FBT02P38 | Long             | LON              | CORP              | US        |      1222000 | PA      | $1214362.50   | 0.01%             | 2032-12-30      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                                 | Zurich Insurance Group AG                                                                   | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |         2262 | NS      | $1609236.50   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities Trust                              | Natixis Commercial Mortgage Securities Trust, Series 2017-75B, Class XA                     | CUSIP: 63874EAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40610000 | PA      | $98211.22     | 0.00%             | 2037-04-10      | Variable      | 0.20%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                           | Naked Juice LLC, 1st Lien Term Loan                                                         | CUSIP: 62984CAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       964315 | PA      | $200751.05    | 0.00%             | 2030-01-24      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       450000 | PA      | $468975.70    | 0.00%             | 2030-02-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Gibson Energy, Inc.                                                       | Gibson Energy, Inc.                                                                         | CUSIP: 374825206<br>LEI: 549300WYW5D9I3FR0643 | Long             | EC               | CORP              | CA        |        53734 | NS      | $1057987.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Fudosan Co. Ltd.                                                   | Mitsui Fudosan Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |       787500 | NS      | $9030187.87   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                                      | ZF Europe Finance BV                                                                        | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |       500000 | PA      | $586485.04    | 0.01%             | 2027-10-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Insulet Corp.                                                             | Insulet Corp.                                                                               | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |       187000 | PA      | $194611.65    | 0.00%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                              | McAfee Corp., 1st Lien Term Loan B1                                                         | CUSIP: 57906HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2740795 | PA      | $2418751.25   | 0.02%             | 2029-03-01      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                          | Vedanta Resources Finance II plc                                                            | CUSIP: 92243XAM3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |       298000 | PA      | $313794.00    | 0.00%             | 2030-07-24      | Fixed         | 9.47%                 | No            |                  2 | On Loan: No      |
| MSOF BEACON LLC                                                           | MSOF Beacon LLC, 1st Lien Term Loan                                                         | CUSIP: 62477VAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1555000 | PA      | $1552574.20   | 0.01%             | 2032-12-23      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                | Procter & Gamble Co. (The)                                                                  | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |        58294 | NS      | $8847280.38   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                            | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1743000 | PA      | $1745089.80   | 0.02%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                          | ABN AMRO Bank NV                                                                            | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |       700000 | PA      | $892978.21    | 0.01%             | 2034-09-22      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Aena SME SA                                                               | Aena SME SA                                                                                 | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |       618667 | NS      | $19214299.44  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      3905000 | PA      | $3956461.18   | 0.04%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      2488000 | PA      | $-5119.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                               | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |        84026 | NS      | $7322534.74   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                  | American Homes 4 Rent LP                                                                    | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |       610000 | PA      | $572931.51    | 0.01%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     46671000 | PA      | $-4495.15     | -0.00%            |  |  |  | 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        |       950358 | PA      | $906005.19    | 0.01%             | 2027-10-01      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                             | ION Platform Finance US, Inc.                                                               | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |      1559000 | PA      | $1367264.98   | 0.01%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                              | Atrium Hotel Portfolio Trust, Series 2017-ATRM, Class D                                     | CUSIP: 04965JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3624000 | PA      | $3460920.00   | 0.03%             | 2036-12-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Blackfin Pipeline LLC                                                     | Blackfin Pipeline LLC, 1st Lien Term Loan                                                   | CUSIP: N/A<br>LEI: 254900F4BUS186SK8A51       | Long             | LON              | CORP              | US        |       750000 | PA      | $754372.50    | 0.01%             | 2032-10-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                        | General Motors Financial Co., Inc.                                                          | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      3814000 | PA      | $3875393.00   | 0.04%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc., 1st Lien Term Loan B1                                          | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |      6206200 | PA      | $6156550.47   | 0.06%             | 2031-02-06      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                               | FedEx Corp.                                                                                 | CUSIP: 31428XBV7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       414000 | PA      | $399548.77    | 0.00%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                   | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      1745000 | PA      | $1742555.08   | 0.02%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE, Series 000y                                                       | CUSIP: 61778P700<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        80460 | NS      | $20948747.11  | 0.20%             | 2026-02-10      | Fixed         | 13.42%                | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                          | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      2084000 | PA      | $2048287.78   | 0.02%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                        | Light & Wonder International, Inc.                                                          | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       183000 | PA      | $187876.95    | 0.00%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 9 Ltd.                                                   | Silver Point CLO 9 Ltd., Series 2025-9A, Class A1                                           | CUSIP: 82809VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5023715.00   | 0.05%             | 2038-03-31      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                                                | Agilent Technologies, Inc.                                                                  | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |        19397 | NS      | $2596288.45   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Daifuku Co. Ltd.                                                          | Daifuku Co. Ltd.                                                                            | CUSIP: N/A<br>LEI: 3538006FG1W4X3MYHL36       | Long             | EC               | CORP              | JP        |         3700 | NS      | $132730.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class B1                                    | CUSIP: 06744WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       660400 | PA      | $667273.64    | 0.01%             | 2065-01-25      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                                   | Ellucian Holdings, Inc., 2nd Lien Term Loan                                                 | CUSIP: 28917XAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       703000 | PA      | $686303.75    | 0.01%             | 2032-11-15      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC                                                | Weber-Stephen Products LLC, 1st Lien Term Loan B                                            | CUSIP: 94767KAR2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2479000 | PA      | $2475901.25   | 0.02%             | 2032-10-01      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                                | Grifols SA                                                                                  | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |       290000 | PA      | $342330.64    | 0.00%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        15364 | NS      | $3199330.20   | 0.03%             | 2026-02-20      | Fixed         | 18.16%                | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                             | Schaeffler AG                                                                               | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |       800000 | PA      | $968631.08    | 0.01%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                              | Performance Food Group, Inc.                                                                | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       852000 | PA      | $875053.36    | 0.01%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CitiMortgage Alternative Loan Trust                                       | CitiMortgage Alternative Loan Trust, Series 2007-A1, Class 1A5                              | CUSIP: 12566QAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        47846 | PA      | $43587.79     | 0.00%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wilsonart LLC                                                             | Wilsonart LLC, 1st Lien Term Loan                                                           | CUSIP: 97246FAM8<br>LEI: 549300SAZRUMYKDJBY14 | Long             | LON              | CORP              | US        |      5129507 | PA      | $4960233.70   | 0.05%             | 2031-08-05      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                     | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       820000 | PA      | $4417074.80   | 0.04%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                                | National Bank of Greece SA                                                                  | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | DBT              | CORP              | GR        |      1062000 | PA      | $1362896.80   | 0.01%             | 2035-06-28      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Terranea Resort                                                           | Terranea Resort, 1st Lien Term Loan                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5600000 | PA      | $5600000.00   | 0.05%             | 2027-01-01      | Variable      | 8.63%                 | No            |                  3 | On Loan: No      |
| Georgia Power Co.                                                         | Georgia Power Co.                                                                           | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |       168000 | PA      | $173206.91    | 0.00%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MASTR Asset-Backed Securities Trust                                       | MASTR Asset-Backed Securities Trust, Series 2006-AM2, Class A4                              | CUSIP: 57645FAQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1579493 | PA      | $1494549.74   | 0.01%             | 2036-06-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                    | Chart Industries, Inc.                                                                      | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |       398000 | PA      | $419016.79    | 0.00%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                              | Rockies Express Pipeline LLC                                                                | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |       162000 | PA      | $161496.67    | 0.00%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                              | Fiserv, Inc.                                                                                | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       742000 | PA      | $762362.55    | 0.01%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                             | Fortress Intermediate 3, Inc.                                                               | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |      1932000 | PA      | $1968002.96   | 0.02%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                                | Amneal Pharmaceuticals LLC                                                                  | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |       269000 | PA      | $283248.66    | 0.00%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zrt.                                            | Magyar Export-Import Bank Zrt.                                                              | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |      1201000 | PA      | $1233282.88   | 0.01%             | 2027-12-04      | Fixed         | 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      | $-9025.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA, Series 2034                                                                   | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $194218.43    | 0.00%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                             | Schaeffler AG                                                                               | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |       400000 | PA      | $503799.26    | 0.00%             | 2031-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza, Inc.                                                      | Domino's Pizza, Inc.                                                                        | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |         1340 | NS      | $549842.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1665000 | PA      | $1692229.41   | 0.02%             | 2035-02-05      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| West Japan Railway Co.                                                    | West Japan Railway Co.                                                                      | CUSIP: N/A<br>LEI: 353800QGUXHZ7EBCR121       | Long             | EC               | CORP              | JP        |          900 | NS      | $18391.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                     | WR Grace Holdings LLC                                                                       | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |       950000 | PA      | $944752.37    | 0.01%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Modernland Overseas Pte. Ltd.                                             | Modernland Overseas Pte. Ltd.                                                               | CUSIP: N/A<br>LEI: 254900HQ9F9WCPKERQ02       | Long             | DBT              | CORP              | SG        |      1075021 | PA      | $354939.68    | 0.00%             | 2027-04-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                    | Standard Chartered plc                                                                      | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |        28185 | NS      | $721153.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |         2619 | NS      | $1168836.38   | 0.01%             | 2026-02-18      | Fixed         | 23.45%                | No            |                  2 | On Loan: No      |
| J Sainsbury plc                                                           | J Sainsbury plc                                                                             | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |        62252 | NS      | $272770.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                                                     | Kaiser Aluminum Corp.                                                                       | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2097000 | PA      | $2024389.49   | 0.02%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apidos Loan Fund Ltd.                                                     | Apidos Loan Fund Ltd., Series 2024-1A, Class A1R                                            | CUSIP: 037986AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2009372.00   | 0.02%             | 2038-10-25      | Floating      | 4.92%                 | 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      | $87113.95     | 0.00%             | 2035-08-10      | Variable      | 0.19%                 | 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      | $15235.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICON Luxembourg SARL                                                      | ICON Luxembourg SARL, 1st Lien Term Loan                                                    | CUSIP: L5000DAE7<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |       571083 | PA      | $572350.39    | 0.01%             | 2028-07-03      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        75500 | NS      | $6699771.41   | 0.06%             | 2026-03-16      | Fixed         | 21.00%                | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                                                 | ION Platform Finance SARL                                                                   | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |       729000 | PA      | $794510.52    | 0.01%             | 2030-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                         | PennyMac Financial Services, Inc.                                                           | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       721000 | PA      | $736832.44    | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                                        | Chord Energy Corp.                                                                          | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |       124000 | PA      | $128547.30    | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2020-4A, Class A1R                                                | CUSIP: 12562RAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2510896.00   | 0.02%             | 2040-01-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Intrum Investments & Financing AB                                         | Intrum Investments & Financing AB                                                           | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |       487148 | PA      | $508065.24    | 0.00%             | 2029-09-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BAMLL Trust                                                               | BAMLL Trust, Series 2024-BHP, Class A                                                       | CUSIP: 05493WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17580000 | PA      | $17608379.39  | 0.17%             | 2039-08-15      | Floating      | 6.03%                 | 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      | $3082450.14   | 0.03%             | 2046-09-25      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure LP                                                    | XPLR Infrastructure LP                                                                      | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |      1506000 | PA      | $1477837.80   | 0.01%             | 2026-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                           | Lehman XS Trust, Series 2007-20N, Class A1                                                  | CUSIP: 52525AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4200862 | PA      | $4259949.64   | 0.04%             | 2037-12-25      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Endesa SA                                                                 | Endesa SA                                                                                   | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |        18430 | NS      | $679192.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                            | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      2490000 | PA      | $2487230.52   | 0.02%             | 2031-12-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                            | Blackstone Private Credit Fund                                                              | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |      1655000 | PA      | $1629949.82   | 0.02%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                     | Global Payments, Inc.                                                                       | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       754000 | PA      | $676432.92    | 0.01%             | 2031-11-15      | Fixed         | 2.90%                 | 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      | $-9712.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO 2 Ltd.                                                  | Kennedy Lewis CLO 2 Ltd., Series 2A, Class AR2                                              | CUSIP: 370910AC5<br>LEI: 5493009C48K5WG4EX118 | Long             | ABS-CBDO         | CORP              | KY        |      7965000 | PA      | $7995538.61   | 0.08%             | 2037-10-22      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                             | NYC Commercial Mortgage Trust, Series 2025-3BP, Class A                                     | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3197000 | PA      | $3198998.13   | 0.03%             | 2042-02-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                                       | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       195000 | PA      | $197888.86    | 0.00%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                                                 | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       238000 | PA      | $236068.06    | 0.00%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |         4544 | NS      | $1342212.11   | 0.01%             | 2026-02-13      | Fixed         | 16.34%                | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                | Melco Resorts Finance Ltd.                                                                  | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |       686000 | PA      | $683643.59    | 0.01%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Loxam SAS                                                                 | Loxam SAS                                                                                   | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |       558000 | PA      | $667211.24    | 0.01%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      2095000 | PA      | $2136316.52   | 0.02%             | 2027-12-22      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Ken Garff Automotive LLC                                                  | Ken Garff Automotive LLC                                                                    | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       212000 | PA      | $210543.39    | 0.00%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Secom Co. Ltd.                                                            | Secom Co. Ltd.                                                                              | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Long             | EC               | CORP              | JP        |        13000 | NS      | $476236.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM5, Class PT2                                   | CUSIP: 06745XAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18696320 | PA      | $18521178.76  | 0.17%             | 2055-10-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2025-7, Class B2                                         | CUSIP: 924931AK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       707000 | PA      | $713405.14    | 0.01%             | 2070-08-25      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Mizuho Markets Cayman LP                                                                    | CUSIP: 60701B705<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |        17983 | NS      | $3992793.75   | 0.04%             | 2026-02-11      | Fixed         | 9.57%                 | 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      | $36776.25     | 0.00%             | 2024-10-18      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Edge Finco plc                                                            | Edge Finco plc                                                                              | CUSIP: N/A<br>LEI: 648835NI8LJE5190NT73       | Long             | DBT              | CORP              | GB        |      2397000 | PA      | $3497333.59   | 0.03%             | 2031-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                            | Morgan Stanley Private Bank NA                                                              | CUSIP: 61776NZT3<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |      3295000 | PA      | $3304028.30   | 0.03%             | 2028-11-17      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Ares XXXIX CLO Ltd.                                                       | Ares XXXIX CLO Ltd., Series 2016-39A, Class AR3                                             | CUSIP: 04015WBL7<br>LEI: 5493005YAOTYJUJV3S58 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4013729.60   | 0.04%             | 2037-07-18      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Obayashi Corp.                                                            | Obayashi Corp.                                                                              | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |        29400 | NS      | $663655.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                              | Fiserv, Inc.                                                                                | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       582000 | PA      | $598717.14    | 0.01%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                           | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       558000 | PA      | $573969.96    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Engines CenterLLC (The)                                 | Edelman Financial Engines Center LLC (The), 1st Lien Term Loan                              | CUSIP: 27943UAM8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2471767 | PA      | $2469740.42   | 0.02%             | 2028-04-07      | Variable      | 6.67%                 | 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      | $10831359.00  | 0.10%             | 2038-10-17      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Astellas Pharma, Inc.                                                     | Astellas Pharma, Inc.                                                                       | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |        84600 | NS      | $1176777.27   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                                         | CNH Industrial NV                                                                           | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               | CORP              | NL        |       248145 | NS      | $2670040.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Mutual Asset-Backed CertificatesTrust                          | Washington Mutual Asset-Backed Certificates Trust, Series 2006-HE5, Class 1A                | CUSIP: 93934XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10372970 | PA      | $7995480.90   | 0.08%             | 2036-10-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Cotiviti, Inc.                                                            | Cotiviti, Inc., 1st Lien Term Loan B                                                        | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |      4397024 | PA      | $4059024.84   | 0.04%             | 2031-05-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                 | Seagate Data Storage Technology Pte. Ltd.                                                   | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |       208000 | PA      | $214277.02    | 0.00%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sofina SA                                                                 | Sofina SA                                                                                   | CUSIP: N/A<br>LEI: 5493000GMVR38VUO5D39       | Long             | EC               | CORP              | BE        |          145 | NS      | $42254.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc.                                                                            | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |       237000 | PA      | $190192.50    | 0.00%             | 2030-03-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 3 Ltd.                                               | Diameter Capital CLO 3 Ltd., Series 2022-3A, Class A1R                                      | CUSIP: 25255JAL1<br>LEI: 254900L1QJX98W5ORK78 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5020687.50   | 0.05%             | 2038-01-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Amber Finco plc                                                           | Amber Finco plc                                                                             | CUSIP: N/A<br>LEI: 9845004C0870D380O790       | Long             | DBT              | CORP              | GB        |      1127000 | PA      | $1397618.40   | 0.01%             | 2029-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Bidvest Group UK plc (The)                                                | Bidvest Group UK plc (The)                                                                  | CUSIP: 088932AA6<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |       252000 | PA      | $256568.76    | 0.00%             | 2032-09-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                        | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      1090000 | PA      | $1138672.95   | 0.01%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                                | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       377000 | PA      | $390185.39    | 0.00%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC                                                           | CUSIP: 01883LAB9<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      2437000 | PA      | $2406903.29   | 0.02%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hubbell, Inc.                                                             | Hubbell, Inc.                                                                               | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |         2462 | NS      | $1201308.28   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                        | Canadian Imperial Bank of Commerce                                                          | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |        19700 | NS      | $2619466.61   | 0.02%             | 2026-03-05      | Fixed         | 10.40%                | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                              | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1993000 | PA      | $2075364.27   | 0.02%             | 2030-04-18      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       470000 | PA      | $-5688.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | TRSIBOXX                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      2000000 | PA      | $61579.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Terawulf, Inc.                                                            | Terawulf, Inc.                                                                              | CUSIP: 88080T104<br>LEI: 254900CVMW1SX2T78A64 | Long             | EC               | CORP              | US        |        20838 | NS      | $278604.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp.                                                             | Nordson Corp.                                                                               | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |         2053 | NS      | $563610.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities, Inc.                                                 | Century Communities, Inc.                                                                   | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |       316000 | PA      | $320035.64    | 0.00%             | 2033-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      1136000 | PA      | $1445866.22   | 0.01%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                        | United Airlines Pass-Through Trust, Series 2024-1, Class A                                  | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1849939 | PA      | $1915875.18   | 0.02%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                               | Prologis LP                                                                                 | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |       260000 | PA      | $230718.41    | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                | Corebridge Financial, Inc.                                                                  | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       260000 | PA      | $265630.46    | 0.00%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                             | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |         5700 | NS      | $1330878.24   | 0.01%             | 2026-03-09      | Fixed         | 24.03%                | No            |                  2 | On Loan: No      |
| Sumitomo Realty & Development Co. Ltd.                                    | Sumitomo Realty & Development Co. Ltd.                                                      | CUSIP: N/A<br>LEI: 353800SO2DCLOI3LNZ64       | Long             | EC               | CORP              | JP        |        13700 | NS      | $381503.97    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                              | DaVita, Inc.                                                                                | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       183000 | PA      | $187829.00    | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                                      | Osaic Holdings, Inc.                                                                        | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |       608000 | PA      | $630210.28    | 0.01%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                             | RCI Banque SA                                                                               | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      1300000 | PA      | $1581062.84   | 0.01%             | 2037-03-24      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA                                                                                | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |       262000 | PA      | $317724.84    | 0.00%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                          | Gray Media, Inc.                                                                            | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       230000 | PA      | $247046.45    | 0.00%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Banco Nacional de Panama                                                  | Banco Nacional de Panama                                                                    | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |      1160000 | PA      | $1027794.80   | 0.01%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CML Project Crabtree                                                      | CML Project Crabtree, Delayed Draw 1st Lien Term Loan                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5500000 | PA      | $5464365.50   | 0.05%             | 2029-08-06      | Variable      | 4.92%                 | No            |                  3 | On Loan: No      |
| Kennedy Lewis CLO 7 Ltd.                                                  | Kennedy Lewis CLO 7 Ltd., Series 7A, Class A1R                                              | CUSIP: 37149LAL1<br>LEI: 25490036G9JNQQPHIX69 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3007872.60   | 0.03%             | 2037-04-22      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                   | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       165000 | PA      | $167908.32    | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Compass Group Diversified Holdings LLC                                    | Compass Group Diversified Holdings LLC                                                      | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |       373661 | PA      | $348341.06    | 0.00%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                                                               | VEGAS Trust, Series 2024-TI, Class A                                                        | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2410000 | PA      | $2437156.12   | 0.02%             | 2039-11-10      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                              | AES Andes SA                                                                                | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |       860000 | PA      | $912030.00    | 0.01%             | 2055-06-10      | Variable      | 8.15%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                 | Standard Industries, Inc.                                                                   | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       186000 | PA      | $171648.19    | 0.00%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                                                 | SHR Trust, Series 2024-LXRY, Class A                                                        | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6600000 | PA      | $6628875.00   | 0.06%             | 2041-10-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $4685.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $20149.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tereos Finance Groupe I SA                                                | Tereos Finance Groupe I SA                                                                  | CUSIP: N/A<br>LEI: 969500183Z46A3QF8W69       | Long             | DBT              | CORP              | FR        |       240000 | PA      | $285677.37    | 0.00%             | 2027-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2005-64CB, Class 1A1                                         | CUSIP: 12668AZL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        33276 | PA      | $29542.83     | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRA Group Europe Holding II SARL                                          | PRA Group Europe Holding II SARL                                                            | CUSIP: N/A<br>LEI: 635400CWOMLGBIP4GA24       | Long             | DBT              | CORP              | LU        |      1839000 | PA      | $2114728.84   | 0.02%             | 2032-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc.                                                       | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      1821000 | PA      | $1835211.83   | 0.02%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PFP Ltd.                                                                  | PFP Ltd., Series 2026-13, Class A                                                           | CUSIP: 716966AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1001245.50   | 0.01%             | 2043-08-18      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                 | ATI, Inc.                                                                                   | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |       188000 | PA      | $197080.96    | 0.00%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                                                | Siemens AG (Registered)                                                                     | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |        11691 | NS      | $3534543.44   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kapla Holding SAS                                                         | Kapla Holding SAS                                                                           | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |      1505000 | PA      | $1796722.40   | 0.02%             | 2030-07-31      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| AEGON Funding Co. LLC                                                     | Aegon Funding Co. LLC                                                                       | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |      1773000 | PA      | $1798945.89   | 0.02%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1664000 | PA      | $2181.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Mining plc                                                      | Endeavour Mining plc                                                                        | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | EC               | CORP              | GB        |        14672 | NS      | $835104.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                  | Lumen Technologies, Inc.                                                                    | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |       395898 | PA      | $395898.00    | 0.00%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2022-25A, Class A1R                                                    | CUSIP: 67115CAL8<br>LEI: 254900V271655KJK1382 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5016664.50   | 0.05%             | 2037-07-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                               | Block, Inc.                                                                                 | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       528000 | PA      | $537421.10    | 0.01%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wildfire Intermediate Holdings LLC                                        | Wildfire Intermediate Holdings LLC                                                          | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |       451000 | PA      | $457217.49    | 0.00%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                                | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       111911 | NS      | $4982277.72   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp.                                                       | Realty Income Corp.                                                                         | CUSIP: 756109BS2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       400000 | PA      | $407450.44    | 0.00%             | 2028-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                                        | Poste Italiane SpA                                                                          | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |        33155 | NS      | $873242.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |         8085 | NS      | $7562789.85   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilcorp Energy I LP                                                       | Hilcorp Energy I LP                                                                         | CUSIP: 431318AS3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |       143000 | PA      | $144174.03    | 0.00%             | 2028-11-01      | 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      | $-21809.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| USI, Inc.                                                                 | USI, Inc.                                                                                   | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |      1369000 | PA      | $1433165.03   | 0.01%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fortrex LLC                                                               | Fortrex LLC, 1st Lien Term Loan                                                             | CUSIP: 34967RAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       184548 | PA      | $177924.59    | 0.00%             | 2031-03-10      | Variable      | 10.09%                | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                            | Olympus Water US Holding Corp., 1st Lien Term Loan                                          | CUSIP: 68163YAK1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |      2456000 | PA      | $2414051.52   | 0.02%             | 2032-11-03      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series 1230                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |         1784 | NS      | $704547.77    | 0.01%             | 2026-03-04      | Fixed         | 12.95%                | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                            | EchoStar Corp.                                                                              | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      3597570 | PA      | $3661383.70   | 0.03%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                     | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       740000 | PA      | $4297932.79   | 0.04%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services, Inc.                                              | Genesys Cloud Services, Inc., 1st Lien Term Loan                                            | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |      5937604 | PA      | $5796586.10   | 0.05%             | 2032-01-30      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                              | Cie Generale des Etablissements Michelin SCA                                                | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |        37763 | NS      | $1402353.14   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                      | Prime Security Services Borrower LLC, 1st Lien Term Loan B2                                 | CUSIP: 03765VAQ3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |      4433389 | PA      | $4408162.83   | 0.04%             | 2032-03-08      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc.                                                       | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      1105000 | PA      | $1119365.00   | 0.01%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                | Charles Schwab Corp. (The), Series K                                                        | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       134000 | PA      | $134209.04    | 0.00%             | 2027-06-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO 4 Ltd.                                                | Warwick Capital CLO 4 Ltd., Series 2024-4A, Class A1                                        | CUSIP: 93655QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     13500000 | PA      | $13550272.65  | 0.13%             | 2037-07-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2025-9, Class B1                                           | CUSIP: 12675LAG7<br>LEI: 2138009YFK2M431KTX57 | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $2022320.40   | 0.02%             | 2070-09-25      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Ziggo Bond Co. BV                                                         | Ziggo Bond Co. BV                                                                           | CUSIP: N/A<br>LEI: 213800JYI4P7V5QDOG59       | Long             | DBT              | CORP              | NL        |       705000 | PA      | $781649.45    | 0.01%             | 2032-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Sandvik AB                                                                | Sandvik AB                                                                                  | CUSIP: N/A<br>LEI: 5299008ZUAXN43LVZF54       | Long             | EC               | CORP              | SE        |        58792 | NS      | $2321481.43   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KeyCorp                                                                   | KeyCorp                                                                                     | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      1014000 | PA      | $1012356.42   | 0.01%             | 2033-06-01      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates Trust                | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2007-OA5, Class A1A      | CUSIP: 93936RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1985252 | PA      | $1745560.49   | 0.02%             | 2047-05-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      1200000 | PA      | $1418852.57   | 0.01%             | 2027-10-30      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        23900 | NS      | $1847875.84   | 0.02%             | 2026-03-02      | Fixed         | 25.42%                | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                       | Sirius XM Radio LLC                                                                         | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       532000 | PA      | $528799.97    | 0.00%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                            | Raven Acquisition Holdings LLC                                                              | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       442000 | PA      | $442939.27    | 0.00%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                          | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       530000 | PA      | $591004.59    | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                       | American Axle & Manufacturing, Inc.                                                         | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |       289000 | PA      | $297302.21    | 0.00%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       152820 | NS      | $6499932.45   | 0.06%             | 2026-02-04      | Fixed         | 17.13%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       230000 | PA      | $-2014.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        11648 | NS      | $1572952.18   | 0.01%             | 2026-03-06      | Fixed         | 38.48%                | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                    | Ardagh Metal Packaging Finance USA LLC                                                      | CUSIP: 03969YAA6<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |       200000 | PA      | $192372.28    | 0.00%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                              | Bear Stearns Asset-Backed Securities I Trust, Series 2005-HE1, Class M2                     | CUSIP: 073879PS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       206633 | PA      | $216253.23    | 0.00%             | 2035-01-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO I Ltd.                                                        | Elmwood CLO I Ltd., Series 2019-1A, Class A1RR                                              | CUSIP: 290015AW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2505705.25   | 0.02%             | 2037-04-20      | Floating      | 5.19%                 | 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      |
| BAT International Finance plc                                             | BAT International Finance plc                                                               | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |      2086000 | PA      | $2189605.67   | 0.02%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA                            | ACS Actividades de Construccion y Servicios SA                                              | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |        21854 | NS      | $2451937.09   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                            | Carnival Corp.                                                                              | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      1026000 | PA      | $1055454.41   | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2006-11CB, Class 1A5                                         | CUSIP: 12668BWC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       560920 | PA      | $298317.56    | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                        | Canadian Imperial Bank of Commerce                                                          | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |        23266 | NS      | $11299719.50  | 0.11%             | 2026-03-11      | Fixed         | 23.85%                | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                     | Walt Disney Co. (The)                                                                       | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |        42839 | NS      | $4832239.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        11456 | NS      | $1361353.57   | 0.01%             | 2026-02-13      | Fixed         | 32.95%                | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                     | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       535000 | PA      | $555330.00    | 0.01%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                                       | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      1101000 | PA      | $1082400.59   | 0.01%             | 2082-03-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                            | Olympus Water US Holding Corp.                                                              | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      3210000 | PA      | $3197508.09   | 0.03%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Derby Buyer LLC                                                           | Derby Buyer LLC, 1st Lien Term Loan                                                         | CUSIP: 24968CAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2758862 | PA      | $2760351.48   | 0.03%             | 2030-11-01      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                           | AstraZeneca plc                                                                             | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |       103278 | NS      | $19242147.07  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                           | Nissan Motor Acceptance Co. LLC                                                             | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |       817000 | PA      | $814732.01    | 0.01%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                                | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        11359 | NS      | $2217276.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp.                                                                | Esab Corp.                                                                                  | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |       292000 | PA      | $300039.34    | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series Emtp                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       100600 | NS      | $5642788.75   | 0.05%             | 2026-02-19      | Fixed         | 23.76%                | No            |                  2 | On Loan: No      |
| AES Panama Generation Holdings SRL                                        | AES Panama Generation Holdings SRL                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | PA        |       579709 | PA      | $544781.67    | 0.01%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                            | M&T Bank Corp.                                                                              | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |       768000 | PA      | $815750.69    | 0.01%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series DMT6                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       103914 | NS      | $12290983.60  | 0.12%             | 2026-03-11      | Fixed         | 16.75%                | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                     | Global Payments, Inc.                                                                       | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      4905000 | PA      | $4903868.22   | 0.05%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federation of Malaysia                                                    | Malaysia Government Bond                                                                    | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      7860000 | PA      | $2062063.62   | 0.02%             | 2044-05-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding CLO II DAC                                          | CIFC European Funding CLO II DAC, Series 2X, Class DR                                       | CUSIP: N/A<br>LEI: 549300NYQTL91Z5R9B69       | Long             | ABS-CBDO         | CORP              | IE        |       710000 | PA      | $852430.20    | 0.01%             | 2039-10-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Ralliant Corp.                                                            | Ralliant Corp.                                                                              | CUSIP: 750940108<br>LEI: 52990024QKO4DYT8N464 | Long             | EC               | CORP              | US        |        31260 | NS      | $1655842.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC                                                           | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1763000 | PA      | $1825087.57   | 0.02%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TDK Corp.                                                                 | TDK Corp.                                                                                   | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | EC               | CORP              | JP        |        46500 | NS      | $600000.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                          | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       557000 | PA      | $565355.00    | 0.01%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                      | Anheuser-Busch InBev Worldwide, Inc.                                                        | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |       304000 | PA      | $312777.33    | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fisher & Paykel Healthcare Corp. Ltd.                                     | Fisher & Paykel Healthcare Corp. Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |        12260 | NS      | $286410.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DMG Mori Co. Ltd.                                                         | DMG Mori Co. Ltd.                                                                           | CUSIP: N/A<br>LEI: 353800P4I3FIXTQV2E13       | Long             | EC               | CORP              | JP        |         9900 | NS      | $174717.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| General Electric Co.                                                      | General Electric Co.                                                                        | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      1857000 | PA      | $1869638.30   | 0.02%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series CCzr                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |         4293 | NS      | $1071499.89   | 0.01%             | 2026-02-25      | Fixed         | 15.55%                | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                          | Sands China Ltd.                                                                            | CUSIP: N/A<br>LEI: 549300EVO6UZDGY05787       | Long             | EC               | CORP              | KY        |       141200 | NS      | $306443.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                     | Albertsons Cos., Inc.                                                                       | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       600000 | PA      | $612660.85    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                   | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       785000 | PA      | $782508.89    | 0.01%             | 2026-05-15      | 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      | $292623.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                                 | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |         5173 | NS      | $1768545.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                                                            | QUALCOMM, Inc.                                                                              | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      2517000 | PA      | $2545711.09   | 0.02%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ring Container Technologies Group LLC                                     | Ring Container Technologies Group LLC, 1st Lien Term Loan                                   | CUSIP: 76680YAJ1<br>LEI: 254900MFUG4RPN6Y4A98 | Long             | LON              | CORP              | US        |       822938 | PA      | $823793.36    | 0.01%             | 2032-09-15      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Ferrellgas LP                                                             | Ferrellgas LP                                                                               | CUSIP: 315292AU6<br>LEI: 549300EW667UKOZLEW85 | Long             | DBT              | CORP              | US        |       309000 | PA      | $319420.10    | 0.00%             | 2031-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                               | Capital One Financial Corp.                                                                 | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      1185000 | PA      | $1168493.61   | 0.01%             | 2036-09-11      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Smiths Group plc                                                          | Smiths Group plc                                                                            | CUSIP: N/A<br>LEI: 213800MJL6IPZS3ASA11       | Long             | EC               | CORP              | GB        |        22973 | NS      | $788935.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                          | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       756000 | PA      | $807854.80    | 0.01%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | MSCI EAFE E-Mini Index                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |            2 | NC      | $4425.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ERO Copper Corp.                                                          | ERO Copper Corp.                                                                            | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |      1302000 | PA      | $1312155.60   | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co. Ltd.                                                  | Otsuka Holdings Co. Ltd.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         9800 | NS      | $586710.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series EMSz                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |         2757 | NS      | $827130.96    | 0.01%             | 2026-02-25      | Fixed         | 22.93%                | No            |                  2 | On Loan: No      |
| SRC Sukuk Ltd.                                                            | SRC Sukuk Ltd.                                                                              | CUSIP: N/A<br>LEI: 254900F2OG3526JLAV10       | Long             | DBT              | NUSS              | KY        |       835000 | PA      | $821139.00    | 0.01%             | 2035-10-02      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| 1301 Trust                                                                | 1301 Trust, Series 2025-1301, Class A                                                       | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4683000 | PA      | $4756818.13   | 0.04%             | 2042-08-11      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                    | Norfolk Southern Corp.                                                                      | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |       905000 | PA      | $924319.53    | 0.01%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Indicor LLC                                                               | Indicor LLC, 1st Lien Term Loan D                                                           | CUSIP: 77669LAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1215599 | PA      | $1214419.69   | 0.01%             | 2029-11-22      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                   | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      4480000 | PA      | $4624714.62   | 0.04%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      5449000 | PA      | $5677193.39   | 0.05%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -3196500 | PA      | $-9235.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                           | Microsoft Corp.                                                                             | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |        77713 | NS      | $33439126.77  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| KSL Commercial Mortgage Trust                                             | KSL Commercial Mortgage Trust, Series 2024-HT2, Class A                                     | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11194561 | PA      | $11194561.22  | 0.11%             | 2039-12-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                        | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      1061000 | PA      | $1049881.14   | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank AG                                                    | Morgan Stanley Bank AG                                                                      | CUSIP: 61778P841<br>LEI: 7CPI4ZQUQVBDH8SA1F44 | Long             | SN               | CORP              | DE        |         4515 | NS      | $1841961.48   | 0.02%             | 2026-03-04      | Fixed         | 22.33%                | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                     | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      1125000 | PA      | $1145250.00   | 0.01%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                                | ORIX Corp.                                                                                  | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               | CORP              | JP        |        30700 | NS      | $935594.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SCIL IV LLC                                                               | SCIL IV LLC                                                                                 | CUSIP: N/A<br>LEI: 9845009F6D37C41A8572       | Long             | DBT              | CORP              | US        |       982000 | PA      | $1221042.13   | 0.01%             | 2028-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Henley CLO XII DAC                                                        | Henley CLO XII DAC, Series 12X, Class D                                                     | CUSIP: N/A<br>LEI: 635400SQELBB2FR6QN30       | Long             | ABS-CBDO         | CORP              | IE        |       680000 | PA      | $813223.75    | 0.01%             | 2038-01-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BCPE Pequod Buyer, Inc.                                                   | BCPE Pequod Buyer, Inc., 1st Lien Term Loan                                                 | CUSIP: 05624AAB8<br>LEI: 254900HEEOS2IWC84V94 | Long             | LON              | CORP              | US        |      2445875 | PA      | $2432618.35   | 0.02%             | 2031-11-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                           | BRAVO Residential Funding Trust, Series 2025-NQM2, Class B1                                 | CUSIP: 10569NAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $1020790.00   | 0.01%             | 2064-11-25      | Variable      | 7.29%                 | 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        |      1400000 | PA      | $1813935.42   | 0.02%             | 2030-12-13      | Variable      | 6.88%                 | 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        |      1203495 | PA      | $1127116.55   | 0.01%             | 2035-11-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                                             | Textron, Inc.                                                                               | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |        29656 | NS      | $2611507.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Renesas Electronics Corp.                                                 | Renesas Electronics Corp.                                                                   | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Long             | EC               | CORP              | JP        |       112900 | NS      | $1877014.07   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                         | FirstEnergy Corp., Series B                                                                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      3905000 | PA      | $3896106.01   | 0.04%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| International Consolidated Airlines Group SA                              | International Consolidated Airlines Group SA                                                | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | EC               | CORP              | ES        |        83228 | NS      | $477380.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        15518 | NS      | $10872097.68  | 0.10%             | 2026-03-17      | Fixed         | 19.41%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-197534.94   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-38823.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                                                | Trident TPI Holdings, Inc., 1st Lien Term Loan B7                                           | CUSIP: 00216EAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1522319 | PA      | $1432091.46   | 0.01%             | 2028-09-15      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc., 1st Lien Term Loan B                                           | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |      1416488 | PA      | $1405864.61   | 0.01%             | 2030-02-06      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9522.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cougar JV Subsidiary LLC                                                  | Cougar JV Subsidiary LLC                                                                    | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       221000 | PA      | $236164.36    | 0.00%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ALT-A Trust                                                  | Bear Stearns ALT-A Trust, Series 2006-2, Class 11A1                                         | CUSIP: 07386HH46<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2826650 | PA      | $2570820.02   | 0.02%             | 2036-04-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                                | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      1206000 | PA      | $1170013.07   | 0.01%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                       | American Axle & Manufacturing, Inc.                                                         | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |       276000 | PA      | $281601.42    | 0.00%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer LLC                                                      | FS Rialto Issuer LLC, Series 2026-FL11, Class A                                             | CUSIP: 30343TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       704000 | PA      | $704291.24    | 0.01%             | 2044-01-19      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Marcobre SAC                                                              | Marcobre SAC                                                                                | CUSIP: 56625AAA2<br>LEI: 254900BORIUZFCM1XB72 | Long             | DBT              | CORP              | PE        |       576000 | PA      | $572587.20    | 0.01%             | 2036-01-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Travelport Technology Ltd.                                                | Travelport Technology Ltd.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |          246 | NS      | $588309.00    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Czech Republic                                                            | Czech Republic                                                                              | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    153720000 | PA      | $6699045.15   | 0.06%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                      | Icahn Enterprises LP                                                                        | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1948000 | PA      | $1927132.83   | 0.02%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSN Resources SA                                                          | CSN Resources SA                                                                            | CUSIP: N/A<br>LEI: 222100ZEX458NMOXZP08       | Long             | DBT              | CORP              | LU        |       388000 | PA      | $304929.20    | 0.00%             | 2031-06-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                   | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      2195000 | PA      | $2282048.37   | 0.02%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                              | San Diego Gas & Electric Co.                                                                | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |       150000 | PA      | $153732.36    | 0.00%             | 2028-08-15      | Fixed         | 4.95%                 | 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        |       323065 | PA      | $5.88         | 0.00%             | 2047-09-15      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                       | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |       238112 | NS      | $12667558.40  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Orsted A/S                                                                | Orsted A/S                                                                                  | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | EC               | CORP              | DK        |       133945 | NS      | $3013127.50   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC, 1st Lien Term Loan B4                                 | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |      1188342 | PA      | $1185050.14   | 0.01%             | 2030-12-09      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $68763.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banner Health                                                             | Banner Health                                                                               | CUSIP: 06654DAB3<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |        87000 | PA      | $81190.91     | 0.00%             | 2030-01-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                                   | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       403000 | PA      | $433128.28    | 0.00%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -2131000 | PA      | $-17699.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MAIN Trust 2026-OLAS                                                      | MAIN Trust, Series 2026-OLAS, Class A                                                       | CUSIP: 56036BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3000000 | PA      | $2999998.89   | 0.03%             | 2041-01-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Bubbles Bidco SpA                                                         | Bubbles Bidco SpA                                                                           | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |       686000 | PA      | $820192.29    | 0.01%             | 2031-09-30      | Floating      | 6.27%                 | 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        |       602134 | PA      | $510128.01    | 0.00%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                              | Blue Owl Credit Income Corp.                                                                | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |       390000 | PA      | $386810.91    | 0.00%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                                   | Belron Finance 2019 LLC, 1st Lien Term Loan                                                 | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      5951072 | PA      | $5964461.67   | 0.06%             | 2031-10-16      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Titanium 2l Bondco SARL                                                   | Titanium 2l Bondco SARL                                                                     | CUSIP: N/A<br>LEI: 636700S4QMU2DWYOSF67       | Long             | DBT              | CORP              | LU        |      2952100 | PA      | $614363.99    | 0.01%             | 2031-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DEMIRE Deutsche Mittelstand Real Estate AG                                | DEMIRE Deutsche Mittelstand Real Estate AG                                                  | CUSIP: N/A<br>LEI: 391200FHEFGXUKL2BO93       | Long             | DBT              | CORP              | DE        |      1233061 | PA      | $1367645.65   | 0.01%             | 2027-12-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                            | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       447809 | PA      | $440246.94    | 0.00%             | 2030-10-15      | Fixed         | 6.88%                 | 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        |       924000 | PA      | $1081989.39   | 0.01%             | 2029-07-31      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Mizuho Markets Cayman LP                                                                    | CUSIP: 60701C208<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |       114611 | NS      | $8907170.07   | 0.08%             | 2026-03-11      | Fixed         | 18.52%                | No            |                  2 | On Loan: No      |
| Public Storage                                                            | Public Storage                                                                              | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |        18529 | NS      | $5117524.51   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Adjustable Rate Mortgage Trust                                            | Adjustable Rate Mortgage Trust, Series 2005-8, Class 2A1                                    | CUSIP: 007036QD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       956590 | PA      | $847411.29    | 0.01%             | 2035-11-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                            | Ford Motor Co.                                                                              | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |       180000 | PA      | $159899.45    | 0.00%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                        | Johnson Controls International plc                                                          | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |         8337 | NS      | $994270.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Bank International plc                                             | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |        33600 | NS      | $2572365.60   | 0.02%             | 2026-03-12      | Fixed         | 25.83%                | No            |                  3 | On Loan: No      |
| Mehilainen Yhtiot Oy                                                      | Mehilainen Yhtiot Oy                                                                        | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |      1211000 | PA      | $1456378.64   | 0.01%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Emirate of Dubai United Arab Emirates                                     | United Arab Emirates Government Bond                                                        | CUSIP: N/A<br>LEI: 549300IY6A4IPIRLLX57       | Long             | DBT              | NUSS              | AE        |       826000 | PA      | $607630.38    | 0.01%             | 2050-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        39600 | NS      | $2369617.38   | 0.02%             | 2026-03-19      | Fixed         | 28.20%                | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                                  | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $365503.00    | 0.00%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                             | Transocean International Ltd.                                                               | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |        21000 | PA      | $21891.11     | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Marathon CLO Ltd.                                                         | Marathon CLO Ltd., Series 2020-15A, Class A1R3                                              | CUSIP: 56579UBA3<br>LEI: 549300T57AS4PEWI4U14 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5017985.50   | 0.05%             | 2037-08-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                   | Citigroup Global Markets Holdings, Inc., Series E0Uo                                        | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |        17474 | NS      | $4020265.52   | 0.04%             | 2026-02-20      | Fixed         | 36.88%                | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                            | Enbridge, Inc.                                                                              | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       273000 | PA      | $289969.13    | 0.00%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                                                      | Galp Energia SGPS SA, Class B                                                               | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Long             | EC               | CORP              | PT        |         2960 | NS      | $58897.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                                              | Evergy, Inc.                                                                                | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       202232 | NS      | $15517261.36  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Midwest Gaming Borrower LLC                                               | Midwest Gaming Borrower LLC                                                                 | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       406000 | PA      | $398831.06    | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Telenet Finance Luxembourg Notes SARL                                     | Telenet Finance Luxembourg Notes SARL                                                       | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |       400000 | PA      | $398690.71    | 0.00%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prologis, Inc.                                                            | Prologis, Inc.                                                                              | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |        85257 | NS      | $11131153.92  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto plc                                                             | Rio Tinto plc                                                                               | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |         7402 | NS      | $675316.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tritax Big Box REIT plc                                                   | Tritax Big Box REIT plc                                                                     | CUSIP: N/A<br>LEI: 213800L6X88MIYPVR714       | Long             | EC               | CORP              | GB        |      1315617 | NS      | $2986358.01   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series 000B                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       246217 | NS      | $6579300.23   | 0.06%             | 2026-02-24      | Fixed         | 16.16%                | No            |                  2 | On Loan: No      |
| BKW AG                                                                    | BKW AG                                                                                      | CUSIP: N/A<br>LEI: 549300IE30SKTUO98Q38       | Long             | EC               | CORP              | CH        |          224 | NS      | $42349.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Silver Point CLO 8 Ltd.                                                   | Silver Point CLO 8 Ltd., Series 2025-8A, Class A1                                           | CUSIP: 827918AA1<br>LEI: 254900U97WKD6RJ07L38 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3009730.50   | 0.03%             | 2038-04-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                               | ONEOK, Inc.                                                                                 | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |         9880 | NS      | $782397.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAFL Issuer LLC                                                           | CAFL Issuer LLC, Series 2024-RTL1, Class A1                                                 | CUSIP: 12770DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $2026388.80   | 0.02%             | 2031-11-28      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                      | Kimberly-Clark Corp.                                                                        | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |         4701 | NS      | $470052.99    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brand Industrial Services, Inc.                                           | Brand Industrial Services, Inc., 1st Lien Term Loan C                                       | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |      3993113 | PA      | $3518212.22   | 0.03%             | 2030-08-01      | Variable      | 8.35%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                             | Honeywell International, Inc.                                                               | CUSIP: 438516CR5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      2943000 | PA      | $3050336.21   | 0.03%             | 2031-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Reynolds Consumer Products LLC                                            | Reynolds Consumer Products LLC, 1st Lien Term Loan                                          | CUSIP: 76171JAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       414777 | PA      | $417265.27    | 0.00%             | 2032-03-04      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Grand City Properties SA                                                  | Grand City Properties SA                                                                    | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | DBT              | CORP              | LU        |      1700000 | PA      | $2003667.23   | 0.02%             | 2026-03-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |         7304 | NS      | $1299840.21   | 0.01%             | 2026-03-11      | Fixed         | 20.14%                | No            |                  2 | On Loan: No      |
| Unicharm Corp.                                                            | Unicharm Corp.                                                                              | CUSIP: N/A<br>LEI: 353800UQ4BZIJTAQEG85       | Long             | EC               | CORP              | JP        |        61000 | NS      | $370272.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                                | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |        79000 | PA      | $80916.41     | 0.00%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                                  | Unipol Assicurazioni SpA                                                                    | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | DBT              | CORP              | IT        |       614000 | PA      | $742859.54    | 0.01%             | 2035-07-21      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria                                                                 | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       688000 | PA      | $812528.00    | 0.01%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                      | Steel Dynamics, Inc.                                                                        | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |       962000 | PA      | $976999.52    | 0.01%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Engineering - Ingegneria Informatica - SpA                                | Engineering - Ingegneria Informatica - SpA                                                  | CUSIP: N/A<br>LEI: 81560042F5E23EE61346       | Long             | DBT              | CORP              | IT        |       329000 | PA      | $407208.66    | 0.00%             | 2030-02-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                            | Commerzbank AG                                                                              | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       800000 | PA      | $1082409.47   | 0.01%             | 2031-10-09      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                    | Palmer Square CLO Ltd., Series 2021-4A, Class CR                                            | CUSIP: 69702EAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4850000 | PA      | $4891027.12   | 0.05%             | 2038-07-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                             | Enel Finance International NV                                                               | CUSIP: 29278GAK4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       710000 | PA      | $731809.24    | 0.01%             | 2029-06-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                            | British Telecommunications plc                                                              | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |      1726000 | PA      | $2546120.93   | 0.02%             | 2083-12-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Safran SA                                                                 | Safran SA                                                                                   | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |        11934 | NS      | $4263915.88   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2014-4RA, Class A1A2                                              | CUSIP: 12552FBC6<br>LEI: 5493006JGTCIL6LCS728 | Long             | ABS-CBDO         | CORP              | KY        |      6000000 | PA      | $6007700.40   | 0.06%             | 2035-01-17      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| La Financiere Atalian SAS                                                 | La Financiere Atalian SAS                                                                   | CUSIP: N/A<br>LEI: 969500ICOLJMB33J0L87       | Long             | DBT              | CORP              | FR        |      1400242 | PA      | $278850.70    | 0.00%             | 2028-06-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ashtead Group plc                                                         | Ashtead Group plc                                                                           | CUSIP: N/A<br>LEI: 2138007UTBN8X9K1A235       | Long             | EC               | CORP              | GB        |         5499 | NS      | $354023.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       665000 | PA      | $603220.06    | 0.01%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                       | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      3491000 | PA      | $3452978.44   | 0.03%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        44700 | NS      | $10430827.07  | 0.10%             | 2026-02-05      | Fixed         | 22.60%                | No            |                  2 | On Loan: No      |
| Centrica plc                                                              | Centrica plc                                                                                | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |      1102579 | NS      | $2887114.91   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                          | Gray Media, Inc.                                                                            | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      1129000 | PA      | $1163944.28   | 0.01%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                              | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      3668000 | PA      | $3737149.72   | 0.04%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       280000 | PA      | $-3427.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sound Point CLO XXXIII Ltd.                                               | Sound Point CLO XXXIII Ltd., Series 2022-1A, Class B                                        | CUSIP: 83616KAC1<br>LEI: 549300FZ417XL0BBLZ51 | Long             | ABS-CBDO         | CORP              | KY        |      5200000 | PA      | $5205814.64   | 0.05%             | 2035-04-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                               | United Parcel Service, Inc.                                                                 | CUSIP: 911312BR6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |       771000 | PA      | $760629.53    | 0.01%             | 2029-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Trend Micro, Inc.                                                         | Trend Micro, Inc.                                                                           | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |         9500 | NS      | $372665.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2025-40A, Class B                                                      | CUSIP: 67570FAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      2500000 | PA      | $2507880.00   | 0.02%             | 2038-04-16      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Kerry Group plc                                                           | Kerry Group plc, Class A                                                                    | CUSIP: N/A<br>LEI: 635400TLVVBNXLFHWC59       | Long             | EC               | CORP              | IE        |         2136 | NS      | $189873.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSN Resources SA                                                          | CSN Resources SA                                                                            | CUSIP: N/A<br>LEI: 222100ZEX458NMOXZP08       | Long             | DBT              | CORP              | LU        |       320000 | PA      | $308659.20    | 0.00%             | 2030-12-05      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PSP Swiss Property AG                                                     | PSP Swiss Property AG (Registered)                                                          | CUSIP: N/A<br>LEI: 50670042Y437P8X44F56       | Long             | EC               | CORP              | CH        |          350 | NS      | $70251.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2025-VLT6, Class A                                                         | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3798000 | PA      | $3802747.50   | 0.04%             | 2042-03-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                    | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       200000 | PA      | $250957.71    | 0.00%             | 2032-06-17      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 11 Ltd.                                             | Anchorage Capital CLO 11 Ltd., Series 2019-11A, Class C1R2                                  | CUSIP: 03330NAY0<br>LEI: 549300NPGT86ACOLIL14 | Long             | ABS-CBDO         | CORP              | KY        |       700000 | PA      | $703787.63    | 0.01%             | 2037-07-22      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                  | Lumen Technologies, Inc.                                                                    | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |       397360 | PA      | $397360.00    | 0.00%             | 2030-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-9T1, Class 2A2                                          | CUSIP: 02150JAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       536042 | PA      | $214593.74    | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-MF, Class A                                       | CUSIP: 05612EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4170491 | PA      | $4175704.02   | 0.04%             | 2039-02-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC, 1st Lien Term Loan                                             | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |      7946732 | PA      | $7954519.47   | 0.07%             | 2032-08-20      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Alstria Office AG                                                         | Alstria Office AG                                                                           | CUSIP: N/A<br>LEI: 529900QIJIGPI0DRL085       | Long             | DBT              | CORP              | DE        |       100000 | PA      | $121880.06    | 0.00%             | 2031-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nice Ltd.                                                                 | Nice Ltd.                                                                                   | CUSIP: N/A<br>LEI: 254900YTY4EF5Z4W0A51       | Long             | EC               | CORP              | IL        |         4841 | NS      | $512051.97    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                            | GLP Capital LP                                                                              | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       969000 | PA      | $980911.92    | 0.01%             | 2034-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO 19 Ltd.                                                 | Kennedy Lewis CLO 19 Ltd., Series 2025-19A, Class A                                         | CUSIP: 37150JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4013151.20   | 0.04%             | 2036-04-22      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-73634.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-164902.15   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Guangdong Investment Ltd.                                                 | Guangdong Investment Ltd.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |      5150000 | NS      | $4869010.45   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        34800 | NS      | $5987145.82   | 0.06%             | 2026-03-16      | Fixed         | 13.94%                | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp., Series RR                                                            | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       528000 | PA      | $525285.02    | 0.00%             | 2027-01-27      | Variable      | 4.38%                 | 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      | $15131.25     | 0.00%             | 2025-01-09      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                       | Bank of New York Mellon Corp. (The)                                                         | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |        20930 | NS      | $2509925.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rational AG                                                               | Rational AG                                                                                 | CUSIP: N/A<br>LEI: 529900K139N6UFJ1A758       | Long             | EC               | CORP              | DE        |          226 | NS      | $181097.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Parent, Inc.                                                      | Central Parent, Inc.                                                                        | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       244000 | PA      | $186975.56    | 0.00%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                  | Lumen Technologies, Inc., 1st Lien Term Loan B1                                             | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |      1566097 | PA      | $1561007.33   | 0.01%             | 2029-04-16      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                   | Citigroup Global Markets Holdings, Inc., Series MTOF                                        | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |       193925 | NS      | $8823599.92   | 0.08%             | 2026-02-24      | Fixed         | 17.93%                | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                            | Ford Motor Co.                                                                              | CUSIP: 345370BY5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |       335000 | PA      | $354011.68    | 0.00%             | 2028-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Bellway plc                                                               | Bellway plc                                                                                 | CUSIP: N/A<br>LEI: 213800CY4L3HST4FGZ98       | Long             | EC               | CORP              | GB        |          831 | NS      | $30925.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                     | Foundry JV Holdco LLC                                                                       | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |       420000 | PA      | $434950.81    | 0.00%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                         | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      3681000 | PA      | $3758301.00   | 0.04%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 76 B Ltd.                                      | Golub Capital Partners CLO 76 B Ltd., Series 2024-76A, Class B                              | CUSIP: 38180BAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      3000000 | PA      | $3021191.10   | 0.03%             | 2037-10-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| CDW Corp.                                                                 | CDW Corp.                                                                                   | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |        49695 | NS      | $6280951.05   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| APi Group DE, Inc.                                                        | APi Group DE, Inc., 1st Lien Term Loan                                                      | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |      4336584 | PA      | $4344260.11   | 0.04%             | 2029-01-03      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Service King Midas International                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1841 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Atos SE                                                                   | Atos SE                                                                                     | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |       562061 | PA      | $687644.78    | 0.01%             | 2030-12-18      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1045000 | PA      | $1124165.57   | 0.01%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp.                                                              | Hexcel Corp.                                                                                | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |         3118 | NS      | $258201.58    | 0.00%             |  |  |  | No            |                  1 | 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        |       308049 | PA      | $100912.43    | 0.00%             | 2037-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                      | Emerson Electric Co.                                                                        | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |        10685 | NS      | $1570267.60   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elbit Systems Ltd.                                                        | Elbit Systems Ltd.                                                                          | CUSIP: N/A<br>LEI: 529900Q9CB1REUMZSS32       | Long             | EC               | CORP              | IL        |          944 | NS      | $667690.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeon Co. Ltd.                                                             | Aeon Co. Ltd.                                                                               | CUSIP: N/A<br>LEI: 5299009MXFL34SA71416       | Long             | EC               | CORP              | JP        |        16100 | NS      | $220209.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Co. Ltd.                                            | Techtronic Industries Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |       138500 | NS      | $1890732.97   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PointClickCare Technologies, Inc.                                         | PointClickCare Technologies, Inc., 1st Lien Term Loan                                       | CUSIP: C7365BAG1<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      1262606 | PA      | $1253666.93   | 0.01%             | 2031-11-03      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        24147 | NS      | $6973035.44   | 0.07%             | 2026-02-10      | Fixed         | 20.15%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       454000 | PA      | $508.00       | 0.00%             |  |  |  | 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      | $2807819.00   | 0.03%             | 2065-03-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| New Home Co., Inc. (The)                                                  | New Home Co., Inc. (The)                                                                    | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |       104000 | PA      | $108331.39    | 0.00%             | 2030-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc., 1st Lien Term Loan K                                                       | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      1122622 | PA      | $1121364.21   | 0.01%             | 2030-03-22      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser, Inc.                                                    | Fiesta Purchaser, Inc.                                                                      | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        47000 | PA      | $48338.80     | 0.00%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-PURE, Class A                                     | CUSIP: 74625PAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4518029 | PA      | $3324159.23   | 0.03%             | 2041-11-15      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        15983 | NS      | $11233607.89  | 0.11%             | 2026-02-18      | Fixed         | 18.86%                | No            |                  2 | On Loan: No      |
| SoftBank Corp.                                                            | SoftBank Corp.                                                                              | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |       563900 | NS      | $766486.21    | 0.01%             |  |  |  | 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        |       585000 | PA      | $804879.47    | 0.01%             | 2029-07-31      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                         | PennyMac Financial Services, Inc.                                                           | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       796000 | PA      | $838446.41    | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                        | Light & Wonder International, Inc.                                                          | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       380000 | PA      | $397649.48    | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                        | Republic of Panama                                                                          | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      1068000 | PA      | $1179606.00   | 0.01%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  12491465712 | PA      | $-84068.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Titulos de Tesoreria                                                                        | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  13783000000 | PA      | $3644271.00   | 0.03%             | 2030-02-27      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                | Garda World Security Corp.                                                                  | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       104000 | PA      | $102335.01    | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                              | DaVita, Inc.                                                                                | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |        24000 | PA      | $24721.01     | 0.00%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust, Inc.                                                | Digital Realty Trust, Inc.                                                                  | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |        89000 | PA      | $91954.80     | 0.00%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Hongkong Land Holdings Ltd.                                               | Hongkong Land Holdings Ltd.                                                                 | CUSIP: N/A<br>LEI: 213800XCHYNRPAYGXW28       | Long             | EC               | CORP              | BM        |        32000 | NS      | $271516.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                   | Citigroup Global Markets Holdings, Inc., Series MMMa                                        | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |        27100 | NS      | $5736279.08   | 0.05%             | 2026-02-12      | Fixed         | 29.08%                | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                             | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |       111000 | NS      | $3276496.08   | 0.03%             | 2026-03-02      | Fixed         | 29.64%                | No            |                  2 | On Loan: No      |
| Republic of Peru                                                          | Republic of Peru                                                                            | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     12481000 | PA      | $4074830.56   | 0.04%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                                  | PRPM LLC, Series 2025-RCF4, Class M2                                                        | CUSIP: 69382WAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       666667 | PA      | $617808.18    | 0.01%             | 2055-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                                         | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      2519000 | PA      | $2495947.85   | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                                                   | Fresenius SE & Co. KGaA                                                                     | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |         2220 | NS      | $124181.95    | 0.00%             |  |  |  | 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      | $3134665.63   | 0.03%             | 2035-04-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                                        | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       683000 | PA      | $675861.90    | 0.01%             | 2026-09-15      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       266813 | NS      | $11733535.10  | 0.11%             | 2026-03-06      | Fixed         | 18.22%                | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                            | AIA Group Ltd.                                                                              | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |       277400 | NS      | $3200497.66   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| 1345T                                                                     | 1345T, Series 2025-AOA, Class E                                                             | CUSIP: 68271CAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1767000 | PA      | $1780296.82   | 0.02%             | 2042-06-15      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                | PG&E Corp.                                                                                  | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      3476000 | PA      | $3587402.25   | 0.03%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Skanska AB                                                                | Skanska AB, Class B                                                                         | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Long             | EC               | CORP              | SE        |        33358 | NS      | $1013156.19   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                        | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      1990000 | PA      | $2393355.97   | 0.02%             | 2032-07-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                             | Perrigo Finance Unlimited Co.                                                               | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |       441000 | PA      | $433735.36    | 0.00%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2025-NQM1, Class B2                             | CUSIP: 64832DAH4<br>LEI: 213800CZKHCTHKMD9W65 | Long             | ABS-MBS          | CORP              | US        |      1577218 | PA      | $1553707.36   | 0.01%             | 2065-01-25      | Variable      | 7.03%                 | 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      | $1505250.00   | 0.01%             | 2031-07-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 3 Ltd.                                                    | Birch Grove CLO 3 Ltd., Series 2021-3A, Class CR                                            | CUSIP: 09076VAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4032282.80   | 0.04%             | 2038-01-19      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $7087.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                             | Honeywell International, Inc.                                                               | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |         2006 | NS      | $456405.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CP Iris Holdco I, Inc.                                                    | CP Iris Holdco I, Inc., Delayed Draw 1st Lien Term Loan                                     | CUSIP: 12659EAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       278016 | PA      | $275931.25    | 0.00%             | 2032-10-27      | Variable      | 1.77%                 | 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      | $-155.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-193334.41   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Perimeter Holdings LLC                                                    | Perimeter Holdings LLC                                                                      | CUSIP: 71384AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       962000 | PA      | $962038.48    | 0.01%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                        | VICI Properties LP                                                                          | CUSIP: 92564RAB1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      1263000 | PA      | $1263293.56   | 0.01%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding, Inc.                                                 | PPL Capital Funding, Inc.                                                                   | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |       581000 | PA      | $592490.71    | 0.01%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                     | Kraft Heinz Foods Co.                                                                       | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       186000 | PA      | $191099.21    | 0.00%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                          | Bank of Montreal                                                                            | CUSIP: 06370D563<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        16200 | NS      | $1166456.55   | 0.01%             | 2026-02-05      | Fixed         | 22.85%                | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |        45100 | NS      | $2394407.88   | 0.02%             | 2026-03-12      | Fixed         | 21.60%                | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                          | TotalEnergies SE                                                                            | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |        94399 | NS      | $6865522.67   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Birch Grove CLO 13 Ltd.                                                   | Birch Grove CLO 13 Ltd., Series 2025-13A, Class A1                                          | CUSIP: 09090QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     10000000 | PA      | $10037331.00  | 0.09%             | 2038-10-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Renew Treasury Ifsc Pvt Ltd.                                              | Renew Treasury Ifsc Pvt Ltd.                                                                | CUSIP: 759963AA9<br>LEI: 335800IK4XWJ5637BW61 | Long             | DBT              | CORP              | IN        |       646000 | PA      | $648584.00    | 0.01%             | 2031-02-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP, Series G                                                                | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      3040000 | PA      | $3139964.32   | 0.03%             | 2030-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Jane Street Group                                                         | Jane Street Group                                                                           | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |       119000 | PA      | $121202.33    | 0.00%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       645000 | PA      | $627086.80    | 0.01%             | 2030-11-18      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 36R Ltd.                               | Neuberger Berman Loan Advisers CLO 36R Ltd., Series 2020-36RA, Class B                      | CUSIP: 64090EAC0<br>LEI: 254900RBT2LAQQHMHG60 | Long             | ABS-CBDO         | CORP              | KY        |      1700000 | PA      | $1712822.59   | 0.02%             | 2039-07-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Carnival plc                                                              | Carnival plc                                                                                | CUSIP: N/A<br>LEI: 4DR1VPDQMHD3N3QW8W95       | Long             | DBT              | CORP              | GB        |       615000 | PA      | $741738.90    | 0.01%             | 2031-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                    | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      2007000 | PA      | $2054032.86   | 0.02%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                             | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       646000 | PA      | $664297.95    | 0.01%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Naturgy Energy Group SA                                                   | Naturgy Energy Group SA                                                                     | CUSIP: N/A<br>LEI: TL2N6M87CW970S5SV098       | Long             | EC               | CORP              | ES        |        30404 | NS      | $954322.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire Communities Corp.                                                  | Empire Communities Corp.                                                                    | CUSIP: 29163VAG8<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |        56000 | PA      | $57866.26     | 0.00%             | 2029-05-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-19632.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -8234000 | PA      | $-57012.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                    | Extra Space Storage LP                                                                      | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      1865000 | PA      | $1875935.41   | 0.02%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Shizuoka Financial Group, Inc.                                            | Shizuoka Financial Group, Inc.                                                              | CUSIP: N/A<br>LEI: 353800MNO5C8V2SHGA81       | Long             | EC               | CORP              | JP        |         4000 | NS      | $65343.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                            | Hewlett Packard Enterprise Co.                                                              | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |       966000 | PA      | $951257.35    | 0.01%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kone OYJ                                                                  | Kone OYJ, Class B                                                                           | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |        33412 | NS      | $2401150.01   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                                  | Engie SA                                                                                    | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |        36010 | NS      | $1075130.36   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BXP, Inc.                                                                 | BXP, Inc.                                                                                   | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |        83508 | NS      | $5400462.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocado Group plc                                                           | Ocado Group plc                                                                             | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | DBT              | CORP              | GB        |       600000 | PA      | $745754.17    | 0.01%             | 2029-08-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA, Series 2033                                                                   | CUSIP: 683879AB6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |       222000 | PA      | $224832.72    | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP, 1st Lien Term Loan                                                     | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |      2446442 | PA      | $2451677.55   | 0.02%             | 2030-10-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Simmons Foods, Inc.                                                       | Simmons Foods, Inc.                                                                         | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       345000 | PA      | $332504.55    | 0.00%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2025-4, Class M2                             | CUSIP: 92262JAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1245462 | PA      | $1250632.91   | 0.01%             | 2055-09-25      | Variable      | 6.17%                 | 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        |      1526357 | PA      | $1451619.71   | 0.01%             | 2037-03-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                       | Herc Holdings, Inc.                                                                         | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       278000 | PA      | $279408.90    | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | 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      | $701929.06    | 0.01%             | 2031-10-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                            | Lonza Group AG (Registered)                                                                 | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |          977 | NS      | $663822.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd.                                                 | Mizrahi Tefahot Bank Ltd.                                                                   | CUSIP: N/A<br>LEI: YZO9YEGEO4VYDZMDWF93       | Long             | EC               | CORP              | IL        |         5308 | NS      | $415239.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BT Group plc                                                              | BT Group plc                                                                                | CUSIP: N/A<br>LEI: 213800LRO7NS5CYQMN21       | Long             | EC               | CORP              | GB        |       327693 | NS      | $861348.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| APLD ComputeCo LLC                                                        | APLD ComputeCo LLC                                                                          | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       450000 | PA      | $467434.92    | 0.00%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Telefonica SA                                                             | Telefonica SA                                                                               | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |        85035 | NS      | $344247.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                | Outfront Media Capital LLC                                                                  | CUSIP: 69007TAB0<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |       103000 | PA      | $102978.73    | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXIII Ltd.                                          | Madison Park Funding XXXIII Ltd., Series 2019-33A, Class CR                                 | CUSIP: 55819JAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4750000 | PA      | $4762708.15   | 0.04%             | 2032-10-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                       | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       319000 | PA      | $299198.90    | 0.00%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TGNR Intermediate Holdings LLC                                            | TGNR Intermediate Holdings LLC                                                              | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |       650000 | PA      | $643211.27    | 0.01%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                | Vonovia SE, Series B                                                                        | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       800000 | PA      | $920219.58    | 0.01%             | 2032-05-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                         | Healthpeak OP LLC                                                                           | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |      1093000 | PA      | $1120777.97   | 0.01%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cipher Mining, Inc.                                                       | Cipher Mining, Inc.                                                                         | CUSIP: 17253J106<br>LEI: 254900QABG5HCQZ28A17 | Long             | EC               | CORP              | US        |        16023 | NS      | $255727.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziggo Bond Co. BV                                                         | Ziggo Bond Co. BV                                                                           | CUSIP: N/A<br>LEI: 213800JYI4P7V5QDOG59       | Long             | DBT              | CORP              | NL        |       507000 | PA      | $531976.89    | 0.01%             | 2030-02-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                 | Apollo Debt Solutions BDC                                                                   | CUSIP: 03770DAF0<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |        48000 | PA      | $49535.36     | 0.00%             | 2032-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Maximus, Inc.                                                             | Maximus, Inc.                                                                               | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |        65987 | NS      | $6231812.28   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Prairie Acquiror LP                                                       | Prairie Acquiror LP                                                                         | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |       300000 | PA      | $311160.30    | 0.00%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Nestle SA                                                                 | Nestle SA (Registered)                                                                      | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |        88732 | NS      | $8467388.84   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                | Fertitta Entertainment LLC, 1st Lien Term Loan B                                            | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5318024 | PA      | $5302336.15   | 0.05%             | 2029-01-29      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Admiral Group plc                                                         | Admiral Group plc                                                                           | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |        18354 | NS      | $690733.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Transurban Group                                                          | Transurban Group                                                                            | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |      1434216 | NS      | $13872843.53  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Alstria Office AG                                                         | Alstria Office AG                                                                           | CUSIP: N/A<br>LEI: 529900QIJIGPI0DRL085       | Long             | DBT              | CORP              | DE        |       400000 | PA      | $473287.50    | 0.00%             | 2029-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       313000 | PA      | $311123.96    | 0.00%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes VII DAC                            | Virgin Media O2 Vendor Financing Notes VII DAC                                              | CUSIP: N/A<br>LEI: 984500871CCF07442C21       | Long             | DBT              | CORP              | IE        |       410000 | PA      | $555383.57    | 0.01%             | 2033-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                            | K. Hovnanian Enterprises, Inc.                                                              | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |       594000 | PA      | $607065.03    | 0.01%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PrestigeBidCo GmbH                                                        | PrestigeBidCo GmbH                                                                          | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |      1061000 | PA      | $1267083.06   | 0.01%             | 2029-07-01      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                    | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      3261000 | PA      | $3472541.07   | 0.03%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Coles Group Ltd.                                                          | Coles Group Ltd.                                                                            | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |        72552 | NS      | $1071944.24   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stagwell Global LLC                                                       | Stagwell Global LLC                                                                         | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |       608000 | PA      | $589555.41    | 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        |          262 | NS      | $73670.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3716.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Tire Corp. Ltd.                                                  | Canadian Tire Corp. Ltd., Class A                                                           | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |         2779 | NS      | $341892.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro, Inc.                                                              | Hasbro, Inc.                                                                                | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |        42812 | NS      | $3823539.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSky Flight LLC                                                         | OneSky Flight LLC                                                                           | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |       253000 | PA      | $270516.20    | 0.00%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        65100 | NS      | $5042332.86   | 0.05%             | 2026-02-09      | Fixed         | 26.01%                | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                    | MidAmerican Energy Co.                                                                      | CUSIP: 595620AQ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |       477000 | PA      | $473743.02    | 0.00%             | 2027-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                             | Novelis Corp.                                                                               | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      1878000 | PA      | $1912996.53   | 0.02%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel LP                                                      | Pebblebrook Hotel LP                                                                        | CUSIP: 70510LAA7<br>LEI: 549300DXEFK267TXZ832 | Long             | DBT              | CORP              | US        |       129000 | PA      | $131883.54    | 0.00%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                            | Morgan Stanley Capital I Trust, Series 2018-MP, Class E                                     | CUSIP: 61691DAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2112000 | PA      | $1605244.82   | 0.02%             | 2040-07-11      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                       | Station Casinos LLC, Facility 1st Lien Term Loan B                                          | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |      3972782 | PA      | $3972384.78   | 0.04%             | 2031-03-14      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series GMUi                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        79309 | NS      | $20681970.43  | 0.19%             | 2026-03-03      | Fixed         | 15.15%                | No            |                  2 | On Loan: No      |
| Virgin Media Finance plc                                                  | Virgin Media Finance plc                                                                    | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |       520000 | PA      | $454361.08    | 0.00%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fortis, Inc.                                                              | Fortis, Inc.                                                                                | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |        27682 | NS      | $1475939.63   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Iliad Holding SAS                                                         | Iliad Holding SAS                                                                           | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |       679000 | PA      | $695947.84    | 0.01%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                               | Goldman Sachs International                                                                 | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |         4200 | NS      | $1328851.41   | 0.01%             | 2026-02-02      | Fixed         | 13.30%                | No            |                  2 | On Loan: No      |
| Garrett Motion Holdings, Inc.                                             | Garrett Motion Holdings, Inc.                                                               | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       133000 | PA      | $140807.90    | 0.00%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Perrigo Investments LLC                                                   | Perrigo Investments LLC, 1st Lien Term Loan B                                               | CUSIP: 71429TAF7<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |      1396595 | PA      | $1393690.31   | 0.01%             | 2029-04-20      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| WEX, Inc.                                                                 | WEX, Inc.                                                                                   | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |      1138000 | PA      | $1161511.08   | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Constellation Renewables LLC                                              | Constellation Renewables LLC, 1st Lien Term Loan                                            | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |      1567673 | PA      | $1568158.88   | 0.01%             | 2027-12-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC                                                           | CUSIP: 01883LAE3<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |       337000 | PA      | $342575.67    | 0.00%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Progroup AG                                                               | Progroup AG                                                                                 | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |       668000 | PA      | $812494.57    | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | 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      | $4862140.41   | 0.05%             | 2039-09-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI Ltd.                                                 | Sixth Street CLO XVI Ltd., Series 2020-16A, Class A1R2                                      | CUSIP: 83012DBQ5<br>LEI: 549300YD05LZSDNMVF16 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3000000.00   | 0.03%             | 2039-01-21      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       130000 | PA      | $3556.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                       | Station Casinos LLC                                                                         | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |        60000 | PA      | $57600.07     | 0.00%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                                         | Oman Government Bond                                                                        | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |       953000 | PA      | $1005110.04   | 0.01%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldstory SAS                                                             | Goldstory SAS                                                                               | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |      1269000 | PA      | $1481447.73   | 0.01%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO V Ltd.                                                  | Bridge Street CLO V Ltd., Series 2025-1A, Class A1                                          | CUSIP: 107921AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3010000.80   | 0.03%             | 2038-04-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Star Parent, Inc.                                                         | Star Parent, Inc., 1st Lien Term Loan                                                       | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |      1354816 | PA      | $1355059.91   | 0.01%             | 2030-09-27      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| St. Regis Aspen Resort                                                    | St. Regis Aspen Resort, 1st Lien Term Loan                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13200000 | PA      | $13281198.38  | 0.12%             | 2027-02-09      | Variable      | 7.27%                 | No            |                  3 | On Loan: No      |
| Kongsberg Gruppen ASA                                                     | Kongsberg Gruppen ASA                                                                       | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |        42736 | NS      | $1468028.49   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fincantieri SpA                                                           | Fincantieri SpA                                                                             | CUSIP: N/A<br>LEI: 8156005BDF49128B6239       | Long             | EC               | CORP              | IT        |        18763 | NS      | $356151.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC                                                          | Ensemble RCM LLC, 1st Lien Term Loan B                                                      | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |      2398268 | PA      | $2375796.54   | 0.02%             | 2029-08-01      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                   | Quikrete Holdings, Inc., 1st Lien Term Loan B2                                              | CUSIP: 74839XAK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2031005 | PA      | $2032162.64   | 0.02%             | 2029-03-19      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                                          | Coca-Cola HBC AG                                                                            | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |        14262 | NS      | $774564.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      4932000 | PA      | $5077847.03   | 0.05%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| NEP Group, Inc.                                                           | NEP Group, Inc., 1st Lien Term Loan                                                         | CUSIP: 62908HAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2389000 | PA      | $2181037.55   | 0.02%             | 2031-10-17      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                               | Pinnacle West Capital Corp.                                                                 | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |        56529 | NS      | $5288853.24   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-18CB, Class 2A25                                        | CUSIP: 02151NBH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       194312 | PA      | $111567.79    | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                                | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      1635000 | PA      | $1859408.66   | 0.02%             | 2029-12-15      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |         3370 | NS      | $911576.80    | 0.01%             | 2026-02-06      | Fixed         | 12.61%                | No            |                  2 | On Loan: No      |
| Dometic Group AB                                                          | Dometic Group AB                                                                            | CUSIP: N/A<br>LEI: 549300STIPMK5VSA7Y59       | Long             | DBT              | CORP              | SE        |       712000 | PA      | $853389.96    | 0.01%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                        | Canadian Imperial Bank of Commerce                                                          | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |        17500 | NS      | $1730534.29   | 0.02%             | 2026-02-02      | Fixed         | 16.50%                | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                               | FTAI Aviation Investors LLC                                                                 | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |       570000 | PA      | $570547.77    | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                                               | GSAMP Trust, Series 2006-FM3, Class A1                                                      | CUSIP: 36245TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5775096 | PA      | $2664978.07   | 0.03%             | 2036-11-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                        | Ryan Specialty LLC, 1st Lien Term Loan B1                                                   | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |      3521719 | PA      | $3518795.77   | 0.03%             | 2031-09-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                         | American Electric Power Co., Inc., Series C                                                 | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      2960000 | PA      | $2960589.04   | 0.03%             | 2056-03-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2024-VLT4, Class A                                                         | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7770000 | PA      | $7779712.50   | 0.07%             | 2041-06-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust, Inc.                                             | Healthcare Realty Trust, Inc., Class A                                                      | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |       155495 | NS      | $2610761.05   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hikma Pharmaceuticals plc                                                 | Hikma Pharmaceuticals plc                                                                   | CUSIP: N/A<br>LEI: 549300BNS685UXH4JI75       | Long             | EC               | CORP              | GB        |         8917 | NS      | $187046.27    | 0.00%             |  |  |  | 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        |       911623 | PA      | $915300.74    | 0.01%             | 2034-04-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Dana, Inc.                                                                | Dana, Inc.                                                                                  | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |        83000 | PA      | $78496.44     | 0.00%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                 | RTX Corp.                                                                                   | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |        23300 | NS      | $4681669.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       400000 | PA      | $512576.16    | 0.00%             | 2029-12-06      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| STERIS plc                                                                | STERIS plc                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |         8001 | NS      | $2101062.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                    | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       705000 | PA      | $699764.85    | 0.01%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Project Aurora US Finco, Inc.                                             | Project Aurora US Finco, Inc., Facility 1st Lien Term Loan B2                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       388000 | PA      | $388244.44    | 0.00%             | 2032-09-30      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                                  | Unipol Assicurazioni SpA                                                                    | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |        21132 | NS      | $470647.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beignet Investor LLC                                                      | Beignet Investor LLC                                                                        | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41453000 | PA      | $43161558.77  | 0.41%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| B&M European Value Retail SA                                              | B&M European Value Retail SA                                                                | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | DBT              | CORP              | LU        |       587000 | PA      | $787227.96    | 0.01%             | 2031-11-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   4350000000 | PA      | $72964.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Houston Center                                                            | Houston Center, 1st Lien Term Loan                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25236577 | PA      | $2.52         | 0.00%             | 2032-09-13      | Variable      | 5.75%                 | No            |                  3 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2026-1, Class B1                                         | CUSIP: 92541JAP6<br>LEI: 2138009KJR7Q44BI8668 | Long             | ABS-MBS          | CORP              | US        |       350000 | PA      | $350792.54    | 0.00%             | 2071-01-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                 | Republic of Uzbekistan                                                                      | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |       522000 | PA      | $558868.86    | 0.01%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                                      | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       835000 | PA      | $859241.72    | 0.01%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series DMIY                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |         9082 | NS      | $1828591.26   | 0.02%             | 2026-03-03      | Fixed         | 29.89%                | 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        |       540646 | PA      | $244176.64    | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                        | General Motors Financial Co., Inc.                                                          | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      2240000 | PA      | $2245750.15   | 0.02%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BMP                                                                       | BMP, Series 2024-MF23, Class A                                                              | CUSIP: 05593JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4710000 | PA      | $4714415.63   | 0.04%             | 2041-06-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        11167 | NS      | $1707244.00   | 0.02%             | 2026-02-18      | Fixed         | 16.81%                | No            |                  2 | On Loan: No      |
| HCA Healthcare, Inc.                                                      | HCA Healthcare, Inc.                                                                        | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |         4285 | NS      | $2092236.95   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OHA Credit Funding 2 Ltd.                                                 | OHA Credit Funding 2 Ltd., Series 2019-2A, Class CR2                                        | CUSIP: 67707EBY9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1508022.00   | 0.01%             | 2038-01-21      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1330000 | PA      | $1331064.44   | 0.01%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| 720 East CLO VIII Ltd.                                                    | 720 East CLO VIII Ltd., Series 2025-8A, Class A1                                            | CUSIP: 81785MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     10000000 | PA      | $10050280.00  | 0.09%             | 2038-07-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp.                                                      | Alliant Energy Corp.                                                                        | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |        19785 | NS      | $1304029.35   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                                                    | Truist Financial Corp., Series I.                                                           | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       748000 | PA      | $749906.79    | 0.01%             | 2032-01-27      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| IHI Corp.                                                                 | IHI Corp.                                                                                   | CUSIP: N/A<br>LEI: 549300ETQIESIUQ2OE26       | Long             | EC               | CORP              | JP        |         8100 | NS      | $187403.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                             | Banco BPM SpA                                                                               | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |      1631000 | PA      | $2117704.56   | 0.02%             | 2031-01-16      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Obic Co. Ltd.                                                             | Obic Co. Ltd.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         3200 | NS      | $88940.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                 | Aon Corp.                                                                                   | CUSIP: 03740LAC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |       207000 | PA      | $187089.83    | 0.00%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                                 | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |        50200 | NS      | $1858963.06   | 0.02%             | 2026-03-19      | Fixed         | 10.81%                | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |         8895 | NS      | $4798909.70   | 0.05%             | 2026-02-04      | Fixed         | 12.70%                | No            |                  2 | On Loan: No      |
| Dassault Aviation SA                                                      | Dassault Aviation SA                                                                        | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |         2760 | NS      | $1049283.22   | 0.01%             |  |  |  | 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        |       566271 | PA      | $494071.74    | 0.00%             | 2029-03-08      | Variable      | 9.67%                 | No            |                  2 | On Loan: No      |
| Equity Residential                                                        | Equity Residential                                                                          | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |        84676 | NS      | $5277008.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                                       | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        35770 | NS      | $12367119.80  | 0.12%             |  |  |  | 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      | $18318.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                                      | Osaic Holdings, Inc., Series Jan                                                            | CUSIP: 00791GAE7<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |       485000 | PA      | $503183.38    | 0.00%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Trestles CLO VI Ltd.                                                      | Trestles CLO VI Ltd., Series 2023-6A, Class A1R                                             | CUSIP: 894940AQ8<br>LEI: 254900837GHK5VH7YU15 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2005279.60   | 0.02%             | 2038-04-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finco Pty. Ltd.                                            | Ardonagh Group Finco Pty. Ltd., Facility 1st Lien Term Loan B                               | CUSIP: N/A<br>LEI: 254900YP2E642AGM4G32       | Long             | LON              | CORP              | AU        |      3652210 | PA      | $3636249.60   | 0.03%             | 2031-02-18      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                | Anglo American Capital plc                                                                  | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      1449000 | PA      | $1517131.98   | 0.01%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos. LLC                                                   | Anheuser-Busch Cos. LLC                                                                     | CUSIP: 03522AAH3<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |       157000 | PA      | $154828.19    | 0.00%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Medco Maple Tree Pte. Ltd.                                                | Medco Maple Tree Pte. Ltd.                                                                  | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |       388000 | PA      | $404878.00    | 0.00%             | 2029-04-27      | Fixed         | 8.96%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical, Inc.                                                  | Intuitive Surgical, Inc.                                                                    | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |         5207 | NS      | $2625473.54   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                                                        | State Street Corp.                                                                          | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |        12747 | NS      | $1668072.42   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                                                   | Republic Services, Inc.                                                                     | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      1803000 | PA      | $1848182.91   | 0.02%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                    | Palmer Square CLO Ltd., Series 2021-3A, Class CR                                            | CUSIP: 69688FAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5024592.50   | 0.05%             | 2038-10-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      5712000 | PA      | $9027.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Project Kickers                                                           | Project Kickers, Delayed Draw 1st Lien Term Loan                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      5400000 | PA      | $6397715.16   | 0.06%             | 2030-11-19      | Variable      | 4.28%                 | No            |                  3 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                    | Mauser Packaging Solutions Holding Co.                                                      | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      7415000 | PA      | $7554031.25   | 0.07%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fresnillo plc                                                             | Fresnillo plc                                                                               | CUSIP: 358070AB6<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | GB        |       616000 | PA      | $493724.00    | 0.00%             | 2050-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Federative Republic of Brazil                                                               | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        12400 | PA      | $2105714.27   | 0.02%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Eaton Corp. plc                                                           | Eaton Corp. plc                                                                             | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |         3089 | NS      | $1085536.38   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Nephew plc                                                        | Smith & Nephew plc                                                                          | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Long             | EC               | CORP              | GB        |         8439 | NS      | $143828.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                                                     | Walker & Dunlop, Inc.                                                                       | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       162000 | PA      | $166063.45    | 0.00%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MP Midco Holdings LLC                                                     | MP Midco Holdings LLC, 1st Lien Term Loan                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       181892 | PA      | $182497.62    | 0.00%             | 2030-03-29      | Variable      | 10.17%                | No            |                  2 | On Loan: No      |
| WEC US Holdings, Inc.                                                     | WEC US Holdings, Inc., 1st Lien Term Loan                                                   | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |      3635440 | PA      | $3629659.96   | 0.03%             | 2031-01-27      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| AGC, Inc.                                                                 | AGC, Inc.                                                                                   | CUSIP: N/A<br>LEI: JE4WFFEELMVPFZ0G1E77       | Long             | EC               | CORP              | JP        |         2500 | NS      | $92248.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IMA Industria Macchine Automatiche SpA                                    | IMA Industria Macchine Automatiche SpA                                                      | CUSIP: N/A<br>LEI: 815600D86992FDA7B908       | Long             | DBT              | CORP              | IT        |      3178000 | PA      | $3779297.40   | 0.04%             | 2029-04-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                                                | Essendi SA                                                                                  | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |       659000 | PA      | $806155.94    | 0.01%             | 2030-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-737151.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NYC Trust                                                                 | NYC Trust, Series 2024-3ELV, Class A                                                        | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6179297 | PA      | $6203674.33   | 0.06%             | 2029-08-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                         | GGAM Finance Ltd.                                                                           | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |       239000 | PA      | $251644.77    | 0.00%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                              | Mondelez International, Inc., Class A                                                       | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       120258 | NS      | $7031485.26   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Yakult Honsha Co. Ltd.                                                    | Yakult Honsha Co. Ltd.                                                                      | CUSIP: N/A<br>LEI: 353800YJPSPGG7KI0S71       | Long             | EC               | CORP              | JP        |         4300 | NS      | $69486.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                                | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |        11762 | NS      | $2623043.62   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5059.12     | -0.00%            |  |  |  | No            |                  2 | 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        |       666227 | PA      | $267584.05    | 0.00%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                        | Canadian Imperial Bank of Commerce                                                          | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |        26542 | NS      | $9472216.98   | 0.09%             | 2026-03-11      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Aggreko Holdings, Inc.                                                    | Aggreko Holdings, Inc., 1st Lien Term Loan                                                  | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | LU        |      3973574 | PA      | $3949970.70   | 0.04%             | 2031-05-21      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                   | Molina Healthcare, Inc.                                                                     | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       683000 | PA      | $699971.18    | 0.01%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                             | RCI Banque SA                                                                               | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |       600000 | PA      | $729276.16    | 0.01%             | 2030-09-24      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| xAI Corp.                                                                 | xAI Corp., 1st Lien Term Loan                                                               | CUSIP: 98402XAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3538045 | PA      | $3597767.65   | 0.03%             | 2030-06-28      | Variable      | 11.12%                | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                            | Enbridge, Inc.                                                                              | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |       209539 | NS      | $10228808.67  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Levi Strauss & Co.                                                        | Levi Strauss & Co.                                                                          | CUSIP: N/A<br>LEI: MB0UERO0RDFKU8258G77       | Long             | DBT              | CORP              | US        |       190000 | PA      | $227436.13    | 0.00%             | 2030-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        22188 | NS      | $10637669.84  | 0.10%             | 2026-03-11      | Fixed         | 8.46%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                                       | DBWF Mortgage Trust, Series 2024-LCRS, Class A                                              | CUSIP: 23307KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3040000 | PA      | $3039050.00   | 0.03%             | 2037-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD/INR One-touch barrier option; Barrier price USD 88.15000                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       639000 | PA      | $4355.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                      | Cross Mortgage Trust, Series 2025-H6, Class B1B                                             | CUSIP: 22758TAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1227272 | PA      | $1235434.10   | 0.01%             | 2070-07-25      | Variable      | 7.59%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                      | CrossCountry Intermediate HoldCo LLC                                                        | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       419000 | PA      | $425280.81    | 0.00%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                             | Netflix, Inc.                                                                               | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |       388000 | PA      | $404354.44    | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                              | Sabine Pass Liquefaction LLC                                                                | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |       764000 | PA      | $767948.12    | 0.01%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JELD-WEN, Inc.                                                            | JELD-WEN, Inc.                                                                              | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |       831000 | PA      | $730282.73    | 0.01%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Rain City Mortgage Trust                                                  | Rain City Mortgage Trust, Series 2024-RTL1, Class A1                                        | CUSIP: 75079KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5000000 | PA      | $5065506.50   | 0.05%             | 2029-09-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Trimaran Cavu Ltd.                                                        | Trimaran CAVU Ltd., Series 2021-1A, Class AR                                                | CUSIP: 89624NAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7000000 | PA      | $7023504.60   | 0.07%             | 2037-07-23      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                     | Kraft Heinz Foods Co.                                                                       | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      1306000 | PA      | $1277380.09   | 0.01%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                | Encore Capital Group, Inc.                                                                  | CUSIP: N/A<br>LEI: 5493000UVC6H49CIH830       | Long             | DBT              | CORP              | US        |       400000 | PA      | $526417.41    | 0.00%             | 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        |        39155 | PA      | $46148.52     | 0.00%             | 2027-07-15      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd.                                               | BOC Hong Kong Holdings Ltd.                                                                 | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |       244000 | NS      | $1284901.75   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                           | ContourGlobal Power Holdings SA                                                             | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |       848000 | PA      | $874525.44    | 0.01%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                    | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     33717333 | PA      | $2217501.66   | 0.02%             | 2027-12-21      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                   | SS&C Technologies, Inc.                                                                     | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |       963000 | PA      | $994224.31    | 0.01%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       630000 | PA      | $-6682.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                        | Vail Resorts, Inc.                                                                          | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |       338000 | PA      | $350287.31    | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                            | NCL Corp. Ltd.                                                                              | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       877000 | PA      | $898754.86    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kaixo Bondco Telecom SA                                                   | Kaixo Bondco Telecom SA                                                                     | CUSIP: N/A<br>LEI: 959800ULWB3MZHZ69055       | Long             | DBT              | CORP              | ES        |       766000 | PA      | $918101.06    | 0.01%             | 2029-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Rossini SARL                                                              | Rossini SARL                                                                                | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |       366143 | PA      | $439238.73    | 0.00%             | 2029-12-31      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                           | Madison IAQ LLC                                                                             | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |      1203000 | PA      | $1201504.19   | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                               | Cheniere Energy Partners LP                                                                 | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      3767000 | PA      | $3667970.32   | 0.03%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                   | Citigroup Global Markets Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |       105036 | NS      | $6470109.45   | 0.06%             | 2026-02-06      | Fixed         | 14.39%                | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                                | Amneal Pharmaceuticals LLC, 1st Lien Term Loan                                              | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |      3438382 | PA      | $3446978.46   | 0.03%             | 2032-08-02      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                       | Hilton Domestic Operating Co., Inc.                                                         | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       472000 | PA      | $484328.64    | 0.00%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MF1 LLC                                                                   | MF1 LLC, Series 2025-FL20, Class A                                                          | CUSIP: 59319CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6536000 | PA      | $6559539.40   | 0.06%             | 2043-02-18      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holdings, Inc.                      | Element Materials Technology Group US Holdings, Inc., 1st Lien Term Loan B                  | CUSIP: 284375LE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       823597 | PA      | $824972.54    | 0.01%             | 2029-06-22      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                                 | BPR Trust, Series 2021-TY, Class A                                                          | CUSIP: 05592AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1900000 | PA      | $1899133.41   | 0.02%             | 2038-09-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                       | Union Pacific Corp.                                                                         | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |        64663 | NS      | $15202271.30  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp.                                                     | JetBlue Airways Corp.                                                                       | CUSIP: 476920AA1<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |       450000 | PA      | $451965.15    | 0.00%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Intrum Investments & Financing AB                                         | Intrum Investments & Financing AB                                                           | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |      1137911 | PA      | $1365389.41   | 0.01%             | 2027-09-11      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                        | Canadian Imperial Bank of Commerce                                                          | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |        42135 | NS      | $3198178.40   | 0.03%             | 2026-02-27      | Fixed         | 16.65%                | No            |                  2 | On Loan: No      |
| CONE Trust                                                                | CONE Trust, Series 2024-DFW1, Class A                                                       | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1900000 | PA      | $1900000.00   | 0.02%             | 2041-08-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                                    | WEC Energy Group, Inc.                                                                      | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       117191 | NS      | $12969527.97  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        30388 | NS      | $11393693.13  | 0.11%             | 2026-02-27      | Fixed         | 16.45%                | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                            | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      1535000 | PA      | $1690404.94   | 0.02%             | 2028-03-15      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                        | Kingdom of Bahrain                                                                          | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |       480000 | PA      | $455102.40    | 0.00%             | 2032-09-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                                 | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |         2430 | NS      | $872130.50    | 0.01%             | 2026-02-04      | Fixed         | 24.75%                | No            |                  2 | On Loan: No      |
| CLP Holdings Ltd.                                                         | CLP Holdings Ltd.                                                                           | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               | CORP              | HK        |        88000 | NS      | $831823.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                                         | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      6967000 | PA      | $7090959.23   | 0.07%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                                 | QIAGEN NV                                                                                   | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |         6123 | NS      | $324636.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group plc                                                             | AIB Group plc                                                                               | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |       587000 | PA      | $754943.49    | 0.01%             | 2029-10-30      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                     | Albertsons Cos., Inc.                                                                       | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       296000 | PA      | $296523.63    | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                         | Philip Morris International, Inc.                                                           | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      1410000 | PA      | $1416965.84   | 0.01%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                            | Bayview Commercial Asset Trust, Series 2007-6A, Class A4A                                   | CUSIP: 07326FAE8<br>LEI: 5493003DOWFR7J1QCW02 | Long             | ABS-MBS          | CORP              | US        |      1060104 | PA      | $951718.53    | 0.01%             | 2037-12-25      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class SA                                    | CUSIP: 06745KAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         1900 | PA      | $1526.33      | 0.00%             | 2064-12-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Shimadzu Corp.                                                            | Shimadzu Corp.                                                                              | CUSIP: N/A<br>LEI: 353800Y64Z08WEH8PH97       | Long             | EC               | CORP              | JP        |        13000 | NS      | $352327.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prologis LP                                                               | Prologis LP                                                                                 | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |       255000 | PA      | $260718.22    | 0.00%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                          | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     40280000 | PA      | $11261933.16  | 0.11%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       864000 | PA      | $15669.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       148988 | PA      | $19731.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2563.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Savor Acquisition, Inc.                                                   | Savor Acquisition, Inc., 1st Lien Term Loan                                                 | CUSIP: 80536AAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        99749 | PA      | $99936.90     | 0.00%             | 2032-02-19      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       281000 | PA      | $280957.11    | 0.00%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                               | Rogers Communications, Inc., Series NC5                                                     | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       612000 | PA      | $634810.46    | 0.01%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Canpack SA                                                                | Canpack SA                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | PL        |       300000 | PA      | $351348.41    | 0.00%             | 2027-11-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2025-1, Class M4                             | CUSIP: 922955AN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1383052 | PA      | $1400994.11   | 0.01%             | 2055-02-25      | Variable      | 10.15%                | No            |                  2 | On Loan: No      |
| Bunzl plc                                                                 | Bunzl plc                                                                                   | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |        17376 | NS      | $487276.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2024-3A, Class B                                                  | CUSIP: 12575WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5035996.00   | 0.05%             | 2037-07-21      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                              | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      3802000 | PA      | $4038153.63   | 0.04%             | 2029-08-16      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| LS Group OpCo Acquistion LLC                                              | LS Group OpCo Acquistion LLC, 1st Lien Term Loan B                                          | CUSIP: 50220KAD6<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |      1499453 | PA      | $1498523.04   | 0.01%             | 2031-04-23      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 6 Ltd.                                                   | Silver Point CLO 6 Ltd., Series 2024-6A, Class A1                                           | CUSIP: 82808MAA1<br>LEI: 254900RSFBN3VCGBVP05 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5018589.00   | 0.05%             | 2037-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1385000 | PA      | $1466413.21   | 0.01%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                             | Six Flags Entertainment Corp.                                                               | CUSIP: 150190AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        79000 | PA      | $79007.58     | 0.00%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Pearson plc                                                               | Pearson plc                                                                                 | CUSIP: N/A<br>LEI: 2138004JBXWWJKIURC57       | Long             | EC               | CORP              | GB        |         2111 | NS      | $27765.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                               | Rogers Communications, Inc.                                                                 | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       793000 | PA      | $751446.15    | 0.01%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| South32 Ltd.                                                              | South32 Ltd.                                                                                | CUSIP: N/A<br>LEI: 213800LAZNPXSBKVHR17       | Long             | EC               | CORP              | AU        |       241558 | NS      | $765223.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PACCAR, Inc.                                                              | PACCAR, Inc.                                                                                | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |        59704 | NS      | $7338218.64   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                                     | NXP Semiconductors NV                                                                       | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |        11839 | NS      | $2677271.46   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Bidco LLC                                                           | Apple Bidco LLC, 1st Lien Term Loan                                                         | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |      5061275 | PA      | $5060110.89   | 0.05%             | 2031-09-23      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Daikin Industries Ltd.                                                    | Daikin Industries Ltd.                                                                      | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Long             | EC               | CORP              | JP        |         7100 | NS      | $850795.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class XS                                    | CUSIP: 06744WAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16721501 | PA      | $563877.44    | 0.01%             | 2065-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                                    | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      2290000 | PA      | $2323056.49   | 0.02%             | 2032-10-21      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Four Seasons Hotels Ltd.                                                  | Four Seasons Hotels Ltd., 1st Lien Term Loan                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |      4461960 | PA      | $4487259.51   | 0.04%             | 2032-09-22      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                       | Republic of Ecuador                                                                         | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       470000 | PA      | $482925.00    | 0.00%             | 2039-01-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        13173 | NS      | $12188429.37  | 0.11%             | 2026-02-04      | Fixed         | 10.68%                | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                             | ION Platform Finance US, Inc.                                                               | CUSIP: 46206AAC6<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |       152000 | PA      | $141838.10    | 0.00%             | 2028-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                              | CUSIP: 11135FDA6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      2225000 | PA      | $2218692.33   | 0.02%             | 2033-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                                  | NGL Energy Operating LLC                                                                    | CUSIP: 62922LAC2<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |       305000 | PA      | $316507.35    | 0.00%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        23195 | NS      | $3467371.64   | 0.03%             | 2026-02-20      | Fixed         | 27.50%                | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP, Series H                                                                | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      1048000 | PA      | $1052841.76   | 0.01%             | 2026-11-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                          | Great Wolf Trust, Series 2024-WLF2, Class A                                                 | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5005000 | PA      | $5025332.81   | 0.05%             | 2041-05-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp.                                                     | Western Digital Corp.                                                                       | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |        36823 | NS      | $9214219.29   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co.                                                          | Baker Hughes Co., Class A                                                                   | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        88105 | NS      | $4937404.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                           | Regeneron Pharmaceuticals, Inc.                                                             | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |          996 | NS      | $738484.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jetblue Airways Corp.                                                     | Jetblue Airways Corp., 1st Lien Term Loan                                                   | CUSIP: G5112TAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2192772 | PA      | $2098219.20   | 0.02%             | 2029-08-27      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                       | Peer Holding III BV, Facility 1st Lien Term Loan B8                                         | CUSIP: N6872NAQ9<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |       564000 | PA      | $563295.00    | 0.01%             | 2032-09-29      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| TICP CLO VI Ltd.                                                          | TICP CLO VI Ltd., Series 2016-6A, Class AR2                                                 | CUSIP: 87246MAS1<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1998968.60   | 0.02%             | 2034-01-15      | Floating      | 5.05%                 | 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        |       500000 | PA      | $662676.31    | 0.01%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESCO International, Inc.                                                 | WESCO International, Inc.                                                                   | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |        37057 | NS      | $10725407.51  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                              | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      3526000 | PA      | $3258134.65   | 0.03%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                              | Fidelity National Information Services, Inc.                                                | CUSIP: 31620MBT2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      1169000 | PA      | $1046829.63   | 0.01%             | 2031-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-GPA3, Class A                                     | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3884869 | PA      | $3892153.09   | 0.04%             | 2039-12-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Star Holding LLC                                                          | Star Holding LLC                                                                            | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |       272000 | PA      | $272664.22    | 0.00%             | 2031-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                                   | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       412000 | PA      | $439604.00    | 0.00%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      4766000 | PA      | $55055.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II plc                                     | BCP V Modular Services Finance II plc                                                       | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |      1900000 | PA      | $2125505.52   | 0.02%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                             | Magnera Corp.                                                                               | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |         6000 | PA      | $5670.08      | 0.00%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                               | NN Group NV                                                                                 | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |      1839000 | PA      | $2234991.64   | 0.02%             | 2034-09-11      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Greenpoint Manufactured Housing                                           | Greenpoint Manufactured Housing, Series 2000-1, Class A4                                    | CUSIP: 395383AN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3250170 | PA      | $1730619.87   | 0.02%             | 2030-03-20      | Variable      | 8.14%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                     | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      3442000 | PA      | $3523691.60   | 0.03%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                       | Buckeye Partners LP, 1st Lien Term Loan B7                                                  | CUSIP: 11823LAR6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |      1003046 | PA      | $1005654.00   | 0.01%             | 2032-11-22      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series 000C                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        11654 | NS      | $9624712.85   | 0.09%             | 2026-02-24      | Fixed         | 19.70%                | No            |                  2 | On Loan: No      |
| Alcon AG                                                                  | Alcon AG                                                                                    | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |         1232 | NS      | $99720.98     | 0.00%             |  |  |  | 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        |      5139877 | PA      | $4718966.19   | 0.04%             | 2046-11-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                         | Public Service Electric & Gas Co.                                                           | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       824000 | PA      | $840142.63    | 0.01%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |         8998 | NS      | $1721333.20   | 0.02%             | 2026-02-20      | Fixed         | 25.46%                | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                        | Kingdom of Bahrain                                                                          | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |       572000 | PA      | $600743.00    | 0.01%             | 2030-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2019-5A, Class BR2                                                | CUSIP: 12554XBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2200000 | PA      | $2216971.90   | 0.02%             | 2038-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                                       | Boels Topholding BV                                                                         | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |      1209000 | PA      | $1477410.43   | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Aegon Ltd.                                                                | Aegon Ltd.                                                                                  | CUSIP: N/A<br>LEI: O4QK7KMMK83ITNTHUG69       | Long             | DBT              | CORP              | BM        |       567000 | PA      | $696528.63    | 0.01%             | 2029-04-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-23033.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Heathrow Finance plc                                                      | Heathrow Finance plc                                                                        | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |      1745000 | PA      | $2363819.07   | 0.02%             | 2027-03-01      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                    | Sempra                                                                                      | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       107990 | NS      | $9396209.90   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd.                                    | Yangzijiang Shipbuilding Holdings Ltd.                                                      | CUSIP: N/A<br>LEI: 254900Z3JEM14YIGLM66       | Long             | EC               | CORP              | SG        |        32800 | NS      | $86143.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                          | Welltower OP LLC                                                                            | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |       694000 | PA      | $645590.47    | 0.01%             | 2031-01-15      | Fixed         | 2.75%                 | 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        |       973451 | PA      | $877337.19    | 0.01%             | 2047-11-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                   | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      1323000 | PA      | $1250926.92   | 0.01%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Silver Point Euro CLO DAC                                                 | Silver Point Euro CLO DAC, Series 1X, Class D                                               | CUSIP: N/A<br>LEI: 254900E59SU5T0V8CI79       | Long             | ABS-CBDO         | CORP              | IE        |       710000 | PA      | $849545.88    | 0.01%             | 2039-01-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                        | Canadian Imperial Bank of Commerce                                                          | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |        22000 | NS      | $7431196.00   | 0.07%             | 2026-03-05      | Fixed         | 25.20%                | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                         | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |        26000 | PA      | $25745.14     | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2024-PAT, Class D                                                          | CUSIP: 05612FAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1200000 | PA      | $1207502.82   | 0.01%             | 2041-03-15      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| BAMLL Trust                                                               | BAMLL Trust, Series 2025-ASHF, Class A                                                      | CUSIP: 05494CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8893000 | PA      | $8900654.21   | 0.08%             | 2042-02-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Sysmex Corp.                                                              | Sysmex Corp.                                                                                | CUSIP: N/A<br>LEI: 5299001ZO4CKWACMZI55       | Long             | EC               | CORP              | JP        |        64700 | NS      | $612208.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                                                   | DuPont de Nemours, Inc.                                                                     | CUSIP: 26614NAC6<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |      1628000 | PA      | $1649826.84   | 0.02%             | 2028-11-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Victory Street CLO II DAC                                                 | Victory Street CLO II DAC, Series 2X, Class D                                               | CUSIP: N/A<br>LEI: 635400ZBAAJJTSW7YN78       | Long             | ABS-CBDO         | CORP              | IE        |      2060000 | PA      | $2472806.74   | 0.02%             | 2039-01-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                        | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       128000 | PA      | $128449.41    | 0.00%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                   | Citigroup Global Markets Holdings, Inc., Series MTOE                                        | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |         9859 | NS      | $2124597.00   | 0.02%             | 2026-02-24      | Fixed         | 19.62%                | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                           | CHL Mortgage Pass-Through Trust, Series 2006-OA4, Class A1                                  | CUSIP: 126694E95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2559959 | PA      | $690404.79    | 0.01%             | 2046-04-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                               | Heineken NV                                                                                 | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |          905 | NS      | $74707.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                                                  | Tele2 AB, Class B                                                                           | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | EC               | CORP              | SE        |        48060 | NS      | $884233.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                          | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       562000 | PA      | $531112.48    | 0.00%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kaman Corp.                                                               | Kaman Corp., 1st Lien Term Loan                                                             | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |      1026758 | PA      | $1025330.85   | 0.01%             | 2032-02-26      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                     | CUSIP: 445545AX4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       620000 | PA      | $644025.00    | 0.01%             | 2055-09-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                  | Comstock Resources, Inc.                                                                    | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |       193000 | PA      | $188309.77    | 0.00%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV                                                          | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |        13700 | NS      | $1990510.70   | 0.02%             | 2026-02-19      | Fixed         | 20.01%                | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                           | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1936000 | PA      | $2008509.94   | 0.02%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Russian Ruble                                                             | Russian Ruble                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | RU        |     38118059 | OU      | $501553.41    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                                    | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      1640000 | PA      | $1719079.95   | 0.02%             | 2036-06-13      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                    | Mauser Packaging Solutions Holding Co.                                                      | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |       541000 | PA      | $532183.59    | 0.01%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                    | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     33717333 | PA      | $2150026.92   | 0.02%             | 2026-12-21      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                              | MH Sub I LLC, 1st Lien Term Loan                                                            | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |       795631 | PA      | $649434.21    | 0.01%             | 2031-12-31      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                         | INEOS Finance plc                                                                           | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |      1996000 | PA      | $2040736.40   | 0.02%             | 2029-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Broadstone Net Lease, Inc.                                                | Broadstone Net Lease, Inc.                                                                  | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |       241445 | NS      | $4469146.95   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CML Project Spider                                                        | CML Project Spider, Delayed Draw 1st Lien Term Loan                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7100000 | PA      | $7097030.88   | 0.07%             | 2029-12-06      | Variable      | 5.81%                 | No            |                  3 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class A3                                    | CUSIP: 06744WAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       970023 | PA      | $982679.66    | 0.01%             | 2065-01-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                       | Cushman & Wakefield US Borrower LLC                                                         | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |       566000 | PA      | $603224.69    | 0.01%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Aramark International Finance SARL                                        | Aramark International Finance SARL                                                          | CUSIP: N/A<br>LEI: 5493006HLPNGDDC12P30       | Long             | DBT              | CORP              | LU        |       885000 | PA      | $1042699.27   | 0.01%             | 2033-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc.                                                                             | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |       625000 | PA      | $615248.85    | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Mizuho Markets Cayman LP                                                                    | CUSIP: 60701B671<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |        65163 | NS      | $8824650.09   | 0.08%             | 2026-02-13      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                    | 3M Co.                                                                                      | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      3792000 | PA      | $3872871.83   | 0.04%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                          | Welltower OP LLC                                                                            | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |       970000 | PA      | $937044.96    | 0.01%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fujitsu Ltd.                                                              | Fujitsu Ltd.                                                                                | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |        58900 | NS      | $1636582.60   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-36105.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Victory Street CLO I DAC                                                  | Victory Street CLO I DAC, Series 1X, Class D                                                | CUSIP: N/A<br>LEI: 635400D4KWYZ4IFHKI82       | Long             | ABS-CBDO         | CORP              | IE        |      1010000 | PA      | $1214888.71   | 0.01%             | 2038-01-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                   | KeyCorp                                                                                     | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      6864000 | PA      | $7437298.03   | 0.07%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2026-1, Class B2                                         | CUSIP: 92541JAQ4<br>LEI: 2138009KJR7Q44BI8668 | Long             | ABS-MBS          | CORP              | US        |       152000 | PA      | $149490.04    | 0.00%             | 2071-01-25      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                      | Icahn Enterprises LP                                                                        | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       294000 | PA      | $259511.65    | 0.00%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Easy Street Mortgage Loan Trust                                           | Easy Street Mortgage Loan Trust, Series 2025-RTL2, Class A1                                 | CUSIP: 27786YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3787686 | PA      | $3807834.22   | 0.04%             | 2040-10-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Enerflex, Inc.                                                            | Enerflex, Inc.                                                                              | CUSIP: 29281WAA6<br>LEI: 549300SQCOV1LC1GBK07 | Long             | DBT              | CORP              | US        |       175000 | PA      | $180860.05    | 0.00%             | 2031-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                        | American International Group, Inc.                                                          | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |        24089 | NS      | $1803784.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                                             | iShares Core Dividend Growth ETF                                                            | CUSIP: 46434V621<br>LEI: 549300KH155G8BRZXD37 | Long             |  | RF                | US        |       592112 | NS      | $42531404.96  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Camelot US Acquisition LLC                                                | Camelot US Acquisition LLC, 1st Lien Term Loan B                                            | CUSIP: L2000AAF7<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |      1302676 | PA      | $1191948.61   | 0.01%             | 2031-01-31      | Variable      | 6.42%                 | 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        |      1220455 | PA      | $1212920.00   | 0.01%             | 2045-08-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                      | Alpha Generation LLC                                                                        | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |       309000 | PA      | $320371.82    | 0.00%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                     | Kraft Heinz Foods Co.                                                                       | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       562000 | PA      | $560218.45    | 0.01%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                       | EOG Resources, Inc.                                                                         | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |        47668 | NS      | $5345012.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Piraeus Bank SA                                                           | Piraeus Bank SA                                                                             | CUSIP: N/A<br>LEI: 213800OYHR1MPQ5VJL60       | Long             | DBT              | CORP              | GR        |      1366000 | PA      | $1617524.76   | 0.02%             | 2032-10-15      | Variable      | 6.12%                 | 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      | $2847176.04   | 0.03%             | 2049-05-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| ATS Corp.                                                                 | ATS Corp.                                                                                   | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |       314000 | PA      | $306354.98    | 0.00%             | 2028-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                          | Fair Isaac Corp.                                                                            | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      2312000 | PA      | $2355777.72   | 0.02%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                     | Gilead Sciences, Inc.                                                                       | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        11671 | NS      | $1656698.45   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Strategic Income Fund                                                | Ares Strategic Income Fund                                                                  | CUSIP: 04020EAR8<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |       325000 | PA      | $316308.37    | 0.00%             | 2031-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $25801.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10320.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Trinidad & Tobago                                             | Republic of Trinidad & Tobago                                                               | CUSIP: 896292AN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |       915000 | PA      | $912145.20    | 0.01%             | 2036-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                         | Duke Energy Corp.                                                                           | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       181311 | NS      | $22002089.85  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Corp.                                                               | Hertz Corp. (The), 1st Lien Term Loan B                                                     | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |      1712536 | PA      | $1455656.02   | 0.01%             | 2028-06-30      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| EG America LLC                                                            | EG America LLC, 1st Lien Term Loan                                                          | CUSIP: N2820EAN8<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |       447354 | PA      | $446983.18    | 0.00%             | 2028-02-07      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Citrin Cooperman Advisors LLC                                             | Citrin Cooperman Advisors LLC, Delayed Draw 1st Lien Term Loan                              | CUSIP: 17737EAE3<br>LEI: 254900DPG9ZEAP5MK895 | Long             | LON              | CORP              | US        |       821387 | PA      | $812146.62    | 0.01%             | 2032-04-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| WEPA Hygieneprodukte GmbH                                                 | WEPA Hygieneprodukte GmbH                                                                   | CUSIP: N/A<br>LEI: 529900KQ44OJDIDU6J81       | Long             | DBT              | CORP              | DE        |       742000 | PA      | $919240.15    | 0.01%             | 2031-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                               | Chobani LLC                                                                                 | CUSIP: 17027NAB8<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |       855000 | PA      | $850650.36    | 0.01%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                          | Goodyear Tire & Rubber Co. (The)                                                            | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |       168000 | PA      | $171522.29    | 0.00%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                           | ABG Intermediate Holdings 2 LLC, 1st Lien Term Loan B1                                      | CUSIP: 00076VBL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2071495 | PA      | $2068677.90   | 0.02%             | 2028-12-21      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Ballyrock CLO Ltd.                                                        | Ballyrock CLO Ltd., Series 2019-2A, Class A1R3                                              | CUSIP: 05875MBD3<br>LEI: 254900IF22Z7SA13VI60 | Long             | ABS-CBDO         | CORP              | KY        |      4500000 | PA      | $4517100.00   | 0.04%             | 2038-10-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                            | 1011778 BC ULC                                                                              | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |       353000 | PA      | $336806.59    | 0.00%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                        | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |       352000 | PA      | $352110.18    | 0.00%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Sunrise FinCo. I BV                                                       | Sunrise FinCo. I BV                                                                         | CUSIP: N/A<br>LEI: 213800MNFBDEQRS6HZ22       | Long             | DBT              | CORP              | NL        |      1055000 | PA      | $1265124.96   | 0.01%             | 2032-05-15      | Fixed         | 4.62%                 | 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        |      6033723 | PA      | $5406051.41   | 0.05%             | 2036-06-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Vallourec SACA                                                            | Vallourec SACA                                                                              | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |       751000 | PA      | $798113.99    | 0.01%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OI European Group BV                                                      | OI European Group BV                                                                        | CUSIP: N/A<br>LEI: 72450053F5WRDY8CDZ66       | Long             | DBT              | CORP              | NL        |       866000 | PA      | $1057118.19   | 0.01%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                               | Penske Truck Leasing Co. LP                                                                 | CUSIP: 709599BZ6<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |       952000 | PA      | $980367.12    | 0.01%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                    | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |        74707 | NS      | $21435679.51  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                                      | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       141000 | PA      | $143891.77    | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Corp.ay Technologies Operating Co. LLC                                    | Corpay Technologies Operating Co. LLC, 1st Lien Term Loan B4                                | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |      3655135 | PA      | $3652540.10   | 0.03%             | 2028-04-28      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                                  | ADT Security Corp. (The)                                                                    | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      1038000 | PA      | $1052272.13   | 0.01%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Pinewood Finco plc                                                        | Pinewood Finco plc                                                                          | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |      1928000 | PA      | $2670381.67   | 0.03%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       920000 | PA      | $905058.13    | 0.01%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $321997.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                     | Freeport Indonesia PT                                                                       | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      1221000 | PA      | $1240841.25   | 0.01%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Fortrea Holdings, Inc.                                                    | Fortrea Holdings, Inc.                                                                      | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |       173000 | PA      | $176000.17    | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC                                                        | Central Parent LLC, 1st Lien Term Loan                                                      | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4584205 | PA      | $3657554.14   | 0.03%             | 2029-07-06      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                                              | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       848000 | PA      | $760695.43    | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1760000 | PA      | $-15958.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                            | Thermo Fisher Scientific, Inc.                                                              | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        10827 | NS      | $6264610.47   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Essendi SA                                                                | Essendi SA                                                                                  | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |       955000 | PA      | $1164513.62   | 0.01%             | 2032-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Just Group plc                                                            | Just Group plc                                                                              | CUSIP: N/A<br>LEI: 5493006456YEZEELRR90       | Long             | DBT              | CORP              | GB        |       200000 | PA      | $251776.40    | 0.00%             | 2031-03-30      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                           | Eli Lilly & Co.                                                                             | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       301000 | PA      | $304212.92    | 0.00%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                               | Republic of Philippines                                                                     | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    369430000 | PA      | $6369096.68   | 0.06%             | 2030-08-20      | Fixed         | 6.00%                 | 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      | $1030490.28   | 0.01%             | 2028-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series 1231                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |         3601 | NS      | $744677.45    | 0.01%             | 2026-02-18      | Fixed         | 18.73%                | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO 43 Ltd.                                       | Benefit Street Partners CLO 43 Ltd., Series 2025-43A, Class A                               | CUSIP: 08179QAA8<br>LEI: 254900TPMKEES6UQHQ33 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5020980.00   | 0.05%             | 2038-10-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                             | NYC Commercial Mortgage Trust, Series 2025-11X, Class A                                     | CUSIP: 67122NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3000000 | PA      | $3023278.50   | 0.03%             | 2040-10-15      | Floating      | 5.42%                 | 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        |      1763204 | PA      | $1545286.15   | 0.01%             | 2036-12-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| Itelyum Regeneration SpA                                                  | Itelyum Regeneration Spa                                                                    | CUSIP: N/A<br>LEI: 815600051FBC23AA8A45       | Long             | DBT              | CORP              | IT        |       544000 | PA      | $654278.79    | 0.01%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                           | ContourGlobal Power Holdings SA                                                             | CUSIP: N/A<br>LEI: 549300O5AGIFK0PQ1516       | Long             | DBT              | CORP              | LU        |       875000 | PA      | $1064699.85   | 0.01%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series CC                                                                  | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1611000 | PA      | $1667349.56   | 0.02%             | 2029-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                     | WR Grace Holdings LLC                                                                       | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |       682000 | PA      | $696146.04    | 0.01%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Clariane SE                                                               | Clariane SE                                                                                 | CUSIP: N/A<br>LEI: 969500WEPS61H6TJM037       | Long             | DBT              | CORP              | FR        |      1230900 | PA      | $843261.08    | 0.01%             | 2027-03-06      | Fixed         | 0.88%                 | 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        |      7899700 | PA      | $296.71       | 0.00%             | 2048-10-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                          | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       596000 | PA      | $637720.00    | 0.01%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-12T1, Class A5                                          | CUSIP: 02150LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       379000 | PA      | $164800.34    | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ardagh Group SA                                                           | Ardagh Group SA                                                                             | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |       771156 | PA      | $833291.89    | 0.01%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Repsol E&P Capital Markets US LLC                                         | Repsol E&P Capital Markets US LLC                                                           | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |       955000 | PA      | $966014.32    | 0.01%             | 2028-09-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Nissan Chemical Corp.                                                     | Nissan Chemical Corp.                                                                       | CUSIP: N/A<br>LEI: 3538002E4L1CUGJFFU25       | Long             | EC               | CORP              | JP        |         1300 | NS      | $44810.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elastic NV                                                                | Elastic NV                                                                                  | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |       613000 | PA      | $588892.95    | 0.01%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                | Melco Resorts Finance Ltd.                                                                  | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      1088000 | PA      | $1076249.60   | 0.01%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $918.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                                | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |        35176 | NS      | $464329.87    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                                       | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       172000 | PA      | $182754.64    | 0.00%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                        | Metropolitan Life Global Funding I                                                          | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      1187000 | PA      | $1128561.37   | 0.01%             | 2030-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                           | Air Lease Corp.                                                                             | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      1165000 | PA      | $1200159.11   | 0.01%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The), Series Y                                                   | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1484000 | PA      | $1512006.69   | 0.01%             | 2034-11-10      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                      | Ally Financial, Inc.                                                                        | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      2695000 | PA      | $2712293.65   | 0.03%             | 2033-07-31      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                                 | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      2628000 | PA      | $2719574.58   | 0.03%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                                    | Neptune Bidco US, Inc.                                                                      | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |       409000 | PA      | $432433.08    | 0.00%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                       | Deutsche Telekom AG (Registered)                                                            | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |        97498 | NS      | $3271866.10   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                           | Santander UK Group Holdings plc                                                             | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      1116000 | PA      | $1163768.87   | 0.01%             | 2031-04-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Concentra Health Services, Inc.                                           | Concentra Health Services, Inc., 1st Lien Term Loan B1                                      | CUSIP: 20602RAD2<br>LEI: 984500GB84105F75DE32 | Long             | LON              | CORP              | US        |      1000219 | PA      | $1000849.31   | 0.01%             | 2031-07-28      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                               | FedEx Corp.                                                                                 | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |        22676 | NS      | $7307341.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Diameter Capital CLO 10 Ltd.                                              | Diameter Capital CLO 10 Ltd., Series 2025-10A, Class A                                      | CUSIP: 25290BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9000000 | PA      | $9042471.00   | 0.09%             | 2038-04-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Mizuho Markets Cayman LP                                                                    | CUSIP: 60701C307<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |         3499 | NS      | $881741.49    | 0.01%             | 2026-03-11      | Fixed         | 15.12%                | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co.                                              | Baltimore Gas & Electric Co.                                                                | CUSIP: 059165ER7<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |       713000 | PA      | $734806.64    | 0.01%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                          | Sealed Air Corp.                                                                            | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |       119000 | PA      | $119783.14    | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                           | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2331000 | PA      | $2386498.78   | 0.02%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                             | Clearway Energy Operating LLC                                                               | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |       479000 | PA      | $440869.91    | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EOC BORROWER LLC                                                          | EOC Borrower LLC, 1st Lien Term Loan B                                                      | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5836670 | PA      | $5832292.50   | 0.05%             | 2032-03-24      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                          | Bombardier, Inc.                                                                            | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       280000 | PA      | $293921.10    | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                    | Chart Industries, Inc., 1st Lien Term Loan                                                  | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |       590015 | PA      | $590569.48    | 0.01%             | 2030-03-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| PG Polaris BidCo SARL                                                     | PG Polaris BidCo SARL, 1st Lien Term Loan                                                   | CUSIP: 91728NAD1<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | US        |      1090758 | PA      | $1089983.06   | 0.01%             | 2031-03-26      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                       | Fifth Third Bancorp                                                                         | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      5250000 | PA      | $5245288.65   | 0.05%             | 2032-04-29      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Fortis 333, Inc.                                                          | Fortis 333, Inc., 1st Lien Term Loan B                                                      | CUSIP: 34958SAB5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      1345125 | PA      | $1328983.50   | 0.01%             | 2032-03-29      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                   | CUSIP: 86765K109<br>LEI: 54930001NJU8E40NQ561 | Long             |  |  | US        |        16653 | NS      | $958879.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascensus Holdings, Inc.                                                   | Ascensus Holdings, Inc., 1st Lien Term Loan B                                               | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2100000 | PA      | $2091243.01   | 0.02%             | 2032-11-25      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                             | Perrigo Finance Unlimited Co.                                                               | CUSIP: N/A<br>LEI: 549300E86RB6YCTMRM83       | Long             | DBT              | CORP              | IE        |       466000 | PA      | $552248.41    | 0.01%             | 2032-09-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HAH Group Holding Co. LLC                                                 | HAH Group Holding Co. LLC                                                                   | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |       173000 | PA      | $163385.63    | 0.00%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services, Inc.                                 | Sedgwick Claims Management Services, Inc., 1st Lien Term Loan                               | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |      6428824 | PA      | $6399701.17   | 0.06%             | 2031-07-31      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8274.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                                         | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      4954000 | PA      | $4956978.49   | 0.05%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                                               | Novartis AG (Registered)                                                                    | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |        68486 | NS      | $10161255.39  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| New Topco Stapled                                                         | New Topco Stapled                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        12872 | NS      | $0.15         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sompo Holdings, Inc.                                                      | Sompo Holdings, Inc.                                                                        | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |        13100 | NS      | $451747.31    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group plc                                                             | AIB Group plc                                                                               | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      2100000 | PA      | $2169857.28   | 0.02%             | 2031-05-15      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Voya Financial, Inc.                                                      | Voya Financial, Inc.                                                                        | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |        45670 | NS      | $3501062.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-AIR2, Class A                                     | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8920375 | PA      | $8931525.79   | 0.08%             | 2041-10-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                                    | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $217100.80    | 0.00%             | 2029-09-27      | Variable      | 8.00%                 | 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      | $501157.40    | 0.00%             | 2031-07-14      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Kansas City Ltd.                                         | Canadian Pacific Kansas City Ltd.                                                           | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       112262 | NS      | $8345139.82   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series EMT3                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |         5200 | NS      | $3468706.95   | 0.03%             | 2026-03-09      | Fixed         | 19.07%                | No            |                  2 | On Loan: No      |
| Core & Main LP                                                            | Core & Main LP, 1st Lien Term Loan E                                                        | CUSIP: 40416VAH8<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |      2134799 | PA      | $2132130.95   | 0.02%             | 2031-02-10      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                    | Palmer Square CLO Ltd., Series 2021-4A, Class BR                                            | CUSIP: 69702EAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7250000 | PA      | $7303280.98   | 0.07%             | 2038-07-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                 | Prosus NV, Class N                                                                          | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |        21824 | NS      | $1254907.77   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridge Street CLO IV Ltd.                                                 | Bridge Street CLO IV Ltd., Series 2024-1A, Class A                                          | CUSIP: 107934AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1002499.30   | 0.01%             | 2037-04-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                | Air Canada, 1st Lien Term Loan                                                              | CUSIP: C0102MAS4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |      2420626 | PA      | $2417600.35   | 0.02%             | 2031-03-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                       | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       280000 | PA      | $279262.34    | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        78800 | NS      | $4258425.32   | 0.04%             | 2026-03-05      | Fixed         | 27.48%                | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                    | MidAmerican Energy Co.                                                                      | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |       143000 | PA      | $148769.22    | 0.00%             | 2034-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Sunrise Financing Partnership                                             | Sunrise Financing Partnership, Facility 1st Lien Term Loan AAA1                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       731000 | PA      | $728331.85    | 0.01%             | 2032-02-17      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -1065500 | PA      | $-10089.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                          | Virgin Media Secured Finance plc                                                            | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |       361000 | PA      | $484610.85    | 0.00%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Anglo American plc                                                        | Anglo American plc                                                                          | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |        26544 | NS      | $1230787.26   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Epicor Software Corp.                                                     | Epicor Software Corp., 1st Lien Term Loan E                                                 | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |      4963028 | PA      | $4922728.00   | 0.05%             | 2031-05-30      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Odeon Finco plc                                                           | Odeon Finco plc                                                                             | CUSIP: 67585LAA3<br>LEI: 9845003ECF9901CC5382 | Long             | DBT              | CORP              | GB        |       342000 | PA      | $350906.36    | 0.00%             | 2027-11-01      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Swedish Orphan Biovitrum AB                                               | Swedish Orphan Biovitrum AB                                                                 | CUSIP: N/A<br>LEI: 549300124Y3MQI87PT35       | Long             | EC               | CORP              | SE        |         7150 | NS      | $271523.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd.                                                     | OHA Loan Funding Ltd., Series 2013-1A, Class B1R3                                           | CUSIP: 67706HBW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1006903.40   | 0.01%             | 2037-04-23      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                        | Ryan Specialty LLC                                                                          | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |       614000 | PA      | $624200.89    | 0.01%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 15 Ltd.                                             | Anchorage Capital CLO 15 Ltd., Series 2020-15A, Class A1R2                                  | CUSIP: 03329FAW4<br>LEI: 549300H5Q0HJ2EHSSX26 | Long             | ABS-CBDO         | CORP              | KY        |      7000000 | PA      | $7035994.00   | 0.07%             | 2038-07-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Orsted A/S                                                                | Orsted A/S                                                                                  | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |       823000 | PA      | $848785.40    | 0.01%             | 3021-02-18      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                | Visa, Inc., Class A                                                                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        27516 | NS      | $8855474.28   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                    | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       231000 | PA      | $224243.25    | 0.00%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                                  | Wynn Resorts Finance LLC                                                                    | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1388000 | PA      | $1495468.68   | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                           | 1261229 BC Ltd.                                                                             | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      8200000 | PA      | $8415307.32   | 0.08%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| WEX, Inc.                                                                 | WEX, Inc., 1st Lien Term Loan B3                                                            | CUSIP: 96208UAX9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       898212 | PA      | $893164.55    | 0.01%             | 2032-03-05      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                     | Parker-Hannifin Corp.                                                                       | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |         8078 | NS      | $7559715.52   | 0.07%             |  |  |  | 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      | $631740.58    | 0.01%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Aurium CLO XIII DAC                                                       | Aurium CLO XIII DAC, Series 13X, Class D                                                    | CUSIP: N/A<br>LEI: 635400NUJFLZMWBUGF89       | Long             | ABS-CBDO         | CORP              | IE        |       530000 | PA      | $632112.47    | 0.01%             | 2038-04-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Hayward Industries, Inc.                                                  | Hayward Industries, Inc., 1st Lien Term Loan                                                | CUSIP: 421300AL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       399671 | PA      | $401113.98    | 0.00%             | 2028-05-30      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Veritas Newco                                                             | Veritas Newco                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |         2876 | NS      | $61838.09     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Innio North America Holding, Inc.                                         | Innio North America Holding, Inc., Facility 1st Lien Term Loan B                            | CUSIP: A2838LAG1<br>LEI: 549300R5GWIY8X0FZE07 | Long             | LON              | CORP              | US        |       166141 | PA      | $166016.39    | 0.00%             | 2028-11-02      | Variable      | 5.93%                 | 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              | CORP              | CL        |       394000 | PA      | $422226.16    | 0.00%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Crown Holdings, Inc.                                                      | Crown Holdings, Inc.                                                                        | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |        34628 | NS      | $3624859.04   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc., 1st Lien Term Loan B                                            | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      4740095 | PA      | $4591966.90   | 0.04%             | 2032-08-16      | Variable      | 7.25%                 | 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        |       958063 | PA      | $424938.51    | 0.00%             | 2036-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      3410000 | PA      | $3512477.29   | 0.03%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                   | GFL Environmental, Inc.                                                                     | CUSIP: 36168QAN4<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |         2000 | PA      | $1987.13      | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tokyo Electric Power Co. Holdings, Inc.                                   | Tokyo Electric Power Co. Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: 5299004EMJ3R4RVR5Y75       | Long             | EC               | CORP              | JP        |        12400 | NS      | $46578.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Tool Works, Inc.                                                 | Illinois Tool Works, Inc.                                                                   | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |        21768 | NS      | $5687107.68   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial, Inc.                                                     | STAG Industrial, Inc.                                                                       | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |        68036 | NS      | $2552030.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                                            | Synopsys, Inc.                                                                              | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      4598000 | PA      | $4704470.78   | 0.04%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                            | Olympus Water US Holding Corp.                                                              | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |       984000 | PA      | $1008646.25   | 0.01%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Darktrace Finco US LLC                                                    | Darktrace Finco US LLC, 1st Lien Term Loan                                                  | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |       348123 | PA      | $338549.73    | 0.00%             | 2031-10-09      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                               | Rogers Communications, Inc.                                                                 | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       337000 | PA      | $353394.12    | 0.00%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                  | Cooperatieve Rabobank UA                                                                    | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      1200000 | PA      | $1450169.99   | 0.01%             | 2029-06-29      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                     | Lockheed Martin Corp.                                                                       | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      1630000 | PA      | $1646486.54   | 0.02%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                   | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      1181000 | PA      | $1233554.50   | 0.01%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Keyence Corp.                                                             | Keyence Corp.                                                                               | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |         2900 | NS      | $1063895.48   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |         3103 | NS      | $698643.90    | 0.01%             | 2026-02-20      | Fixed         | 21.27%                | 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      | $5952181.80   | 0.06%             | 2039-05-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                | Melco Resorts Finance Ltd.                                                                  | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      1114000 | PA      | $1166218.75   | 0.01%             | 2032-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Restaurant Brands International, Inc.                                     | Restaurant Brands International, Inc.                                                       | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |        17152 | NS      | $1149177.07   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                                                          | McDonald's Corp.                                                                            | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |         8455 | NS      | $2663325.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| White Cap Supply Holdings LLC                                             | White Cap Supply Holdings LLC                                                               | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |      3656000 | PA      | $3797425.05   | 0.04%             | 2030-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                               | Asurion LLC, 2nd Lien Term Loan B4                                                          | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |       242579 | PA      | $242201.02    | 0.00%             | 2029-01-19      | Variable      | 9.04%                 | No            |                  2 | On Loan: No      |
| Bureau Veritas SA                                                         | Bureau Veritas SA                                                                           | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               | CORP              | FR        |         9490 | NS      | $305505.33    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Oil & Gas, Inc.                                                  | Northern Oil & Gas, Inc.                                                                    | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |       653000 | PA      | $659281.21    | 0.01%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Cable One, Inc.                                                           | Cable One, Inc.                                                                             | CUSIP: 12685JAG0<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |        85000 | PA      | $64600.00     | 0.00%             | 2028-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| EC Finance plc                                                            | EC Finance plc                                                                              | CUSIP: N/A<br>LEI: 213800NKPB53RHYDQE45       | Long             | DBT              | CORP              | GB        |      1086000 | PA      | $1277220.26   | 0.01%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AREIT Ltd.                                                                | AREIT Ltd., Series 2025-CRE10, Class A                                                      | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     10060000 | PA      | $10045993.46  | 0.09%             | 2029-12-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Ingevity Corp.                                                            | Ingevity Corp.                                                                              | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |       204000 | PA      | $198413.01    | 0.00%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                | VMware LLC                                                                                  | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      2988000 | PA      | $2660146.30   | 0.03%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                     | Churchill Downs, Inc.                                                                       | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      1017000 | PA      | $1047849.68   | 0.01%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                               | Cheniere Energy Partners LP                                                                 | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       302000 | PA      | $319966.35    | 0.00%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                                           | Rand Parent LLC                                                                             | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       269000 | PA      | $281107.85    | 0.00%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $20003.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Financial Ltd.                                                    | Phoenix Financial Ltd.                                                                      | CUSIP: N/A<br>LEI: 254900IUA68QTCFYHE30       | Long             | EC               | CORP              | IL        |         2070 | NS      | $100473.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                        | Southern Co. (The)                                                                          | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      2256000 | PA      | $2313820.69   | 0.02%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: 83371T467<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |        85898 | NS      | $9357541.27   | 0.09%             | 2026-02-03      | Fixed         | 14.81%                | No            |                  2 | On Loan: No      |
| GE Aerospace                                                              | GE Aerospace                                                                                | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |        20429 | NS      | $6267412.91   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                             | Freedom Mortgage Holdings LLC                                                               | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       879000 | PA      | $929338.57    | 0.01%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Novolipetsk Steel PJSC                                                    | Novolipetsk Steel PJSC                                                                      | CUSIP: N/A<br>LEI: 213800913TPW32I84456       | Long             | EC               | CORP              | RU        |           14 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JBS NV                                                                    | JBS NV                                                                                      | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      2930000 | PA      | $3078961.20   | 0.03%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                       | Kinder Morgan, Inc.                                                                         | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |        96325 | NS      | $2936949.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Garfunkelux Holdco 3 SA                                                   | Garfunkelux Holdco 3 SA                                                                     | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |      1865450 | PA      | $2153066.13   | 0.02%             | 2028-09-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                | Fertitta Entertainment LLC                                                                  | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       311000 | PA      | $294101.92    | 0.00%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| American Healthcare REIT, Inc.                                            | American Healthcare REIT, Inc.                                                              | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |       214292 | NS      | $10052437.72  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Technologies Engineering Ltd.                                   | Singapore Technologies Engineering Ltd.                                                     | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |       117300 | NS      | $901754.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                  | American Homes 4 Rent LP                                                                    | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |       187000 | PA      | $187477.27    | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                                        | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      1135000 | PA      | $1161990.54   | 0.01%             | 2035-07-26      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XXIX Ltd.                                                    | Trinitas CLO XXIX Ltd., Series 2024-29A, Class A1                                           | CUSIP: 89643BAA9<br>LEI: 2549000HOL90CNMWDO78 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2007568.00   | 0.02%             | 2037-07-23      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                           | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1676000 | PA      | $1738784.64   | 0.02%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                   | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      7333000 | PA      | $7241201.84   | 0.07%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                              | Discovery Communications LLC                                                                | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      2080000 | PA      | $2043600.00   | 0.02%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                                   | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      1300000 | PA      | $1578515.78   | 0.01%             | 2031-10-17      | 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      | $3636.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                          | Bangkok Bank PCL                                                                            | CUSIP: 059895AW2<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |       606000 | PA      | $622016.58    | 0.01%             | 2028-09-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| City Football Group Ltd.                                                  | City Football Group Ltd., 1st Lien Term Loan                                                | CUSIP: 17781XAD8<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      2040897 | PA      | $2030059.56   | 0.02%             | 2030-07-22      | Variable      | 7.18%                 | 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        |      1310393 | PA      | $1193081.59   | 0.01%             | 2046-11-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-25907.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitchell International, Inc.                                              | Mitchell International, Inc., 2nd Lien Term Loan                                            | CUSIP: 60662WAZ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       478533 | PA      | $470058.18    | 0.00%             | 2032-06-07      | Variable      | 8.92%                 | No            |                  2 | On Loan: No      |
| Leidos Holdings, Inc.                                                     | Leidos Holdings, Inc.                                                                       | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |         1813 | NS      | $341351.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev SA                                                   | Anheuser-Busch InBev SA/NV                                                                  | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | EC               | CORP              | BE        |         3502 | NS      | $252084.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Motion Finco SARL                                                         | Motion Finco SARL, Facility 1st Lien Term Loan B3                                           | CUSIP: L6526BAG9<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      3795820 | PA      | $3232368.22   | 0.03%             | 2029-11-13      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2024-5, Class M4                             | CUSIP: 92261AAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4001044 | PA      | $4026982.76   | 0.04%             | 2054-10-25      | Variable      | 9.53%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        10672 | NS      | $567561.16    | 0.01%             | 2026-03-06      | Fixed         | 20.63%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       500000 | PA      | $41115.97     | 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        |        90130 | NS      | $8802336.15   | 0.08%             | 2026-03-03      | Fixed         | 15.37%                | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                     | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       980000 | PA      | $969220.00    | 0.01%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                 | Invitation Homes Operating Partnership LP                                                   | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |       675000 | PA      | $673616.22    | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Logistics Park, Inc.                                       | Mitsui Fudosan Logistics Park, Inc.                                                         | CUSIP: N/A<br>LEI: 353800DN63EIYS760S59       | Long             | EC               | CORP              | JP        |         4062 | NS      | $3031727.70   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        41710 | NS      | $17992816.47  | 0.17%             | 2026-02-06      | Fixed         | 14.98%                | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                            | Ohio Power Co., Series Q                                                                    | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |      1049000 | PA      | $919766.45    | 0.01%             | 2031-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       405000 | PA      | $375494.00    | 0.00%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                | Allison Transmission, Inc.                                                                  | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |       487000 | PA      | $493893.49    | 0.00%             | 2033-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                         | Yum! Brands, Inc.                                                                           | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |        16971 | NS      | $2638990.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                                      | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1038653.00   | 0.01%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MIC Trust (The)                                                           | MIC Trust (The), Series 2023-MIC, Class A                                                   | CUSIP: 87256GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $1079805.80   | 0.01%             | 2038-12-05      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                              | Hess Midstream Operations LP                                                                | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       212000 | PA      | $219420.85    | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tryg A/S                                                                  | Tryg A/S                                                                                    | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Long             | EC               | CORP              | DK        |        45526 | NS      | $1106418.72   | 0.01%             |  |  |  | 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        |      4453427 | PA      | $3039293.97   | 0.03%             | 2036-10-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                        | DT Midstream, Inc.                                                                          | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        36892 | NS      | $4649129.84   | 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        |      2085000 | PA      | $2540235.34   | 0.02%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                           | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       117000 | PA      | $128733.06    | 0.00%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                                      | Osaic Holdings, Inc.                                                                        | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |       195000 | PA      | $202091.41    | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                              | MPT Operating Partnership LP                                                                | CUSIP: N/A<br>LEI: WUQXXXF7PXTUPGROE843       | Long             | DBT              | CORP              | US        |       144000 | PA      | $165016.88    | 0.00%             | 2026-10-15      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                               | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       685000 | PA      | $612154.83    | 0.01%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                         | Republic of Chile                                                                           | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |  10760000000 | PA      | $12733068.50  | 0.12%             | 2029-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer, Inc.                                                | Zelis Payments Buyer, Inc., 1st Lien Term Loan                                              | CUSIP: 98932TAH6<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |      3987720 | PA      | $3881806.16   | 0.04%             | 2031-11-26      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                                    | Amentum Holdings, Inc.                                                                      | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |        93000 | PA      | $98005.54     | 0.00%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                       | Rakuten Group, Inc.                                                                         | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |       353000 | PA      | $376035.71    | 0.00%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Summer BC Holdco B SARL                                                   | Summer BC Holdco B SARL                                                                     | CUSIP: N/A<br>LEI: 984500NRF59D5DB9B654       | Long             | DBT              | CORP              | LU        |       700000 | PA      | $779430.76    | 0.01%             | 2030-02-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                 | Bank of Nova Scotia (The)                                                                   | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      1754000 | PA      | $1877988.45   | 0.02%             | 2084-01-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA, 1st Lien Term Loan B14                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      2370161 | PA      | $2401755.66   | 0.02%             | 2031-05-30      | Variable      | 10.55%                | No            |                  2 | On Loan: No      |
| Henley CLO XI DAC                                                         | Henley CLO XI DAC, Series 11X, Class D                                                      | CUSIP: N/A<br>LEI: 6354004ZEQIYPXESRG76       | Long             | ABS-CBDO         | CORP              | IE        |      1120000 | PA      | $1334472.51   | 0.01%             | 2039-04-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      2135000 | PA      | $2102672.43   | 0.02%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                    | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       923000 | PA      | $979279.93    | 0.01%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Accenture plc                                                             | Accenture plc, Class A                                                                      | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |        58579 | NS      | $15443767.56  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                   | AS Mileage Plan IP Ltd.                                                                     | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      2456000 | PA      | $2484545.97   | 0.02%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                 | Toyota Motor Credit Corp.                                                                   | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       256000 | PA      | $260449.91    | 0.00%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| eircom Finance DAC                                                        | eircom Finance DAC                                                                          | CUSIP: N/A<br>LEI: 254900NA4DUH50UERM85       | Long             | DBT              | CORP              | IE        |      1869000 | PA      | $2254024.07   | 0.02%             | 2031-04-30      | Fixed         | 5.00%                 | 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        |      5292577 | PA      | $4410454.61   | 0.04%             | 2047-06-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                 | Aptiv Swiss Holdings Ltd.                                                                   | CUSIP: 03837AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      1895000 | PA      | $1933946.34   | 0.02%             | 2029-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-726.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                     | Targa Resources Corp.                                                                       | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |         5723 | NS      | $1150208.54   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trivium Packaging Finance BV                                              | Trivium Packaging Finance BV                                                                | CUSIP: N/A<br>LEI: 724500GMZWW3PVYET548       | Long             | DBT              | CORP              | NL        |       130000 | PA      | $162580.09    | 0.00%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                       | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      2031000 | PA      | $2075773.40   | 0.02%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                                         | Siemens Energy AG                                                                           | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |        14060 | NS      | $2395544.23   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                                    | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       655000 | PA      | $670646.92    | 0.01%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                         | INEOS Finance plc                                                                           | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |      1525000 | PA      | $1511267.83   | 0.01%             | 2031-03-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                             | Novelis Corp.                                                                               | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      1716000 | PA      | $1570255.83   | 0.01%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Zloty                                                                     | Zloty                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PL        |       238808 | OU      | $67213.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrivarden AB                                                         | Industrivarden AB, Class A                                                                  | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |         4531 | NS      | $226506.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                                           | Transocean Titan Financing Ltd.                                                             | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |        95524 | PA      | $97444.60     | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                                                    | Playtika Holding Corp.                                                                      | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |       154000 | PA      | $133752.85    | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                 | BXP Trust, Series 2021-601L, Class D                                                        | CUSIP: 05607TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3863000 | PA      | $3195353.46   | 0.03%             | 2044-01-15      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| APH Somerset Investor 2 LLC                                               | APH Somerset Investor 2 LLC                                                                 | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       284000 | PA      | $288308.28    | 0.00%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Mobile TeleSystems PJSC                                                   | Mobile TeleSystems PJSC                                                                     | CUSIP: N/A<br>LEI: 2534008FX8EXH1FMJA74       | Long             | EC               | CORP              | RU        |        26804 | NS      | $3.53         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Altice France Lux 3                                                       | Altice France Lux 3                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |        44357 | NS      | $834842.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boxer Parent Co., Inc.                                                    | Boxer Parent Co., Inc., 1st Lien Term Loan                                                  | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |      5368063 | PA      | $5153340.89   | 0.05%             | 2031-07-30      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd.                                                 | Asahi Group Holdings Ltd.                                                                   | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | EC               | CORP              | JP        |         8600 | NS      | $90032.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Houston Center                                                            | Houston Center, Delayed Draw 1st Lien Term Loan                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19515582 | PA      | $18305383.40  | 0.17%             | 2032-09-13      | Variable      | 5.27%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       120000 | PA      | $-1655.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Energy Corp.                                                      | Alliant Energy Corp.                                                                        | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |      1315000 | PA      | $1305442.32   | 0.01%             | 2056-04-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Aptiv plc                                                                 | Aptiv plc                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |        32445 | NS      | $2457708.75   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Uae Dirham                                                                | Uae Dirham                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AE        |            1 | OU      | $0.20         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pertamina Persero PT                                                      | Pertamina Persero PT                                                                        | CUSIP: 69370PAA9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |       598000 | PA      | $626040.22    | 0.01%             | 2044-05-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                   | Quikrete Holdings, Inc., 1st Lien Term Loan B1                                              | CUSIP: 74839XAM1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2289212 | PA      | $2289211.65   | 0.02%             | 2031-04-14      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc., 1st Lien Term Loan B                                 | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |       310000 | PA      | $308270.20    | 0.00%             | 2029-04-13      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                            | Anywhere Real Estate Group LLC, Series AI                                                   | CUSIP: 75606DAT8<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |       423000 | PA      | $428276.08    | 0.00%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Arcos Dorados BV                                                          | Arcos Dorados BV                                                                            | CUSIP: N/A<br>LEI: 549300T91OYP6I7P8G39       | Long             | DBT              | CORP              | NL        |       604000 | PA      | $634200.00    | 0.01%             | 2032-01-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                               | Block, Inc.                                                                                 | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       102000 | PA      | $101394.91    | 0.00%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       575000 | PA      | $519615.88    | 0.00%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                     | Dominion Energy, Inc.                                                                       | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       156890 | NS      | $9440071.30   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Americas LLC                                                        | Crown Americas LLC                                                                          | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |       847000 | PA      | $866331.93    | 0.01%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                 | Rio Tinto Finance USA plc                                                                   | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      1599000 | PA      | $1645962.44   | 0.02%             | 2032-03-14      | 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      | $64665.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ziggo BV                                                                  | Ziggo BV                                                                                    | CUSIP: N/A<br>LEI: 213800TQASLF9JXH5J59       | Long             | DBT              | CORP              | NL        |       276000 | PA      | $309514.92    | 0.00%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                  | CenterPoint Energy, Inc.                                                                    | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      3265000 | PA      | $3289960.93   | 0.03%             | 2056-04-01      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                               | Service Corp. International                                                                 | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |       419000 | PA      | $398728.99    | 0.00%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Disco Corp.                                                               | Disco Corp.                                                                                 | CUSIP: N/A<br>LEI: 529900X0YGDYM51H4Q86       | Long             | EC               | CORP              | JP        |         1100 | NS      | $468875.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                                                | MajorDrive Holdings IV LLC                                                                  | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |       368000 | PA      | $296046.69    | 0.00%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                            | Apollo Global Management, Inc.                                                              | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |       375000 | PA      | $374939.70    | 0.00%             | 2054-12-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                            | Ford Motor Co.                                                                              | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |       538000 | PA      | $597929.76    | 0.01%             | 2031-07-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                   | Uber Technologies, Inc.                                                                     | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       668000 | PA      | $664487.30    | 0.01%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                          | CVS Health Corp.                                                                            | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       179361 | NS      | $13365981.72  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First Quantum Minerals Ltd.                                               | First Quantum Minerals Ltd.                                                                 | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |       698000 | PA      | $733346.72    | 0.01%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Froneri US, Inc.                                                          | Froneri US, Inc., Facility 1st Lien Term Loan B6                                            | CUSIP: G3679YAM4<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      1510000 | PA      | $1506693.10   | 0.01%             | 2032-09-30      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                      | Howard Midstream Energy Partners LLC                                                        | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       917000 | PA      | $941208.80    | 0.01%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MKS, Inc.                                                                 | MKS, Inc.                                                                                   | CUSIP: N/A<br>LEI: 549300KEQATBHAGVF505       | Long             | DBT              | CORP              | US        |      1472000 | PA      | $1744784.44   | 0.02%             | 2034-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings SARL                                                   | EIG Pearl Holdings SARL                                                                     | CUSIP: 28249NAB7<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |      1166000 | PA      | $974379.56    | 0.01%             | 2046-11-30      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class B2                                    | CUSIP: 06744WAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       574200 | PA      | $579654.10    | 0.01%             | 2065-01-25      | Variable      | 7.73%                 | No            |                  2 | On Loan: No      |
| Deuce Finco plc                                                           | Deuce Finco plc                                                                             | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |       562000 | PA      | $671342.41    | 0.01%             | 2032-11-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Hulic Co. Ltd.                                                            | Hulic Co. Ltd.                                                                              | CUSIP: N/A<br>LEI: 3538002E12E7IHAKTB10       | Long             | EC               | CORP              | JP        |         9100 | NS      | $108444.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                         | Iliad Holding SAS                                                                           | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |      1409000 | PA      | $1724346.66   | 0.02%             | 2030-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Carlyle Group, Inc. (The)                                                 | Carlyle Group, Inc. (The)                                                                   | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |        53719 | NS      | $3157602.82   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Ascendas REIT                                                  | CapitaLand Ascendas REIT                                                                    | CUSIP: N/A<br>LEI: 549300ILIBAEMQZK3L20       | Long             | EC               | CORP              | SG        |        69600 | NS      | $155755.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                | Sensata Technologies, Inc.                                                                  | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |       904000 | PA      | $847147.26    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                       | GS Mortgage-Backed Securities Trust, Series 2025-DSC1, Class B1                             | CUSIP: 36275EAG6<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |      1873000 | PA      | $1879025.25   | 0.02%             | 2065-06-25      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO 6 Ltd.                                                    | HalseyPoint CLO 6 Ltd., Series 2022-6A, Class A1R                                           | CUSIP: 40639GAN9<br>LEI: 5493001PG85K1980W896 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4018085.20   | 0.04%             | 2038-01-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-120260.65   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Evolution Mining Ltd.                                                     | Evolution Mining Ltd.                                                                       | CUSIP: N/A<br>LEI: 254900BCFW5QO5LW8F27       | Long             | EC               | CORP              | AU        |       115292 | NS      | $1107175.33   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                 | Standard Industries, Inc.                                                                   | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       194000 | PA      | $192985.75    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                            | Anywhere Real Estate Group LLC                                                              | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       210000 | PA      | $229205.55    | 0.00%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series FF                                                                  | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1915000 | PA      | $1972695.12   | 0.02%             | 2030-02-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class B3                                    | CUSIP: 066930AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        48700 | PA      | $44199.06     | 0.00%             | 2065-05-25      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                          | Fair Isaac Corp.                                                                            | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |       259000 | PA      | $254709.46    | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                        | Republic of Panama                                                                          | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       928000 | PA      | $970070.14    | 0.01%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Pra Health Sciences, Inc.                                                 | PRA Health Sciences, Inc., 1st Lien Term Loan B                                             | CUSIP: L5000DAF4<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | US        |       142286 | PA      | $142601.74    | 0.00%             | 2028-07-03      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                                       | CUSIP: 401494AV1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       767000 | PA      | $775513.70    | 0.01%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                               | Cheniere Energy Partners LP                                                                 | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       385000 | PA      | $393777.83    | 0.00%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                                   | Ellucian Holdings, Inc., 1st Lien Term Loan B1                                              | CUSIP: 28917XAB6<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |      5091208 | PA      | $5028840.34   | 0.05%             | 2029-10-09      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                         | Gen Digital, Inc., 1st Lien Term Loan B                                                     | CUSIP: 66877AAG3<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |       767145 | PA      | $755637.83    | 0.01%             | 2032-04-16      | Variable      | 5.42%                 | 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        |       817737 | PA      | $750531.20    | 0.01%             | 2037-03-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| WOM Mobile SA                                                             | WOM Mobile SA                                                                               | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |        34982 | PA      | $35016.98     | 0.00%             | 2031-04-01      | Variable      | 11.00%                | No            |                  2 | On Loan: No      |
| Warwick Capital CLO 4 Ltd.                                                | Warwick Capital CLO 4 Ltd., Series 2024-4A, Class B                                         | CUSIP: 93655QAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1003737.50   | 0.01%             | 2037-07-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                         | Merck & Co., Inc.                                                                           | CUSIP: 58933YBX2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      3200000 | PA      | $3188447.20   | 0.03%             | 2031-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Dell Technologies, Inc.                                                   | Dell Technologies, Inc., Class C                                                            | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |        23740 | NS      | $2716805.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE                                                                    | CUSIP: 61780B129<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |         3000 | NS      | $1842121.74   | 0.02%             | 2026-03-19      | Fixed         | 19.86%                | No            |                  2 | On Loan: No      |
| Multiversity SpA                                                          | Multiversity SpA                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |       722000 | PA      | $858297.18    | 0.01%             | 2031-05-17      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                            | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       128000 | PA      | $131280.40    | 0.00%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Apidos CLO LIV                                                            | Apidos CLO LIV, Series 2025-54A, Class A1                                                   | CUSIP: 03771RAA9<br>LEI: 254900SXYQWBYZA9L226 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2010568.00   | 0.02%             | 2038-10-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                          | Goodyear Tire & Rubber Co. (The)                                                            | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |        66000 | PA      | $62923.07     | 0.00%             | 2033-04-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2005-76, Class 2A1                                           | CUSIP: 12668BDE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2866097 | PA      | $2651106.00   | 0.02%             | 2036-02-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                              | Capgemini SE                                                                                | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |          243 | NS      | $37756.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INNIO Group Holding GmbH                                                  | Innio Group Holding GmbH, Facility 1st Lien Term Loan B2                                    | CUSIP: N/A<br>LEI: 2549000WCDQX6ZM7AW92       | Long             | LON              | CORP              | AT        |      1290000 | PA      | $1288929.30   | 0.01%             | 2028-11-02      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                                    | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       250000 | PA      | $254759.77    | 0.00%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Novelis, Inc.                                                             | Novelis, Inc., 1st Lien Term Loan                                                           | CUSIP: 67000LAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      4013670 | PA      | $4011984.26   | 0.04%             | 2032-03-11      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Nomura Real Estate Holdings, Inc.                                         | Nomura Real Estate Holdings, Inc.                                                           | CUSIP: N/A<br>LEI: 353800UZ91CT24OL9P59       | Long             | EC               | CORP              | JP        |        19400 | NS      | $128917.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Electronic Arts, Inc.                                                     | Electronic Arts, Inc.                                                                       | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |         2970 | NS      | $605642.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                                | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       434000 | PA      | $374916.26    | 0.00%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                       | Rocket Mortgage LLC                                                                         | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |        54000 | PA      | $50690.85     | 0.00%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                                  | AthenaHealth Group, Inc.                                                                    | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |      7202000 | PA      | $6984816.49   | 0.07%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc.                                                                              | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      1590000 | PA      | $1595335.36   | 0.02%             | 2032-11-15      | Fixed         | 4.38%                 | 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        |        83649 | PA      | $57657.12     | 0.00%             | 2037-08-25      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                             | Entergy Corp.                                                                               | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       184240 | NS      | $17666773.60  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Team Health Holdings, Inc.                                                | Team Health Holdings, Inc., 1st Lien Term Loan                                              | CUSIP: 87817JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       724360 | PA      | $724360.00    | 0.01%             | 2028-06-30      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       509000 | PA      | $650856.42    | 0.01%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                                 | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       540000 | PA      | $526710.96    | 0.00%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                                        | Grupo Financiero Banorte SAB de CV, Class O                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |       389200 | NS      | $4399991.07   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series DMIX                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |         5367 | NS      | $3211961.94   | 0.03%             | 2026-03-03      | Fixed         | 16.14%                | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp.                                                        | Suzuki Motor Corp.                                                                          | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |        84500 | NS      | $1152163.63   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MasTec, Inc.                                                              | MasTec, Inc.                                                                                | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |         4589 | NS      | $1103562.72   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citrin Cooperman Advisors LLC                                             | Citrin Cooperman Advisors LLC, 1st Lien Term Loan                                           | CUSIP: 17737EAC7<br>LEI: 254900DPG9ZEAP5MK895 | Long             | LON              | CORP              | US        |      2302319 | PA      | $2285627.33   | 0.02%             | 2032-04-01      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                          | Oaktree CLO Ltd., Series 2020-1A, Class BRR                                                 | CUSIP: 67402FAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3500000 | PA      | $3509425.85   | 0.03%             | 2038-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 3 Ltd.                                                    | Birch Grove CLO 3 Ltd., Series 2021-3A, Class A1R                                           | CUSIP: 09076VAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2508007.25   | 0.02%             | 2038-01-19      | Floating      | 4.93%                 | 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        |      6018141 | PA      | $5952162.62   | 0.06%             | 2067-03-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $197288.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                   | Kodiak Gas Services LLC                                                                     | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |       430000 | PA      | $444308.68    | 0.00%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc., 1st Lien Term Loan B1                                                     | CUSIP: 78571YBK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       716694 | PA      | $559472.48    | 0.01%             | 2029-11-15      | Variable      | 9.77%                 | No            |                  2 | On Loan: No      |
| Cumulus Static CLO DAC                                                    | Cumulus Static CLO DAC, Series 2024-1X, Class D                                             | CUSIP: N/A<br>LEI: 2549005ZFHRHIZ9ONM43       | Long             | ABS-CBDO         | CORP              | IE        |       166000 | PA      | $196931.33    | 0.00%             | 2033-11-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                        | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   7056000000 | PA      | $1959649.02   | 0.02%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                                     | New Enterprise Stone & Lime Co., Inc.                                                       | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |       214000 | PA      | $214057.35    | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Just Group plc                                                            | Just Group plc                                                                              | CUSIP: N/A<br>LEI: 5493006456YEZEELRR90       | Long             | DBT              | CORP              | GB        |       550000 | PA      | $692385.10    | 0.01%             | 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        |       581328 | PA      | $581325.50    | 0.01%             | 2031-10-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| UNIV Trust                                                                | UNIV Trust, Series 2025-APTS, Class A                                                       | CUSIP: 91336XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4250000 | PA      | $4255287.43   | 0.04%             | 2042-11-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| GTCR Everest Borrower LLC                                                 | GTCR Everest Borrower LLC, 1st Lien Term Loan                                               | CUSIP: 36269YAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       757195 | PA      | $755892.62    | 0.01%             | 2031-09-05      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                 | Duke Energy Carolinas LLC                                                                   | CUSIP: 264399ED4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |       244000 | PA      | $269796.04    | 0.00%             | 2032-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE, Series 000v                                                       | CUSIP: 61778P668<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        41065 | NS      | $9032000.75   | 0.08%             | 2026-02-10      | Fixed         | 17.10%                | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                        | Regency Centers LP                                                                          | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |       775000 | PA      | $795128.25    | 0.01%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LUKOIL PJSC                                                               | LUKOIL PJSC                                                                                 | CUSIP: N/A<br>LEI: 549300LCJ1UJXHYBWI24       | Long             | EC               | CORP              | RU        |       417114 | NS      | $54.88        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HB Fuller Co.                                                             | HB Fuller Co., 1st Lien Term Loan B                                                         | CUSIP: 40409VAW4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1783595 | PA      | $1785824.06   | 0.02%             | 2030-02-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                              | FirstEnergy Transmission LLC                                                                | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      1382000 | PA      | $1381727.91   | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      2865000 | PA      | $2611.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |         6117 | NS      | $1623417.83   | 0.02%             | 2026-02-11      | Fixed         | 22.80%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series CCzs                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |         2286 | NS      | $583894.59    | 0.01%             | 2026-02-25      | Fixed         | 18.60%                | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                           | PECO Energy Co.                                                                             | CUSIP: 693304AH0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |       197000 | PA      | $212986.81    | 0.00%             | 2036-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                | Baxter International, Inc.                                                                  | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |       302000 | PA      | $263903.73    | 0.00%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                    | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       479000 | PA      | $433622.51    | 0.00%             | 2027-09-30      | None          | 0.00%                 | 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        |     11907906 | PA      | $11863807.14  | 0.11%             | 2057-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank AG                                                    | Morgan Stanley Bank AG                                                                      | CUSIP: 61778P866<br>LEI: 7CPI4ZQUQVBDH8SA1F44 | Long             | SN               | CORP              | DE        |        26595 | NS      | $8983774.61   | 0.08%             | 2026-03-10      | Fixed         | 33.97%                | No            |                  2 | On Loan: No      |
| SCREEN Holdings Co. Ltd.                                                  | SCREEN Holdings Co. Ltd.                                                                    | CUSIP: N/A<br>LEI: 353800ND89FTQ9XQ0R07       | Long             | EC               | CORP              | JP        |         4700 | NS      | $598559.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PRIO Luxembourg Holding SARL                                              | PRIO Luxembourg Holding SARL                                                                | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |       646000 | PA      | $639572.30    | 0.01%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       364000 | PA      | $380157.85    | 0.00%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                           | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |       607636 | NS      | $10719261.18  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                       | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       188000 | PA      | $198314.06    | 0.00%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                       | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       503000 | PA      | $512755.69    | 0.00%             | 2030-05-15      | Fixed         | 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      | $-38393.05    | -0.00%            |  |  |  | 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      | $3510264.80   | 0.03%             | 2034-04-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       335000 | PA      | $-12.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lindblad Expeditions LLC                                                  | Lindblad Expeditions LLC                                                                    | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |       945000 | PA      | $986520.47    | 0.01%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                                      | Schindler Holding AG (Registered)                                                           | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |          509 | NS      | $187200.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                       | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        33000 | PA      | $34256.82     | 0.00%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| SHRN Trust                                                                | SHRN Trust, Series 2025-MF18, Class A                                                       | CUSIP: 82556AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7200000 | PA      | $7209000.00   | 0.07%             | 2040-10-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                   | Quikrete Holdings, Inc., 1st Lien Term Loan B3                                              | CUSIP: 74839XAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1989962 | PA      | $1988470.03   | 0.02%             | 2032-02-10      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Woodward, Inc.                                                            | Woodward, Inc.                                                                              | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |         1119 | NS      | $355662.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Foundry JV Holdco LLC                                                     | Foundry JV Holdco LLC                                                                       | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      1278000 | PA      | $1350375.38   | 0.01%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO 9 Ltd.                                                  | Kennedy Lewis CLO 9 Ltd., Series 9A, Class AR                                               | CUSIP: 37147LAN9<br>LEI: 549300OYEZ11WGJ2SS19 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3013257.30   | 0.03%             | 2038-01-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                     | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       338000 | PA      | $398444.73    | 0.00%             | 2040-05-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria Treasury Bills                                                  | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | STIV             | NUSS              | NG        |   1725890045 | PA      | $1222974.20   | 0.01%             | 2026-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dana, Inc.                                                                | Dana, Inc.                                                                                  | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |        51000 | PA      | $48717.22     | 0.00%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                    | Aramark Services, Inc., 1st Lien Term Loan B10                                              | CUSIP: 03852JBC4<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |      3842806 | PA      | $3846648.73   | 0.04%             | 2030-06-24      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                            | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      1182000 | PA      | $1204680.22   | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Spirax Group plc                                                          | Spirax Group plc                                                                            | CUSIP: N/A<br>LEI: 213800WFVZQMHOZP2W17       | Long             | EC               | CORP              | GB        |         4039 | NS      | $402463.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.                                               | Shin-Etsu Chemical Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |       151200 | NS      | $4972149.33   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC                                                           | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |       481000 | PA      | $482360.27    | 0.00%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Porsche Automobil Holding SE                                              | Porsche Automobil Holding SE (Preference)                                                   | CUSIP: N/A<br>LEI: 52990053Z17ZYM1KFV27       | Long             | EP               | CORP              | DE        |        13710 | NS      | $586588.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        30498 | NS      | $1317052.58   | 0.01%             | 2026-03-11      | Fixed         | 29.21%                | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                          | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       500000 | PA      | $457389.42    | 0.00%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-32668.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                         | Brink's Co. (The)                                                                           | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |       833000 | PA      | $867081.36    | 0.01%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mitsui Chemicals, Inc.                                                    | Mitsui Chemicals, Inc.                                                                      | CUSIP: N/A<br>LEI: 353800H2UB5ZEZRZQC02       | Long             | EC               | CORP              | JP        |         7200 | NS      | $105199.71    | 0.00%             |  |  |  | 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        |       425139 | PA      | $161278.33    | 0.00%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                          | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       124000 | PA      | $129937.27    | 0.00%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                  | Bayer AG                                                                                    | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |       900000 | PA      | $1195638.26   | 0.01%             | 2083-09-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                           | Nordea Bank Abp                                                                             | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |       201914 | NS      | $3901061.29   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Irca SpA                                                                  | Irca SpA                                                                                    | CUSIP: N/A<br>LEI: 815600CDE52BA2426216       | Long             | DBT              | CORP              | IT        |      1150000 | PA      | $1365992.58   | 0.01%             | 2029-12-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Froneri International Ltd.                                                | Froneri International Ltd., Facility 1st Lien Term Loan B4                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      5204414 | PA      | $5190517.71   | 0.05%             | 2031-09-30      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                    | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      1400000 | PA      | $1933053.81   | 0.02%             | 2029-01-22      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                         | Brink's Co. (The)                                                                           | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |       173000 | PA      | $178477.18    | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Buckhorn Park CLO Ltd.                                                    | Buckhorn Park CLO Ltd., Series 2019-1A, Class B1RR                                          | CUSIP: 118382BC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9000000 | PA      | $9033481.80   | 0.08%             | 2034-07-18      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance Sarl                                                   | Aroundtown Finance Sarl                                                                     | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |       550000 | PA      | $635976.14    | 0.01%             | 2031-07-03      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations, Inc.                                          | Fortune Brands Innovations, Inc.                                                            | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |       146481 | NS      | $7924622.10   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                                                    | UCB SA                                                                                      | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |        13927 | NS      | $4243915.05   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV BV                             | Teva Pharmaceutical Finance Netherlands IV BV                                               | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |      2205000 | PA      | $2283123.15   | 0.02%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                                | L'Oreal SA                                                                                  | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |         4443 | NS      | $2041289.74   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle Bidco plc                                                        | Pinnacle Bidco plc                                                                          | CUSIP: N/A<br>LEI: 2138006Z5V8OBL2A2Q06       | Long             | DBT              | CORP              | GB        |       376000 | PA      | $466367.23    | 0.00%             | 2028-10-11      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.                                         | Solstice Advanced Materials, Inc.                                                           | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |       756000 | PA      | $759996.22    | 0.01%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                      | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       649000 | PA      | $764003.27    | 0.01%             | 2030-04-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CACI International, Inc.                                                  | CACI International, Inc.                                                                    | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |       887000 | PA      | $920295.32    | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                              | Diversified Healthcare Trust                                                                | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       243000 | PA      | $250277.85    | 0.00%             | 2030-10-15      | Fixed         | 7.25%                 | 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        |      1270331 | PA      | $910195.03    | 0.01%             | 2027-08-15      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings plc                                                | Phoenix Group Holdings plc                                                                  | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |       600000 | PA      | $650940.00    | 0.01%             | 2029-12-12      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Biffa Group Holdings Ltd.                                                 | Biffa Group Holdings Ltd.                                                                   | CUSIP: N/A<br>LEI: 21380012LWLXNMXB8I44       | Long             | DBT              | CORP              | JE        |       875000 | PA      | $1217351.21   | 0.01%             | 2031-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                            | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |         2927 | NS      | $446748.01    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ION Platform Finance US, Inc.                                             | ION Platform Finance US, Inc.                                                               | CUSIP: 46206AAE2<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |       396000 | PA      | $373851.13    | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                                        | Zegona Finance plc                                                                          | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |       885000 | PA      | $1100834.18   | 0.01%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Avalara, Inc.                                                             | Avalara, Inc., 1st Lien Term Loan                                                           | CUSIP: 05338KAD9<br>LEI: 549300Q16CMW239SS315 | Long             | LON              | CORP              | US        |      1564631 | PA      | $1530725.56   | 0.01%             | 2032-03-26      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Watco Cos. LLC                                                            | Watco Cos. LLC                                                                              | CUSIP: 941130AD8<br>LEI: 549300UK74AMHGBXZG45 | Long             | DBT              | CORP              | US        |       295000 | PA      | $309245.55    | 0.00%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Autotrader Group plc                                                      | Autotrader Group plc                                                                        | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |         3177 | NS      | $23419.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                            | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       658000 | PA      | $575728.91    | 0.01%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                          | Mosaic Co. (The)                                                                            | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |        21713 | NS      | $597107.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp.                                                     | Lockheed Martin Corp.                                                                       | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       199000 | PA      | $201271.07    | 0.00%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |         7000 | NS      | $1319511.75   | 0.01%             | 2026-03-12      | Fixed         | 29.21%                | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |         8088 | NS      | $2291023.81   | 0.02%             | 2026-02-10      | Fixed         | 22.30%                | No            |                  2 | On Loan: No      |
| Gruenenthal GmbH                                                          | Gruenenthal GmbH                                                                            | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |      1340000 | PA      | $1607113.54   | 0.02%             | 2031-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Continental AG                                                            | Continental AG                                                                              | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | EC               | CORP              | DE        |         6737 | NS      | $530129.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                                        | Lam Research Corp.                                                                          | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |       122000 | PA      | $111081.15    | 0.00%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2023-3, Class M2                             | CUSIP: 92258WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       699988 | PA      | $717580.15    | 0.01%             | 2053-08-25      | Variable      | 8.27%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                    | Chart Industries, Inc.                                                                      | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |       297000 | PA      | $309018.11    | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                         | Standard Building Solutions, Inc.                                                           | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       509000 | PA      | $508505.71    | 0.00%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EURO                                                                      | EURO                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |     15261240 | OU      | $18089910.32  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Pound Sterling                                                            | Pound Sterling                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |      8654814 | OU      | $11842814.40  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| California Buyer Ltd.                                                     | California Buyer Ltd.                                                                       | CUSIP: N/A<br>LEI: 254900V5SMQ1UP1CLC26       | Long             | DBT              | CORP              | GB        |      1611000 | PA      | $1932103.93   | 0.02%             | 2032-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                               | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |       112159 | NS      | $4858727.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardonagh Finco Ltd.                                                       | Ardonagh Finco Ltd.                                                                         | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |      1699000 | PA      | $2069173.24   | 0.02%             | 2031-02-15      | Fixed         | 6.88%                 | 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      | $-16846.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher plc                                                            | Kingfisher plc                                                                              | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               | CORP              | GB        |        66441 | NS      | $306186.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Forvia SE                                                                 | Forvia SE                                                                                   | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |       588000 | PA      | $722859.61    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-XL4, Class A                                      | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8874800 | PA      | $8880347.23   | 0.08%             | 2039-02-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                    | Mauser Packaging Solutions Holding Co., 1st Lien Term Loan                                  | CUSIP: 57763TAF0<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |      1620000 | PA      | $1578058.20   | 0.01%             | 2030-04-15      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                                | Bellis Acquisition Co. plc                                                                  | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |      1240000 | PA      | $1550666.64   | 0.01%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                       | Clean Harbors, Inc., 1st Lien Term Loan                                                     | CUSIP: 18449EAJ9<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |      1147000 | PA      | $1154891.36   | 0.01%             | 2032-10-11      | Variable      | 5.17%                 | 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        |      4510584 | PA      | $3822866.88   | 0.04%             | 2037-06-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                            | M&T Bank Corp.                                                                              | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |        23616 | NS      | $5232597.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        42532 | NS      | $1976516.25   | 0.02%             | 2026-02-03      | Fixed         | 32.29%                | No            |                  2 | On Loan: No      |
| Volcan Cia Minera SAA                                                     | Volcan Cia Minera SAA                                                                       | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |       649000 | PA      | $671715.00    | 0.01%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Cedacri SpA                                                               | Cedacri SpA                                                                                 | CUSIP: N/A<br>LEI: 815600E85FCD78B3EE61       | Long             | DBT              | CORP              | IT        |       865000 | PA      | $1025594.66   | 0.01%             | 2028-05-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| TMK Hawk Parent Corp.                                                     | TMK Hawk Parent Corp., 1st Lien Term Loan B                                                 | CUSIP: 87258WAV7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1458497 | PA      | $658759.50    | 0.01%             | 2029-06-29      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Mizuho Markets Cayman LP                                                                    | CUSIP: 60701B663<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |         3467 | NS      | $931886.96    | 0.01%             | 2026-02-13      | Fixed         | 15.60%                | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                                             | Hologic, Inc., 1st Lien Term Loan B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8573000 | PA      | $8507673.74   | 0.08%             | 2033-01-14      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                              | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       250000 | PA      | $248625.89    | 0.00%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                                | GCAT Trust, Series 2022-NQM3, Class A1                                                      | CUSIP: 36168MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11956062 | PA      | $11918669.51  | 0.11%             | 2067-04-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |         2753 | NS      | $821595.75    | 0.01%             | 2026-02-18      | Fixed         | 17.83%                | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                             | Cencora, Inc.                                                                               | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |        12159 | NS      | $4367755.98   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class B1                                    | CUSIP: 06745KAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       576400 | PA      | $582300.61    | 0.01%             | 2064-12-26      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co., Inc.                                           | Aimbridge Acquisition Co., Inc., 1st Lien Term Loan                                         | CUSIP: 00900YAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       271920 | PA      | $268861.36    | 0.00%             | 2030-03-11      | Variable      | 11.29%                | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                           | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      8480000 | PA      | $8691398.68   | 0.08%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                        | Ellington Financial Mortgage Trust, Series 2023-1, Class B1                                 | CUSIP: 26844QAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $1993259.00   | 0.02%             | 2068-02-25      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                         | Duke Energy Corp.                                                                           | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       139000 | PA      | $145426.46    | 0.00%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                     | Deutsche Lufthansa AG                                                                       | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |      1300000 | PA      | $1590015.93   | 0.01%             | 2055-01-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                             | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      3130000 | PA      | $3189135.09   | 0.03%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GreenPoint Mortgage Funding Trust                                         | GreenPoint Mortgage Funding Trust, Series 2006-AR1, Class GA1B                              | CUSIP: 39538WFJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1622128 | PA      | $1507907.05   | 0.01%             | 2036-02-25      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 52 B R Ltd.                                    | Golub Capital Partners CLO 52 B R Ltd., Series 2020-52A, Class BR                           | CUSIP: 381945AC8<br>LEI: 254900GLBB9HMWF4NZ09 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2008788.00   | 0.02%             | 2037-04-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd.                                          | Benefit Street Partners CLO Ltd., Series 2015-6BR, Class A1R                                | CUSIP: 08182DAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3008076.90   | 0.03%             | 2038-04-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| RENK Group AG                                                             | RENK Group AG                                                                               | CUSIP: N/A<br>LEI: 894500H8CNSZ53EI6K63       | Long             | EC               | CORP              | DE        |         6943 | NS      | $447003.87    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       366000 | PA      | $318870.40    | 0.00%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Dream Finders Homes, Inc.                                                 | Dream Finders Homes, Inc.                                                                   | CUSIP: 26154DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       115000 | PA      | $118221.38    | 0.00%             | 2028-08-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |         2486 | NS      | $494822.57    | 0.00%             | 2026-03-10      | Fixed         | 22.59%                | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                        | United Rentals North America, Inc.                                                          | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       983000 | PA      | $982421.96    | 0.01%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-82589.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series GMUk                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |         4911 | NS      | $670243.85    | 0.01%             | 2026-03-03      | Fixed         | 24.90%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      2659000 | PA      | $147096.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                                | Amneal Pharmaceuticals LLC, 1st Lien Term Loan                                              | CUSIP: 03167DAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        40029 | PA      | $40129.34     | 0.00%             | 2032-08-02      | Variable      | 6.50%                 | 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        |          -93 | NC      | $103461.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp.                                                     | Lockheed Martin Corp.                                                                       | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |         7624 | NS      | $4835293.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DCP Midstream Operating LP                                                | DCP Midstream Operating LP                                                                  | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |      4146000 | PA      | $3816192.87   | 0.04%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                   | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       777000 | PA      | $816424.98    | 0.01%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                               | Asurion LLC, 1st Lien Term Loan B11                                                         | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      1593577 | PA      | $1595314.37   | 0.02%             | 2028-08-21      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    101850000 | PA      | $-33686.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO 17 Ltd.                                                 | Kennedy Lewis CLO 17 Ltd., Series 2024-17A, Class A1                                        | CUSIP: 37149PAA6<br>LEI: 21380057FWYXY89TJK26 | Long             | ABS-CBDO         | CORP              | KY        |     10000000 | PA      | $10037500.00  | 0.09%             | 2037-10-22      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                  | CenterPoint Energy, Inc.                                                                    | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |        44551 | NS      | $1768229.19   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arena Luxembourg Finance SARL                                             | Arena Luxembourg Finance SARL                                                               | CUSIP: N/A<br>LEI: 222100KX2LPK5KRSIG74       | Long             | DBT              | CORP              | LU        |       463000 | PA      | $553941.74    | 0.01%             | 2030-05-01      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                     | Lockheed Martin Corp.                                                                       | CUSIP: 539830CG2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       545000 | PA      | $560554.76    | 0.01%             | 2031-12-15      | Fixed         | 4.70%                 | 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        |         2262 | NS      | $575348.80    | 0.01%             | 2026-03-04      | Fixed         | 21.70%                | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub, Inc.                                                  | AI Aqua Merger Sub, Inc., 1st Lien Term Loan B                                              | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |      3633591 | PA      | $3632755.42   | 0.03%             | 2028-07-31      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                            | Citizens Financial Group, Inc.                                                              | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |       139787 | NS      | $8803785.26   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP                                                                         | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      3407000 | PA      | $3412887.30   | 0.03%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                               | First Quantum Minerals Ltd.                                                                 | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      1070000 | PA      | $1122162.50   | 0.01%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                            | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       261000 | PA      | $262403.27    | 0.00%             | 2032-12-01      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                              | Trivium Packaging Finance BV                                                                | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $218841.80    | 0.00%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |       281000 | NS      | $5556382.13   | 0.05%             | 2026-03-12      | Fixed         | 25.70%                | 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        |       400000 | PA      | $490398.73    | 0.00%             | 2032-03-18      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                 | ATI, Inc.                                                                                   | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |       683000 | PA      | $684078.46    | 0.01%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                       | Realty Income Corp.                                                                         | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      1437000 | PA      | $1468426.17   | 0.01%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International SARL                                          | Cirsa Finance International SARL                                                            | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |       339000 | PA      | $410430.37    | 0.00%             | 2031-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                               | Bouygues SA                                                                                 | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |        10518 | NS      | $568538.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                                 | Howard Hughes Corp. (The)                                                                   | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |       149000 | PA      | $144101.00    | 0.00%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                            | 1011778 BC ULC, 1st Lien Term Loan B5                                                       | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |      3250468 | PA      | $3239091.84   | 0.03%             | 2030-09-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series DD                                                                  | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       235000 | PA      | $246054.02    | 0.00%             | 2034-08-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                                   | Brookfield Residential Properties, Inc.                                                     | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       969000 | PA      | $904601.81    | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       887000 | PA      | $22380.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                                 | Millrose Properties, Inc.                                                                   | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       800000 | PA      | $809023.20    | 0.01%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                        | Canadian Imperial Bank of Commerce                                                          | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |        11300 | NS      | $3057370.05   | 0.03%             | 2026-03-05      | Fixed         | 15.30%                | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                            | Ohio Power Co.                                                                              | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |       508000 | PA      | $528982.74    | 0.00%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                            | ARES Commercial Mortgage Trust, Series 2026-GCP, Class A                                    | CUSIP: 04021QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $1001355.30   | 0.01%             | 2043-02-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                                                     | Veritiv Operating Co.                                                                       | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |       177000 | PA      | $189522.22    | 0.00%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       370510 | PA      | $26886.09     | 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        |        69300 | NS      | $5699190.59   | 0.05%             | 2026-03-16      | Fixed         | 17.57%                | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                         | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      1255484 | PA      | $1348389.82   | 0.01%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                             | Starwood Property Trust, Inc.                                                               | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |        22000 | PA      | $22910.03     | 0.00%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fedrigoni SpA                                                             | Fedrigoni SpA                                                                               | CUSIP: N/A<br>LEI: 8156004CE82074779D19       | Long             | DBT              | CORP              | IT        |       367000 | PA      | $424088.11    | 0.00%             | 2030-01-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -3196500 | PA      | $-1517.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWF Holdings I Corp.                                                      | SWF Holdings I Corp., Delayed Draw 1st Lien Term Loan                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       415252 | PA      | $411963.04    | 0.00%             | 2029-12-19      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2025-8, Class B1                                         | CUSIP: 924930AJ9<br>LEI: 213800K8E68XJS6Z1D09 | Long             | ABS-MBS          | CORP              | US        |      1338462 | PA      | $1343967.90   | 0.01%             | 2070-09-25      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Boliden AB                                                                | Boliden AB                                                                                  | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |        14741 | NS      | $1032264.08   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                                           | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       638000 | PA      | $611952.04    | 0.01%             | 2032-04-01      | Fixed         | 3.75%                 | 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      | $1408195.80   | 0.01%             | 2025-01-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                   | American Airlines, Inc.                                                                     | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        45500 | PA      | $45973.38     | 0.00%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                       | Viking Cruises Ltd.                                                                         | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |       983000 | PA      | $996557.19    | 0.01%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                      | Boots Group Finco LP, 1st Lien Term Loan                                                    | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | GB        |      2280000 | PA      | $2285700.00   | 0.02%             | 2032-08-30      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                | Ares Strategic Income Fund                                                                  | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |       290000 | PA      | $290937.87    | 0.00%             | 2030-09-09      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       470000 | PA      | $-5251.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                       | Hilcorp Energy I LP                                                                         | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |       402000 | PA      | $417368.46    | 0.00%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets Trust                                       | American Home Mortgage Assets Trust, Series 2006-3, Class 2A11                              | CUSIP: 02660UAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3988814 | PA      | $2645202.54   | 0.02%             | 2046-10-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                        | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       538000 | PA      | $538017.75    | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Getty Images, Inc.                                                        | Getty Images, Inc.                                                                          | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |       215000 | PA      | $217703.07    | 0.00%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Sanmina Corp.                                                             | Sanmina Corp., 1st Lien Term Loan B1                                                        | CUSIP: 80105GAP5<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | LON              | CORP              | US        |      1569000 | PA      | $1572922.50   | 0.01%             | 2032-10-27      | Variable      | 5.70%                 | No            |                  3 | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                                        | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |       550000 | PA      | $688187.73    | 0.01%             | 2029-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TCO Commercial Mortgage Trust                                             | TCO Commercial Mortgage Trust, Series 2024-DPM, Class A                                     | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10900000 | PA      | $10927250.00  | 0.10%             | 2039-12-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                        | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       264000 | PA      | $266314.87    | 0.00%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                           | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |       561671 | NS      | $5119510.56   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                                                 | Repsol SA                                                                                   | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |       103080 | NS      | $2030789.96   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2025-12, Class B1                                          | CUSIP: 19688UAM4<br>LEI: 213800A53WDNKWGEVL75 | Long             | ABS-MBS          | CORP              | US        |      1332000 | PA      | $1338183.01   | 0.01%             | 2071-01-26      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                 | Standard Industries, Inc., 1st Lien Term Loan                                               | CUSIP: 85350EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       564552 | PA      | $565680.98    | 0.01%             | 2028-09-22      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Waystar Technologies, Inc.                                                | Waystar Technologies, Inc., 1st Lien Term Loan                                              | CUSIP: 63939WAN3<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |      1040561 | PA      | $1034057.88   | 0.01%             | 2029-10-22      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                           | Sabre GLBL, Inc., 1st Lien Term Loan B1                                                     | CUSIP: 78571YBM1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       138418 | PA      | $107388.98    | 0.00%             | 2029-07-30      | Variable      | 10.02%                | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                 | Invitation Homes Operating Partnership LP                                                   | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |       860000 | PA      | $882135.61    | 0.01%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                       | Station Casinos LLC                                                                         | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |       538000 | PA      | $550283.08    | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                  | Diamondback Energy, Inc.                                                                    | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      2302000 | PA      | $2156897.41   | 0.02%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                              | MH Sub I LLC, 1st Lien Term Loan                                                            | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |      1043966 | PA      | $944048.23    | 0.01%             | 2028-05-03      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-262924.71   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Flughafen Zurich AG                                                       | Flughafen Zurich AG (Registered)                                                            | CUSIP: N/A<br>LEI: 529900PFO97GCN5SYB55       | Long             | EC               | CORP              | CH        |        22503 | NS      | $6989011.58   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| EMCOR Group, Inc.                                                         | EMCOR Group, Inc.                                                                           | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |         1602 | NS      | $1154609.46   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments, Inc.                                                   | Texas Instruments, Inc.                                                                     | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        32212 | NS      | $6943296.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        19200 | NS      | $1720729.10   | 0.02%             | 2026-03-16      | Fixed         | 16.11%                | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                                        | Lam Research Corp.                                                                          | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |       200000 | PA      | $200189.19    | 0.00%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                   | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    161400000 | PA      | $3809807.53   | 0.04%             | 2026-08-19      | Floating      | 39.73%                | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                        | VICI Properties LP                                                                          | CUSIP: 92564RAE5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      4674000 | PA      | $4536038.20   | 0.04%             | 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        |       217000 | PA      | $195801.62    | 0.00%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GSMS Trust                                                                | GSMS Trust, Series 2024-FAIR, Class A                                                       | CUSIP: 36270JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2253000 | PA      | $2324775.17   | 0.02%             | 2029-07-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| FR Bondco SAS                                                             | FR Bondco SAS                                                                               | CUSIP: N/A<br>LEI: 9695005XHXDZWSFICJ23       | Long             | DBT              | CORP              | FR        |       449000 | PA      | $539638.65    | 0.01%             | 2032-10-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 31 Ltd.                                             | Anchorage Capital CLO 31 Ltd., Series 2025-31A, Class A1                                    | CUSIP: 032912AA5<br>LEI: 636700LHRCVD3XI3ZU07 | Long             | ABS-CBDO         | CORP              | KY        |     10000000 | PA      | $10050830.00  | 0.09%             | 2038-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |         3508 | NS      | $883898.65    | 0.01%             | 2026-02-04      | Fixed         | 20.18%                | No            |                  2 | On Loan: No      |
| Stillwater Mining Co.                                                     | Stillwater Mining Co.                                                                       | CUSIP: N/A<br>LEI: 6354007DPCY4ZN2MRR73       | Long             | DBT              | CORP              | US        |       621000 | PA      | $616342.50    | 0.01%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                         | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |        78977 | NS      | $7276151.01   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockford Tower Europe CLO DAC                                             | Rockford Tower Europe CLO DAC, Series 2025-1X, Class D                                      | CUSIP: N/A<br>LEI: 635400NARJYDXJRPGF02       | Long             | ABS-CBDO         | CORP              | IE        |       970000 | PA      | $1154156.18   | 0.01%             | 2037-10-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Goldstory SAS                                                             | Goldstory SAS                                                                               | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |       396000 | PA      | $457384.92    | 0.00%             | 2030-02-01      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Currenta Group Holdings SARL                                              | Currenta Group Holdings SARL                                                                | CUSIP: N/A<br>LEI: 222100SF79KCJKYUPE47       | Long             | DBT              | CORP              | LU        |       779000 | PA      | $946763.17    | 0.01%             | 2030-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bridgestone Corp.                                                         | Bridgestone Corp.                                                                           | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               | CORP              | JP        |        64100 | NS      | $1443163.91   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                               | Penske Truck Leasing Co. LP                                                                 | CUSIP: 709599AX2<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |       414000 | PA      | $414368.30    | 0.00%             | 2027-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Wellness Pet LLC                                                          | Wellness Pet LLC, 1st Lien Term Loan B                                                      | CUSIP: 95004UAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       182011 | PA      | $14742.87     | 0.00%             | 2029-12-31      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                            | Constellium SE                                                                              | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |       250000 | PA      | $250220.25    | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Columbus McKinnon Corp.                                                   | Columbus McKinnon Corp. Term Loan First Lien                                                | CUSIP: 19933MAS2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2255000 | PA      | $2238087.50   | 0.02%             | 2033-01-21      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp.                                                       | Mattamy Group Corp.                                                                         | CUSIP: 57701RAQ5<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |       123000 | PA      | $120855.95    | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | 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        |       794000 | PA      | $1042842.71   | 0.01%             | 2028-11-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group plc                                         | InterContinental Hotels Group plc                                                           | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |         2924 | NS      | $395033.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings plc                                                  | Rolls-Royce Holdings plc                                                                    | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |       209992 | NS      | $3510431.36   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                   | Simon Property Group LP                                                                     | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |       500000 | PA      | $468519.93    | 0.00%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Deluxe Corp.                                                              | Deluxe Corp.                                                                                | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |       133000 | PA      | $139555.70    | 0.00%             | 2029-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co., Inc.                                           | Aimbridge Acquisition Co., Inc., 1st Lien Term Loan                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       290856 | PA      | $287583.66    | 0.00%             | 2030-03-11      | Variable      | 9.29%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                                   | Windstream Services LLC, 1st Lien Term Loan                                                 | CUSIP: 97381JAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2077000 | PA      | $2077000.00   | 0.02%             | 2032-10-06      | Variable      | 7.67%                 | No            |                  3 | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                          | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       622000 | PA      | $617992.58    | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE, Series Emui                                                       | CUSIP: 61778P775<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        10784 | NS      | $1291348.63   | 0.01%             | 2026-02-25      | Fixed         | 26.71%                | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                         | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |      1193000 | PA      | $1194491.25   | 0.01%             | 2026-03-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NRTH Commercial Mortgage Trust                                            | NRTH Commercial Mortgage Trust, Series 2025-PARK, Class A                                   | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7744000 | PA      | $7768200.00   | 0.07%             | 2040-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                        | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      1182000 | PA      | $1239918.00   | 0.01%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                              | Fidelity National Information Services, Inc.                                                | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       136341 | NS      | $7532840.25   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corp.                                                 | Mitsubishi Electric Corp.                                                                   | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |        44700 | NS      | $1397407.37   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                             | Surgery Center Holdings, Inc., 1st Lien Term Loan                                           | CUSIP: 86880NBD4<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |      2579900 | PA      | $2581757.79   | 0.02%             | 2030-12-19      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                            | Ford Motor Co.                                                                              | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |       109000 | PA      | $126825.39    | 0.00%             | 2030-04-22      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                     | Churchill Downs, Inc.                                                                       | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      1368000 | PA      | $1375415.93   | 0.01%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Italmatch Chemicals SpA                                                   | Italmatch Chemicals SpA                                                                     | CUSIP: N/A<br>LEI: 815600E7294ACCE76074       | Long             | DBT              | CORP              | IT        |       193000 | PA      | $229435.99    | 0.00%             | 2031-02-05      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                                            | Core & Main LP, 1st Lien Term Loan D                                                        | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |      3344359 | PA      | $3348539.32   | 0.03%             | 2028-07-27      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                                | Snap, Inc.                                                                                  | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |       793000 | PA      | $809751.84    | 0.01%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                                        | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      2900000 | PA      | $2937797.30   | 0.03%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2348000 | PA      | $2314928.33   | 0.02%             | 2030-05-06      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                     | CUSIP: 91087BBP4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       475000 | PA      | $562055.93    | 0.01%             | 2038-03-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                       | Buckeye Partners LP                                                                         | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |       194000 | PA      | $175642.13    | 0.00%             | 2044-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Gulfside Supply, Inc.                                                     | Gulfside Supply, Inc., 1st Lien Term Loan                                                   | CUSIP: 40273UAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       604696 | PA      | $585612.08    | 0.01%             | 2031-06-17      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance BV                                            | Embraer Netherlands Finance BV                                                              | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |       107000 | PA      | $113284.11    | 0.00%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Starz Capital Holdings 1, Inc.                                            | Starz Capital Holdings 1, Inc.                                                              | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       648000 | PA      | $605880.00    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                            | Enbridge, Inc.                                                                              | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       174000 | PA      | $185445.37    | 0.00%             | 2054-06-27      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| H-Food Holdings LLC                                                       | H-Food Holdings LLC                                                                         | CUSIP: N/A<br>LEI: 2549001XVX1R2ITF6935       | Long             | EC               | CORP              | US        |        11259 | NS      | $145432.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Diamond Foreign Asset Co.                                                 | Diamond Foreign Asset Co.                                                                   | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       210000 | PA      | $223299.30    | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| H & M Hennes & Mauritz AB                                                 | H & M Hennes & Mauritz AB, Class B                                                          | CUSIP: N/A<br>LEI: 529900O5RR7R39FRDM42       | Long             | EC               | CORP              | SE        |        27200 | NS      | $544683.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Met Tower Global Funding                                                  | Met Tower Global Funding                                                                    | CUSIP: 58989V2H6<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |      2621000 | PA      | $2709488.76   | 0.03%             | 2029-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Rupiah                                                                    | Rupiah                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ID        |     45263660 | OU      | $2696.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica Europe BV                                                      | Telefonica Europe BV                                                                        | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |       700000 | PA      | $885297.10    | 0.01%             | 2032-01-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| RealTruck Group, Inc.                                                     | RealTruck Group, Inc., 1st Lien Term Loan                                                   | CUSIP: 89778PAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       916978 | PA      | $710089.04    | 0.01%             | 2028-01-31      | Variable      | 8.79%                 | No            |                  2 | On Loan: No      |
| Kratos Defense & Security Solutions, Inc.                                 | Kratos Defense & Security Solutions, Inc.                                                   | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |         7408 | NS      | $763098.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday, Inc.                                                             | Workday, Inc., Class A                                                                      | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |        20050 | NS      | $3521381.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Colossus Acquireco LLC                                                    | Colossus Acquireco LLC, 1st Lien Term Loan                                                  | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |      3713048 | PA      | $3697564.09   | 0.03%             | 2032-07-30      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                                   | Vivion Investments Sarl                                                                     | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |      1407000 | PA      | $1642964.10   | 0.02%             | 2030-06-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Kaman Corp.                                                               | Kaman Corp., Delayed Draw 1st Lien Term Loan                                                | CUSIP: 48354VAN2<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |        97304 | PA      | $97168.79     | 0.00%             | 2032-02-26      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance plc                                        | BCP V Modular Services Finance plc                                                          | CUSIP: N/A<br>LEI: 213800K8U94KVZL98H64       | Long             | DBT              | CORP              | GB        |       522000 | PA      | $506020.82    | 0.00%             | 2029-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                                                | United Natural Foods, Inc.                                                                  | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |       293000 | PA      | $293516.27    | 0.00%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2025-8, Class B2                                         | CUSIP: 924930AK6<br>LEI: 213800K8E68XJS6Z1D09 | Long             | ABS-MBS          | CORP              | US        |      1966667 | PA      | $1992829.96   | 0.02%             | 2070-09-25      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                   | Uber Technologies, Inc.                                                                     | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      2078000 | PA      | $2084753.50   | 0.02%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                    | Dell International LLC                                                                      | CUSIP: 24703TAN6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |       859000 | PA      | $882657.14    | 0.01%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                              | Pfizer, Inc.                                                                                | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |       485000 | PA      | $486196.47    | 0.00%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Regatta 30 Funding Ltd.                                                   | Regatta 30 Funding Ltd., Series 2024-4A, Class A1                                           | CUSIP: 75903UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4100000 | PA      | $4117357.76   | 0.04%             | 2038-01-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                              | DNB Bank ASA                                                                                | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |        82148 | NS      | $2355459.44   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Twilio, Inc.                                                              | Twilio, Inc.                                                                                | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |       160000 | PA      | $153215.97    | 0.00%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                             | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      2173000 | PA      | $2246823.33   | 0.02%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2022-LBA6, Class A                                                         | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6710000 | PA      | $6710000.00   | 0.06%             | 2039-01-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                   | GFL Environmental, Inc.                                                                     | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |       144000 | PA      | $150642.88    | 0.00%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                                | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     47373000 | PA      | $1279598.76   | 0.01%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                    | HUB International Ltd.                                                                      | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      8397000 | PA      | $8795908.05   | 0.08%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                               | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      4364000 | PA      | $4254022.23   | 0.04%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAHA Trust                                                                | BAHA Trust, Series 2024-MAR, Class C                                                        | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6370000 | PA      | $6691450.58   | 0.06%             | 2041-12-10      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                          | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |        43000 | PA      | $38459.15     | 0.00%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Neogen Food Safety Corp.                                                  | Neogen Food Safety Corp.                                                                    | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       316000 | PA      | $336875.90    | 0.00%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                    | Extra Space Storage LP                                                                      | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |       488000 | PA      | $433406.25    | 0.00%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TransAlta Corp.                                                           | TransAlta Corp.                                                                             | CUSIP: 89346DAL1<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |       382000 | PA      | $382305.60    | 0.00%             | 2034-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                       | Hilcorp Energy I LP                                                                         | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |       621000 | PA      | $621149.04    | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                           | Eli Lilly & Co.                                                                             | CUSIP: 532457CW6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       200000 | PA      | $206973.69    | 0.00%             | 2032-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     44960000 | PA      | $27147.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                      | Pertamina Persero PT                                                                        | CUSIP: 69370RAH0<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |      1275000 | PA      | $1187790.00   | 0.01%             | 2030-08-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        51300 | NS      | $7003895.05   | 0.07%             | 2026-02-17      | Fixed         | 25.82%                | 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      | $-56060.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                                       | MTU Aero Engines AG                                                                         | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               | CORP              | DE        |          732 | NS      | $325429.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings SARL                                                   | EIG Pearl Holdings SARL                                                                     | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |       444521 | PA      | $408432.88    | 0.00%             | 2036-08-31      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   8324121000 | PA      | $-24759.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Corp.                                                        | State Street Corp.                                                                          | CUSIP: 857477AY9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      1115000 | PA      | $1006665.21   | 0.01%             | 2047-06-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                                             | Murata Manufacturing Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |       157600 | NS      | $3201731.87   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Metal Mining Co. Ltd.                                            | Sumitomo Metal Mining Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 353800CF81IXL9974H84       | Long             | EC               | CORP              | JP        |          300 | NS      | $16952.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                    | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      2986000 | PA      | $3108900.15   | 0.03%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                          | Goodyear Tire & Rubber Co. (The)                                                            | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |        15000 | PA      | $14436.20     | 0.00%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                              | Klepierre SA                                                                                | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | EC               | CORP              | FR        |         7892 | NS      | $304026.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sazerac Company, Inc.                                                     | Sazerac Company, Inc. Term Loan First Lien                                                  | CUSIP: 80583EAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       747595 | PA      | $746077.38    | 0.01%             | 2032-07-09      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                               | Beach Acquisition Bidco LLC, 1st Lien Term Loan B1                                          | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |       523000 | PA      | $523000.00    | 0.00%             | 2032-09-13      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Amada Co. Ltd.                                                            | Amada Co. Ltd.                                                                              | CUSIP: N/A<br>LEI: 529900QF5O6TQGCPDX85       | Long             | EC               | CORP              | JP        |         3700 | NS      | $47399.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                 | CSX Corp.                                                                                   | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |       176444 | NS      | $6662525.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp. International                                               | Service Corp. International                                                                 | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |        57026 | NS      | $4586601.18   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                                              | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      3141000 | PA      | $3274753.20   | 0.03%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                            | NCL Corp. Ltd.                                                                              | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |        92000 | PA      | $92251.82     | 0.00%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                        | Canadian Imperial Bank of Commerce                                                          | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |        40682 | NS      | $17836570.30  | 0.17%             | 2026-03-11      | Fixed         | 19.70%                | No            |                  2 | On Loan: No      |
| FIS Fabbrica Italiana Sintetici SpA                                       | FIS Fabbrica Italiana Sintetici SpA                                                         | CUSIP: N/A<br>LEI: 8156004D7056C63EC525       | Long             | DBT              | CORP              | IT        |       875000 | PA      | $1037611.96   | 0.01%             | 2027-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Olympic Tower Mortgage Trust                                              | Olympic Tower Mortgage Trust, Series 2017-OT, Class E                                       | CUSIP: 68162MAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4300000 | PA      | $3799455.92   | 0.04%             | 2039-05-10      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux SARL                                                   | Jazz Financing Lux SARL, 1st Lien Term Loan B2                                              | CUSIP: G5080AAJ1<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |      3157549 | PA      | $3165000.58   | 0.03%             | 2028-05-05      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Clariane SE                                                               | Clariane SE                                                                                 | CUSIP: N/A<br>LEI: 969500WEPS61H6TJM037       | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1344147.62   | 0.01%             | 2030-06-27      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                          | Bombardier, Inc.                                                                            | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      1605000 | PA      | $1685879.16   | 0.02%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                   | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      4734000 | PA      | $4940414.47   | 0.05%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Premier Entertainment Sub LLC                                             | Premier Entertainment Sub LLC                                                               | CUSIP: 74052HAB0<br>LEI: 549300KRDMIL2NJVZ267 | Long             | DBT              | CORP              | US        |       342000 | PA      | $219461.40    | 0.00%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                      | Ally Financial, Inc., Series B                                                              | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      1112000 | PA      | $1105233.59   | 0.01%             | 2026-05-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                         | Georgia Power Co.                                                                           | CUSIP: 373334KY6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      2856000 | PA      | $2898590.53   | 0.03%             | 2030-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CyberArk Software Ltd.                                                    | CyberArk Software Ltd.                                                                      | CUSIP: N/A<br>LEI: 529900YEXNDM894PWS93       | Long             | EC               | CORP              | IL        |          608 | NS      | $261944.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc.                                                                 | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       918000 | PA      | $947945.16    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                           | LCM Investments Holdings II LLC                                                             | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |       670000 | PA      | $705816.19    | 0.01%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.                                           | Blackstone Mortgage Trust, Inc.                                                             | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |       376000 | PA      | $371020.85    | 0.00%             | 2027-01-15      | 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      | $955.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                            | Park Intermediate Holdings LLC                                                              | CUSIP: 70052LAD5<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |       367000 | PA      | $378108.72    | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                                                 | CUSIP: 019576AC1<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      2581000 | PA      | $2559073.89   | 0.02%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                               | Cheniere Energy Partners LP                                                                 | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       685000 | PA      | $632179.87    | 0.01%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                    | Norfolk Southern Corp.                                                                      | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      2225000 | PA      | $2300298.23   | 0.02%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                                          | ASR Nederland NV                                                                            | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |        15024 | NS      | $1091203.71   | 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      | $68765.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MHP Commercial Mortgage Trust                                             | MHP Commercial Mortgage Trust, Series 2025-MHIL2, Class A                                   | CUSIP: 59317DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5928000 | PA      | $5929852.50   | 0.06%             | 2040-09-15      | Floating      | 5.18%                 | 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      | $19518.75     | 0.00%             | 2021-12-18      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC, 1st Lien Term Loan B5                                                     | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      4899236 | PA      | $4365219.36   | 0.04%             | 2027-04-15      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE                                                                    | CUSIP: 61778P809<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        71900 | NS      | $2947553.09   | 0.03%             | 2026-03-09      | Fixed         | 24.00%                | No            |                  2 | On Loan: No      |
| CapitaLand Integrated Commercial Trust                                    | CapitaLand Integrated Commercial Trust                                                      | CUSIP: N/A<br>LEI: 54930031292WUTXF0L29       | Long             | EC               | CORP              | SG        |        91000 | NS      | $170843.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                            | Morgan Stanley Capital I Trust, Series 2018-H3, Class C                                     | CUSIP: 61767YBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1440000 | PA      | $1370566.66   | 0.01%             | 2051-07-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        56498 | NS      | $19115376.46  | 0.18%             | 2026-02-03      | Fixed         | 17.80%                | 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        |       101523 | PA      | $84742.65     | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                            | Olympus Water US Holding Corp.                                                              | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |       215000 | PA      | $210381.89    | 0.00%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                                 | UKG, Inc., 1st Lien Term Loan                                                               | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |      4462350 | PA      | $4345213.38   | 0.04%             | 2031-02-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                                                 | United Overseas Bank Ltd.                                                                   | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |        69000 | NS      | $2079602.09   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CareTrust REIT, Inc.                                                      | CareTrust REIT, Inc.                                                                        | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |       157361 | NS      | $5875859.74   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class M1                                    | CUSIP: 06745KAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       947600 | PA      | $960956.71    | 0.01%             | 2064-12-26      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                                    | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      2521000 | PA      | $2315521.99   | 0.02%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LD Celulose International GmbH                                            | LD Celulose International GmbH                                                              | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |       570000 | PA      | $599856.60    | 0.01%             | 2032-01-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Taylor Wimpey plc                                                         | Taylor Wimpey plc                                                                           | CUSIP: N/A<br>LEI: 21380089BTRXTD8S3R66       | Long             | EC               | CORP              | GB        |      2554571 | NS      | $3734683.72   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series EMT1                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        11438 | NS      | $1761489.35   | 0.02%             | 2026-02-25      | Fixed         | 20.85%                | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                             | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      2864000 | PA      | $2915586.37   | 0.03%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Alexandrite Lake Lux Holdings SARL                                        | Alexandrite Lake Lux Holdings SARL                                                          | CUSIP: N/A<br>LEI: 213800RY78YHYF5J8L55       | Long             | DBT              | CORP              | LU        |      1102000 | PA      | $1320134.67   | 0.01%             | 2030-07-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CRC Insurance Group LLC                                                   | CRC Insurance Group LLC, 1st Lien Term Loan B                                               | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5751137 | PA      | $5727787.48   | 0.05%             | 2031-05-06      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| APA Group                                                                 | APA Group                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       455216 | NS      | $2802533.32   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                          | Great Wolf Trust, Series 2024-WOLF, Class A                                                 | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1086000 | PA      | $1089054.38   | 0.01%             | 2039-03-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Mizuho Markets Cayman LP                                                                    | CUSIP: 60701C109<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |       156711 | NS      | $8814657.28   | 0.08%             | 2026-03-13      | Fixed         | 24.02%                | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                               | Acadia Healthcare Co., Inc.                                                                 | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |       138000 | PA      | $136315.68    | 0.00%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                                             | Navient Corp.                                                                               | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       158000 | PA      | $159472.72    | 0.00%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                                    | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      2694000 | PA      | $3880051.80   | 0.04%             | 2027-09-27      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Monolithic Power Systems, Inc.                                            | Monolithic Power Systems, Inc.                                                              | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |          714 | NS      | $802643.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviva plc                                                                 | Aviva plc                                                                                   | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               | CORP              | GB        |        49380 | NS      | $430487.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                       | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      3714000 | PA      | $3549786.46   | 0.03%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9601.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Waste Pro USA, Inc.                                                       | Waste Pro USA, Inc.                                                                         | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |      2624000 | PA      | $2695805.76   | 0.03%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                              | Zoetis, Inc., Class A                                                                       | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |        19854 | NS      | $2478176.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boots Group Finco LP                                                      | Boots Group Finco LP                                                                        | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |       245000 | PA      | $346914.52    | 0.00%             | 2032-08-31      | Fixed         | 7.38%                 | 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      | $9108.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                               | Goldman Sachs International                                                                 | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |        19600 | NS      | $737525.50    | 0.01%             | 2026-02-02      | Fixed         | 11.51%                | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                                     | New Enterprise Stone & Lime Co., Inc.                                                       | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |       399000 | PA      | $400995.00    | 0.00%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| VoltaGrid LLC                                                             | VoltaGrid LLC                                                                               | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |      2763000 | PA      | $2798397.76   | 0.03%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO XIV Ltd.                                              | MidOcean Credit CLO XIV Ltd., Series 2024-14A, Class A1                                     | CUSIP: 59803FAA9<br>LEI: 254900KJWLNM7MIXEC65 | Long             | ABS-CBDO         | CORP              | JE        |     10000000 | PA      | $10018000.00  | 0.09%             | 2037-04-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                         | Corp. Nacional del Cobre de Chile                                                           | CUSIP: 21987BBC1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |       491000 | PA      | $471789.63    | 0.00%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BHMS Commercial Mortgage Trust                                            | BHMS Commercial Mortgage Trust, Series 2025-ATLS, Class A                                   | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4747000 | PA      | $4776668.75   | 0.04%             | 2042-08-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Celestica, Inc.                                                           | Celestica, Inc., 1st Lien Term Loan B                                                       | CUSIP: C2348CAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      2476805 | PA      | $2489188.80   | 0.02%             | 2031-06-20      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                          | Ventas Realty LP                                                                            | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |      2450000 | PA      | $2446670.08   | 0.02%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Palo Alto Networks, Inc.                                                  | Palo Alto Networks, Inc.                                                                    | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |         3506 | NS      | $620456.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG (Registered)                                                               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |        51095 | NS      | $2016265.45   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                    | LifePoint Health, Inc.                                                                      | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |       494000 | PA      | $521179.73    | 0.00%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                 | Apollo Debt Solutions BDC                                                                   | CUSIP: 03770DAK9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |       252000 | PA      | $253934.05    | 0.00%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                   | Kodiak Gas Services LLC                                                                     | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |       985000 | PA      | $1008918.76   | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kapla Holding SAS                                                         | Kapla Holding SAS                                                                           | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |      1851000 | PA      | $2224652.72   | 0.02%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HIH Trust                                                                 | HIH Trust, Series 2024-61P, Class A                                                         | CUSIP: 40444VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2448763 | PA      | $2454119.73   | 0.02%             | 2041-10-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Premier Entertainment Sub LLC                                             | Premier Entertainment Sub LLC                                                               | CUSIP: 74052HAA2<br>LEI: 549300KRDMIL2NJVZ267 | Long             | DBT              | CORP              | US        |       270000 | PA      | $199374.75    | 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        |        19367 | NS      | $15898951.31  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC, 1st Lien Term Loan B5                                 | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |      1187985 | PA      | $1185965.88   | 0.01%             | 2031-12-15      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Czechoslovak Group A/S                                                    | Czechoslovak Group A/S                                                                      | CUSIP: N/A<br>LEI: 315700SWFD7G70AVG768       | Long             | DBT              | CORP              | CZ        |      1673000 | PA      | $2069850.76   | 0.02%             | 2031-01-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Kansas City Ltd.                                         | Canadian Pacific Kansas City Ltd.                                                           | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        16580 | NS      | $1232557.20   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DK Crown Holdings, Inc.                                                   | DK Crown Holdings, Inc., 1st Lien Term Loan B                                               | CUSIP: 23326SAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3131442 | PA      | $3131441.51   | 0.03%             | 2032-03-04      | Variable      | 5.42%                 | 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      | $3240134.28   | 0.03%             | 2033-03-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| First Franklin Mortgage Loan Trust                                        | First Franklin Mortgage Loan Trust, Series 2006-FFH1, Class M1                              | CUSIP: 32027NZM6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3158344 | PA      | $3123271.09   | 0.03%             | 2036-01-25      | Floating      | 4.34%                 | 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        |      1357328 | PA      | $1261441.07   | 0.01%             | 2047-09-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                                           | Trans Union LLC, 1st Lien Term Loan B8                                                      | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |      1989134 | PA      | $1988577.01   | 0.02%             | 2031-06-24      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                                      | Henkel AG & Co. KGaA (Preference)                                                           | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EP               | CORP              | DE        |        72341 | NS      | $6355302.45   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                | CUSIP: 902613BV9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       400000 | PA      | $402241.11    | 0.00%             | 2031-01-08      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                               | CUSIP: 17888HAA1<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       254000 | PA      | $261441.69    | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                | eBay, Inc.                                                                                  | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |        15246 | NS      | $1390740.12   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS Corp.                                                               | TELUS Corp.                                                                                 | CUSIP: 87971MCQ4<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |       602000 | PA      | $608221.67    | 0.01%             | 2056-06-09      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings plc                                            | AngloGold Ashanti Holdings plc                                                              | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |       840000 | PA      | $807542.40    | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Efesto Bidco SpA                                                          | Efesto Bidco SpA Efesto US LLC, Series XR                                                   | CUSIP: 28201XAB1<br>LEI: 815600D1A091DE3F5933 | Long             | DBT              | CORP              | IT        |      3055000 | PA      | $3114328.10   | 0.03%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| A O Smith Corp.                                                           | A O Smith Corp.                                                                             | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |         7015 | NS      | $515532.35    | 0.00%             |  |  |  | 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        |      1500000 | PA      | $16875.00     | 0.00%             | 2024-06-01      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -6393000 | PA      | $-58606.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cobham Ultra SeniorCo SARL                                                | Cobham Ultra SeniorCo SARL, Facility 1st Lien Term Loan B                                   | CUSIP: L1802PAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1496707 | PA      | $1494522.20   | 0.01%             | 2029-08-03      | Variable      | 8.37%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class B2                                    | CUSIP: 066930AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       262600 | PA      | $264745.21    | 0.00%             | 2065-05-25      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XXX Ltd.                                                     | Trinitas CLO XXX Ltd., Series 2024-30A, Class A1                                            | CUSIP: 89643DAA5<br>LEI: 254900TSX6348DURD845 | Long             | ABS-CBDO         | CORP              | KY        |      6000000 | PA      | $6021624.60   | 0.06%             | 2037-10-23      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Services, Inc.                                          | GFL Environmental Services, Inc., 1st Lien Term Loan                                        | CUSIP: 36257SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      5292735 | PA      | $5288342.03   | 0.05%             | 2032-03-03      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NASDAQ 100 E-Mini Index                                                                     | CUSIP: 00CC43R44<br>LEI: N/A                  | N/A              | DE               |  | US        |            3 | NC      | $122459.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Synthomer plc                                                             | Synthomer plc                                                                               | CUSIP: N/A<br>LEI: 213800EHT3TI1KPQQJ56       | Long             | DBT              | CORP              | GB        |      1439000 | PA      | $1384346.30   | 0.01%             | 2029-05-02      | Fixed         | 7.38%                 | 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      | $-1055.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                | Garda World Security Corp.                                                                  | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      3814000 | PA      | $3915704.12   | 0.04%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Hensoldt AG                                                               | Hensoldt AG                                                                                 | CUSIP: N/A<br>LEI: 894500686FYLLZD3M624       | Long             | EC               | CORP              | DE        |         6598 | NS      | $655462.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dolcetto Holdco SpA                                                       | Dolcetto Holdco SpA                                                                         | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |      1148000 | PA      | $1384245.98   | 0.01%             | 2032-07-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                        | Southern Co. (The)                                                                          | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      1475000 | PA      | $1455176.71   | 0.01%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Linde plc                                                                 | Linde plc                                                                                   | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |        14996 | NS      | $6852722.12   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lendlease Corp. Ltd.                                                      | Lendlease Corp. Ltd.                                                                        | CUSIP: N/A<br>LEI: 549300MQ0F0TIIEK5592       | Long             | EC               | CORP              | AU        |       474174 | NS      | $1586830.01   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                              | Hess Midstream Operations LP                                                                | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       174000 | PA      | $169963.69    | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                         | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       133000 | PA      | $134395.30    | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                          | Bombardier, Inc.                                                                            | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       202000 | PA      | $202303.20    | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Melrose Industries plc                                                    | Melrose Industries plc                                                                      | CUSIP: N/A<br>LEI: 213800RGNXXZY2M7TR85       | Long             | EC               | CORP              | GB        |         9386 | NS      | $80700.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                                    | Chocoladefabriken Lindt & Spruengli AG (Registered)                                         | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |            1 | NS      | $147811.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Letras do Tesouro Nacional Treasury Bills                                                   | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | STIV             | NUSS              | BR        |       120000 | PA      | $22291794.21  | 0.21%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EMS-Chemie Holding AG                                                     | EMS-Chemie Holding AG (Registered)                                                          | CUSIP: N/A<br>LEI: 529900G1XFTGSE0DIX60       | Long             | EC               | CORP              | CH        |           46 | NS      | $35763.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIMCO CLO 11 Ltd.                                                         | AIMCO CLO 11 Ltd., Series 2020-11A, Class CR2                                               | CUSIP: 00140NBA7<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1004427.70   | 0.01%             | 2037-07-17      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                       | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 104212000000 | PA      | $6246649.19   | 0.06%             | 2031-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Gates Corp.                                                               | Gates Corp.                                                                                 | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |       327000 | PA      | $339927.29    | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-31

**Name of Applicant:** BlackRock Funds II

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer