# EDGAR Filing Document

**Accession Number:** 0001398078
**File Stem:** 0002071691-26-012470
**Filing Date:** 2026-5
**Character Count:** 1151712
**Document Hash:** 663d831ff11f2fff719f4af38ad8f041
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-012470.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0002071691-26-012470

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**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:** 261029717

**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 MANAGED INCOME FUND (Series ID: S000018357)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000050720 | CLASS K SHARES       |  |
| C000050721 | INSTITUTIONAL SHARES |  |
| C000050722 | INVESTOR A SHARES    |  |
| C000174022 | INVESTOR C 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 Managed Income Fund

- **b. EDGAR series identifier (if any):** S000018357

- **c. LEI of Series:** RBPZPJ2O5BNMGVB65O41

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $910442312.68

**Total Liabilities:** $50018276.46

**Net Assets:** $860424036.22

**Cash Not Reported:** $5321698.03

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 43586.97000000 | **1-Year:** 9120.78000000 | **5-Year:** 90766.02000000 | **10-Year:** 23183.38000000 | **30-Year:** 3901.02000000

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

- **3-Month:** 17255.95000000 | **1-Year:** 1020.10000000 | **5-Year:** 21297.52000000 | **10-Year:** 190.92000000 | **30-Year:** 604.07000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000050722 | 0.76%                | 1.37%                | -2.61%               |
| Class ID C000050720 | 0.78%                | 1.39%                | -2.58%               |
| Class ID C000050721 | 0.78%                | 1.39%                | -2.59%               |
| Class ID C000174022 | 0.70%                | 1.31%                | -2.67%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $995767.13               | $3136565.82                                |
| Month 2  | $1945806.32              | $2214369.83                                |
| Month 3  | $-588491.36              | $-19921054.41                              |

**Designated Index Information**

- **Index Name:** 17.50% MSCI World High Div / 60.00% US Agg / 22.50% 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| CBRE Group, Inc.                                                          | CBRE Group, Inc., Class A                                                         | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       711 | NS      | $96312.06     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    998427 | PA      | $859539.05    | 0.10%             | 2051-11-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Norfolk Southern Corp.                                                    | Norfolk Southern Corp.                                                            | CUSIP: 655844BZ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    116000 | PA      | $114828.56    | 0.01%             | 2028-08-01      | Fixed         | 3.80%                 | 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        |     84620 | PA      | $84598.67     | 0.01%             | 2032-10-29      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| Regency Centers LP                                                        | Regency Centers LP                                                                | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    486000 | PA      | $484642.45    | 0.06%             | 2028-03-15      | Fixed         | 4.12%                 | 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        |    148487 | PA      | $148038.81    | 0.02%             | 2030-12-16      | Variable      | 6.18%                 | No            | 2                  | On Loan: No      |
| SKF AB                                                                    | SKF AB, Class B                                                                   | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | EC               | CORP              | SE        |      1163 | NS      | $28035.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                           | Intercontinental Exchange, Inc.                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      4138 | NS      | $650824.64    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Chemours Co. (The)                                                        | Chemours Co. (The)                                                                | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54984.01     | 0.01%             | 2034-03-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Emera US Finance LLC                                                      | Emera US Finance LLC                                                              | CUSIP: 29103HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    569000 | PA      | $568322.41    | 0.07%             | 2029-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| IBM International Capital Pte. Ltd.                                       | IBM International Capital Pte. Ltd.                                               | CUSIP: 449276AC8<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    192000 | PA      | $193156.06    | 0.02%             | 2029-02-05      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | Apple, Inc.                                                                       | CUSIP: 06370F402<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      2966 | NS      | $751075.66    | 0.09%             | 2026-05-19      | Fixed         | 16.66%                | No            | 2                  | On Loan: No      |
| Flash Compute LLC                                                         | Flash Compute LLC                                                                 | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    149000 | PA      | $150011.86    | 0.02%             | 2030-12-31      | 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        |       388 | NS      | $43861.77     | 0.01%             |  |  |  | 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        |   1038462 | PA      | $1037812.50   | 0.12%             | 2037-06-15      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                   | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    550000 | PA      | $545953.99    | 0.06%             | 2029-04-23      | Variable      | 4.08%                 | No            | 2                  | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                               | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    137000 | PA      | $132995.63    | 0.02%             | 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        |      3548 | NS      | $267448.24    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Lsf12 Helix Parent LLC                                                    | Lsf12 Helix Parent LLC                                                            | CUSIP: 548916AA3<br>LEI: 254900H70V4IL22BHL88 | Long             | DBT              | CORP              | US        |    109000 | PA      | $104902.26    | 0.01%             | 2033-02-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                              | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38466.30     | 0.00%             | 2027-09-22      | Variable      | 1.47%                 | 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        |    137877 | PA      | $138049.24    | 0.02%             | 2031-11-26      | Variable      | 5.67%                 | No            | 3                  | On Loan: No      |
| Nutrien Ltd.                                                              | Nutrien Ltd.                                                                      | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |      1623 | NS      | $122515.44    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Partners Group Holding AG                                                 | Partners Group Holding AG                                                         | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               | CORP              | CH        |        79 | NS      | $85149.44     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                    | Nestle SA                                                                         | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      4185 | NS      | $411583.57    | 0.05%             | 2026-04-10      | Fixed         | 12.08%                | No            | 2                  | On Loan: No      |
| COPT Defense Properties                                                   | COPT Defense Properties                                                           | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |      6174 | NS      | $188924.40    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Societe Generale SA                                                       | Otis Worldwide Corp.                                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      3617 | NS      | $282448.34    | 0.03%             | 2026-05-08      | Fixed         | 12.80%                | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 36179YRH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    136332 | PA      | $137960.48    | 0.02%             | 2054-02-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Legence Holdings LLC                                                      | Legence Holdings LLC, 1st Lien Term Loan                                          | CUSIP: 75865HAM0<br>LEI: 2549003DYOLJRQR9G070 | Long             | LON              | CORP              | US        |    236244 | PA      | $236539.00    | 0.03%             | 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        |    159227 | PA      | $157735.46    | 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                           | CUSIP: 50221UAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    125014 | PA      | $125013.51    | 0.01%             | 2031-12-02      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                      | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      2580 | NS      | $379543.80    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Europe SE                                                  | McKesson Corp., Series ETHD                                                       | CUSIP: 61780B558<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       420 | NS      | $369382.88    | 0.04%             | 2026-05-12      | Fixed         | 15.55%                | No            | 2                  | On Loan: No      |
| Incora Top Holdco LLC                                                     | Incora Top Holdco LLC                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     27556 | PA      | $6230.31      | 0.00%             | 2033-01-31      | Fixed         | 6.00%                 | No            | 3                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    582000 | PA      | $484.28       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 21H032647<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66000 | PA      | $60525.65     | 0.01%             | 2056-04-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Ally Financial, Inc.                                                      | Ally Financial, Inc.                                                              | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1049000 | PA      | $1056025.78   | 0.12%             | 2031-01-17      | Variable      | 5.54%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                    | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504583.93    | 0.06%             | 2029-04-12      | Variable      | 4.99%                 | No            | 2                  | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                                 | Santander Mortgage Asset Receivable Trust, Series 2025-NQM3, Class A1             | CUSIP: 80263AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    645529 | PA      | $648082.66    | 0.08%             | 2065-05-25      | Variable      | 5.60%                 | No            | 2                  | On Loan: No      |
| Orange SA                                                                 | Orange SA                                                                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |      6385 | NS      | $130912.03    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Eaton Corp. plc                                                           | Eaton Corp. plc                                                                   | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |       180 | NS      | $64380.60     | 0.01%             |  |  |  | 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        |    158834 | PA      | $158304.97    | 0.02%             | 2032-02-26      | Variable      | 6.40%                 | No            | 2                  | On Loan: No      |
| Golub Capital Partners CLO 77 B Ltd.                                      | Golub Capital Partners CLO 77 B Ltd., Series 2024-77A, Class B                    | CUSIP: 38180QAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1999308.40   | 0.23%             | 2038-01-25      | Floating      | 5.27%                 | No            | 2                  | On Loan: No      |
| Tidewater, Inc.                                                           | Tidewater, Inc.                                                                   | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |     36000 | PA      | $38351.95     | 0.00%             | 2030-07-15      | Fixed         | 9.12%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                   | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    857000 | PA      | $795028.72    | 0.09%             | 2031-01-29      | Variable      | 2.67%                 | 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        |     89488 | PA      | $88778.77     | 0.01%             | 2032-07-01      | Variable      | 7.91%                 | 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        |     50400 | PA      | $50565.31     | 0.01%             | 2028-11-06      | Variable      | 5.45%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC                                                | AerCap Ireland Capital DAC                                                        | CUSIP: 00774MBS3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    275000 | PA      | $265635.55    | 0.03%             | 2035-11-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| JBS NV                                                                    | JBS NV                                                                            | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    160000 | PA      | $160073.60    | 0.02%             | 2036-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Consumers Energy Co.                                                      | Consumers Energy Co.                                                              | CUSIP: 210518DX1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171683.37    | 0.02%             | 2030-01-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Williams Scotsman, Inc.                                                   | Williams Scotsman, Inc.                                                           | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     78000 | PA      | $79231.54     | 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        |    274936 | PA      | $269530.73    | 0.03%             | 2030-03-11      | Variable      | 6.79%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140W3P94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1576098 | PA      | $1346710.61   | 0.16%             | 2052-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Cadence Design Systems, Inc.                                              | Cadence Design Systems, Inc.                                                      | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       494 | NS      | $137267.78    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | Home Depot, Inc. (The)                                                            | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      1651 | NS      | $549012.62    | 0.06%             | 2026-05-12      | Fixed         | 15.60%                | No            | 2                  | On Loan: No      |
| Mitsui & Co. Ltd.                                                         | Mitsui & Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |      8700 | NS      | $336278.24    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| 3M Co.                                                                    | 3M Co.                                                                            | CUSIP: 88579YBC4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    136000 | PA      | $133999.12    | 0.02%             | 2028-09-14      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Dycom Industries, Inc.                                                    | Dycom Industries, Inc., 1st Lien Term Loan B                                      | CUSIP: 26747FAV1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    130000 | PA      | $130379.60    | 0.02%             | 2033-01-27      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                       | GS Mortgage-Backed Securities Trust, Series 2025-NQM2, Class A1                   | CUSIP: 36272EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    499000 | PA      | $501763.63    | 0.06%             | 2065-06-25      | Variable      | 5.65%                 | No            | 2                  | On Loan: No      |
| DCP Midstream Operating LP                                                | DCP Midstream Operating LP                                                        | CUSIP: 26439XAC7<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     32000 | PA      | $36470.67     | 0.00%             | 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        |    743000 | PA      | $743522.22    | 0.09%             | 2029-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bills                                                               | CUSIP: 912797TK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2266000 | PA      | $2259829.95   | 0.26%             | 2026-04-28      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| GIP Pilot Acquisition Partners LP                                         | GIP Pilot Acquisition Partners LP, 1st Lien Term Loan                             | CUSIP: 31773HAE2<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |     17500 | PA      | $17495.44     | 0.00%             | 2030-10-04      | Variable      | 5.65%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                | Pacific Gas & Electric Co.                                                        | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    630000 | PA      | $644963.89    | 0.07%             | 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        |    505000 | PA      | $480266.09    | 0.06%             | 2031-02-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      9324 | NS      | $159853.06    | 0.02%             | 2026-04-15      | Fixed         | 27.67%                | No            | 2                  | On Loan: No      |
| Transocean International Ltd.                                             | Transocean International Ltd.                                                     | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     69000 | PA      | $72367.06     | 0.01%             | 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        |     21391 | OU      | $2209.18      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                         | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    374000 | PA      | $400133.53    | 0.05%             | 2030-02-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Aon Corp.                                                                 | Aon Corp.                                                                         | CUSIP: 03740LAD4<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    113000 | PA      | $111057.75    | 0.01%             | 2027-05-28      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Duke Energy Progress LLC                                                  | Duke Energy Progress LLC                                                          | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     68000 | PA      | $63560.69     | 0.01%             | 2032-04-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| CenterPoint Energy, Inc.                                                  | CenterPoint Energy, Inc.                                                          | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42470.02     | 0.00%             | 2055-05-15      | Variable      | 6.70%                 | No            | 2                  | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc., Class A                                                           | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     10470 | NS      | $3010753.20   | 0.35%             |  |  |  | No            | 1                  | 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        |   1000000 | PA      | $999687.50    | 0.12%             | 2041-01-15      | Floating      | 5.32%                 | No            | 2                  | On Loan: No      |
| Blue Owl Capital Corp.                                                    | Blue Owl Capital Corp.                                                            | CUSIP: 69121KAJ3<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    341000 | PA      | $336072.08    | 0.04%             | 2030-07-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| National Australia Bank Ltd.                                              | National Australia Bank Ltd.                                                      | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $225532.29    | 0.03%             | 2030-08-21      | Fixed         | 2.33%                 | No            | 2                  | On Loan: No      |
| Philip Morris International, Inc.                                         | Philip Morris International, Inc.                                                 | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    148000 | PA      | $153827.61    | 0.02%             | 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        |    143791 | PA      | $141275.04    | 0.02%             | 2029-11-01      | Variable      | 8.44%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    232000 | PA      | $209053.73    | 0.02%             | 2031-06-17      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140W4FM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    805032 | PA      | $707368.03    | 0.08%             | 2042-08-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Fastenal Co.                                                                      | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      8763 | NS      | $404331.58    | 0.05%             | 2026-05-15      | Fixed         | 20.73%                | 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        |     25935 | PA      | $25870.16     | 0.00%             | 2031-10-16      | Variable      | 7.17%                 | No            | 3                  | On Loan: No      |
| AES Corp. (The)                                                           | AES Corp. (The)                                                                   | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    196000 | PA      | $173397.31    | 0.02%             | 2031-01-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Molina Healthcare, Inc.                                                   | Molina Healthcare, Inc.                                                           | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    121000 | PA      | $108177.61    | 0.01%             | 2030-11-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| GLP Capital LP                                                            | GLP Capital LP                                                                    | CUSIP: 361841AL3<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    438000 | PA      | $441798.77    | 0.05%             | 2029-01-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Berry Global, Inc.                                                        | Berry Global, Inc.                                                                | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    579000 | PA      | $590296.78    | 0.07%             | 2028-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                   | Bank of America Corp.                                                             | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      3311 | NS      | $159239.65    | 0.02%             | 2026-05-13      | Fixed         | 17.69%                | 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        |    296310 | PA      | $292976.85    | 0.03%             | 2029-09-12      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| Signal Peak CLO 12 Ltd.                                                   | Signal Peak CLO 12 Ltd., Series 2022-12A, Class A1R                               | CUSIP: 82671XAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1000730.30   | 0.12%             | 2037-07-18      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| Sensata Technologies, Inc.                                                | Sensata Technologies, Inc.                                                        | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203996.80    | 0.02%             | 2032-07-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Osmosis Buyer Ltd.                                                        | Osmosis Buyer Ltd., 1st Lien Term Loan B                                          | CUSIP: 00132UAQ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    255539 | PA      | $254779.68    | 0.03%             | 2028-07-31      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                   | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    332000 | PA      | $332549.22    | 0.04%             | 2028-05-07      | Variable      | 4.64%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Energy Co.                                             | Berkshire Hathaway Energy Co.                                                     | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    234000 | PA      | $229618.32    | 0.03%             | 2028-04-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Hudson Pacific Properties, Inc.                                           | Hudson Pacific Properties, Inc.                                                   | CUSIP: 444097406<br>LEI: 529900EURZA5HRSXQ389 | Long             | EC               | CORP              | US        |      6057 | NS      | $35796.87     | 0.00%             |  |  |  | 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        |     57946 | PA      | $57510.98     | 0.01%             | 2030-08-30      | Variable      | 6.67%                 | 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        |   2990000 | PA      | $2991673.20   | 0.35%             | 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        |    143694 | PA      | $143427.72    | 0.02%             | 2031-06-04      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Alphabet, Inc., Series DM4e                                                       | CUSIP: 61780B541<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      2093 | NS      | $611173.91    | 0.07%             | 2026-05-08      | Fixed         | 18.08%                | No            | 2                  | On Loan: No      |
| Crowdstrike Holdings, Inc.                                                | Crowdstrike Holdings, Inc., Class A                                               | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       349 | NS      | $136253.09    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Steel Dynamics, Inc.                                                      | Steel Dynamics, Inc.                                                              | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    480000 | PA      | $484381.48    | 0.06%             | 2034-08-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | Sanofi SA                                                                         | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     23863 | NS      | $271593.34    | 0.03%             | 2026-04-14      | Fixed         | 22.43%                | 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        |    217138 | PA      | $215872.26    | 0.03%             | 2032-01-16      | Variable      | 6.70%                 | No            | 2                  | On Loan: No      |
| Open Text Corp.                                                           | Open Text Corp.                                                                   | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |       859 | NS      | $19142.41     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Applied Systems, Inc.                                                     | Applied Systems, Inc., 1st Lien Term Loan B                                       | CUSIP: 03827FBD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    266908 | PA      | $261420.79    | 0.03%             | 2031-02-24      | Variable      | 5.95%                 | 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        |   2300000 | PA      | $2298565.03   | 0.27%             | 2042-11-15      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| Canadian Natural Resources Ltd.                                           | Canadian Natural Resources Ltd.                                                   | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |      7178 | NS      | $350153.89    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS AG                                                                    | Autoliv, Inc.                                                                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |       656 | NS      | $273124.04    | 0.03%             | 2026-04-10      | Fixed         | 11.37%                | No            | 2                  | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                            | K. Hovnanian Enterprises, Inc.                                                    | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    114000 | PA      | $112710.09    | 0.01%             | 2031-04-01      | Fixed         | 8.00%                 | 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        |     58404 | PA      | $11599.65     | 0.00%             | 2029-05-25      | Variable      | 4.93%                 | No            | 2                  | On Loan: No      |
| Amphenol Corp.                                                            | Amphenol Corp., Class A                                                           | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      1635 | NS      | $206582.25    | 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        |    914000 | PA      | $910855.84    | 0.11%             | 2041-06-15      | Floating      | 5.51%                 | 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        |    790000 | PA      | $790000.00    | 0.09%             | 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        |       442 | NS      | $27779.02     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                 | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202246.76    | 0.02%             | 2028-05-17      | Variable      | 5.60%                 | 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        |    218092 | PA      | $217093.17    | 0.03%             | 2032-08-19      | Variable      | 6.70%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                          | Amazon.com, Inc.                                                                  | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    880000 | PA      | $873514.10    | 0.10%             | 2031-03-13      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| AMETEK, Inc.                                                              | AMETEK, Inc.                                                                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       396 | NS      | $84886.56     | 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        |   1000000 | PA      | $1000520.80   | 0.12%             | 2032-10-15      | Floating      | 5.47%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                 | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51148.63     | 0.01%             | 2029-07-25      | Variable      | 5.57%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | SAP SE, Series DMSj                                                               | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      1690 | NS      | $292080.15    | 0.03%             | 2026-04-14      | Fixed         | 23.16%                | No            | 2                  | On Loan: No      |
| Ingersoll Rand, Inc.                                                      | Ingersoll Rand, Inc.                                                              | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    239000 | PA      | $244668.41    | 0.03%             | 2029-06-15      | Fixed         | 5.18%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                   | Adobe, Inc., Series DMTQ                                                          | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |       175 | NS      | $42935.39     | 0.00%             | 2026-04-15      | Fixed         | 22.02%                | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Duke Energy Corp.                                                                 | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      3813 | NS      | $500510.71    | 0.06%             | 2026-04-29      | Fixed         | 8.74%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1200000 | PA      | $2610.67      | 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        |    110711 | PA      | $109327.55    | 0.01%             | 2032-06-04      | Variable      | 5.70%                 | No            | 2                  | On Loan: No      |
| Invitation Homes Operating Partnership LP                                 | Invitation Homes Operating Partnership LP                                         | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     44000 | PA      | $36651.63     | 0.00%             | 2034-01-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Greywolf CLO II Ltd.                                                      | Greywolf CLO II Ltd., Series 2013-1A, Class A2AR                                  | CUSIP: 398079BA0<br>LEI: 549300DX0ZYWEZ6TY764 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $299906.85    | 0.03%             | 2034-04-15      | Floating      | 5.53%                 | No            | 2                  | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC                                                          | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44054.53     | 0.01%             | 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        |    165170 | PA      | $164963.54    | 0.02%             | 2032-04-21      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| Omnicom Group, Inc.                                                       | Omnicom Group, Inc.                                                               | CUSIP: 681919BQ8<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26047.12     | 0.00%             | 2030-03-30      | Fixed         | 4.75%                 | 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        |    100000 | PA      | $99468.94     | 0.01%             | 2035-05-15      | Floating      | 5.47%                 | No            | 2                  | On Loan: No      |
| Hertz Corp.                                                               | Hertz Corp. (The), 1st Lien Term Loan C                                           | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |     20056 | PA      | $14791.13     | 0.00%             | 2028-06-30      | Variable      | 7.28%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                | CUSIP: 31427Q3P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59976 | PA      | $62296.28     | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | 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        |   2000000 | PA      | $2054780.40   | 0.24%             | 2035-03-05      | Variable      | 5.87%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                      | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2067000 | PA      | $2022435.19   | 0.24%             | 2031-02-04      | Fixed         | 4.95%                 | 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        |    122235 | PA      | $112049.50    | 0.01%             | 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        |       538 | NS      | $8048.48      | 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        |    216030 | PA      | $215658.13    | 0.03%             | 2031-10-01      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | AstraZeneca plc                                                                   | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      2512 | NS      | $497487.80    | 0.06%             | 2026-04-08      | Fixed         | 20.43%                | No            | 2                  | On Loan: No      |
| Siemens Healthineers AG                                                   | Siemens Healthineers AG                                                           | CUSIP: N/A<br>LEI: 529900QBVWXMWANH7H45       | Long             | EC               | CORP              | DE        |      1158 | NS      | $49407.29     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                         | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83316.12     | 0.01%             | 2030-10-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| American Airlines, Inc.                                                   | American Airlines, Inc., 1st Lien Term Loan                                       | CUSIP: 02376CBM6<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    199920 | PA      | $193572.54    | 0.02%             | 2029-06-04      | Variable      | 5.91%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                | CUSIP: 3133USKS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    140139 | PA      | $118920.90    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Telenor ASA                                                               | Telenor ASA                                                                       | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |      2107 | NS      | $37057.30     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Montreal                                                          | Bank of Montreal                                                                  | CUSIP: 06370F659<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       335 | NS      | $114514.97    | 0.01%             | 2026-05-27      | Fixed         | 30.16%                | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                              | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58710.58     | 0.01%             | 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        |    348923 | PA      | $347130.02    | 0.04%             | 2030-03-18      | Variable      | 6.18%                 | No            | 2                  | On Loan: No      |
| Whitebox CLO II Ltd.                                                      | Whitebox CLO II Ltd., Series 2020-2A, Class A1R2                                  | CUSIP: 96466CAW8<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500932.25   | 0.17%             | 2037-10-24      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| Equifax, Inc.                                                             | Equifax, Inc.                                                                     | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      2659 | NS      | $478806.13    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| PG&E Corp.                                                                | PG&E Corp.                                                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      4926 | NS      | $86549.82     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                          | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    349000 | PA      | $374821.81    | 0.04%             | 2032-02-01      | Fixed         | 9.88%                 | No            | 2                  | On Loan: No      |
| Fiserv, Inc.                                                              | Fiserv, Inc.                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    235000 | PA      | $225083.86    | 0.03%             | 2029-07-01      | Fixed         | 3.50%                 | 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        |    126150 | PA      | $126262.27    | 0.01%             | 2032-12-16      | Variable      | 6.21%                 | No            | 2                  | On Loan: No      |
| Polen Capital CLO Ltd.                                                    | Polen Capital CLO Ltd., Series 2025-2A, Class A1                                  | CUSIP: 73110AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000544.50   | 0.12%             | 2039-01-20      | Floating      | 5.04%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                      | CUSIP: 00287YEE5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    756000 | PA      | $745029.65    | 0.09%             | 2031-03-15      | Fixed         | 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        |    104738 | PA      | $104410.72    | 0.01%             | 2032-07-06      | Variable      | 5.65%                 | No            | 2                  | On Loan: No      |
| Rogers Communications, Inc.                                               | Rogers Communications, Inc.                                                       | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    126000 | PA      | $124443.60    | 0.01%             | 2027-03-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Truist Bank                                                               | Truist Bank                                                                       | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249986.96    | 0.03%             | 2028-07-24      | Variable      | 4.42%                 | No            | 2                  | On Loan: No      |
| American Homes 4 Rent LP                                                  | American Homes 4 Rent LP                                                          | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    381000 | PA      | $378891.07    | 0.04%             | 2028-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Regatta XVII Funding Ltd.                                                 | Regatta XVII Funding Ltd., Series 2020-1A, Class AR                               | CUSIP: 75888BAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500786.15   | 0.17%             | 2037-10-15      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| Janus Living, Inc.                                                        | Janus Living, Inc.                                                                | CUSIP: 471024109<br>LEI: 2549003JCIOFKGHO7313 | Long             | EC               | CORP              | US        |      3885 | NS      | $91569.45     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Pye-Barker Fire & Safety LLC                                              | Pye-Barker Fire & Safety LLC, Delayed Draw 1st Lien Term Loan                     | CUSIP: 69380SAC7<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |     18850 | PA      | $18866.78     | 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        |    184000 | PA      | $185680.10    | 0.02%             | 2032-05-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Hut 8 Corp.                                                               | Hut 8 Corp.                                                                       | CUSIP: 44812J104<br>LEI: 98450066FEF9C1D3FC20 | Long             | EC               | CORP              | US        |       164 | NS      | $7693.24      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19676.13     | 0.00%             | 2030-07-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Private Bank NA                                            | Morgan Stanley Private Bank NA                                                    | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249990.74    | 0.03%             | 2028-07-06      | Variable      | 4.47%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     60000 | PA      | $-331.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDIT                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2485224 | PA      | $33056.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1976516 | PA      | $1598715.49   | 0.19%             | 2052-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Eversource Energy                                                         | Eversource Energy, Series B                                                       | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    101000 | PA      | $99632.06     | 0.01%             | 2056-08-15      | Variable      | 6.35%                 | No            | 2                  | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                 | XPLR Infrastructure Operating Partners LP                                         | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    260000 | PA      | $273702.26    | 0.03%             | 2031-01-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                             | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    191000 | PA      | $188088.45    | 0.02%             | 2028-02-04      | Variable      | 2.55%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                     | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    158000 | PA      | $132110.56    | 0.02%             | 2031-08-01      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | ABB Ltd.                                                                          | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      2739 | NS      | $218395.14    | 0.03%             | 2026-04-17      | Fixed         | 27.67%                | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17655.47     | 0.00%             | 2032-07-21      | Variable      | 2.38%                 | 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        |    155000 | PA      | $152481.25    | 0.02%             | 2032-12-30      | Variable      | 7.01%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      3615 | NS      | $448130.82    | 0.05%             | 2026-05-21      | Fixed         | 18.33%                | No            | 2                  | On Loan: No      |
| Solstice Advanced Materials, Inc.                                         | Solstice Advanced Materials, Inc., 1st Lien Term Loan B                           | CUSIP: 83443PAC9<br>LEI: 2138004GZ4H9TW6HK435 | Long             | LON              | CORP              | US        |    228000 | PA      | $228950.76    | 0.03%             | 2032-10-29      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| TransMontaigne Operating Co. LP                                           | TransMontaigne Operating Co. LP, 1st Lien Term Loan B                             | CUSIP: 89376WAH1<br>LEI: 549300V4T155OZCUJ734 | Long             | LON              | CORP              | US        |     95232 | PA      | $95017.77     | 0.01%             | 2030-03-18      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                               | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    333000 | PA      | $325923.75    | 0.04%             | 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        |    103000 | PA      | $106456.47    | 0.01%             | 2032-04-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP, 1st Lien Term Loan                                             | CUSIP: C8000CAM5<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    325128 | PA      | $323808.23    | 0.04%             | 2030-05-06      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21349.31     | 0.00%             | 2032-03-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Xylem, Inc.                                                               | Xylem, Inc.                                                                       | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       637 | NS      | $76121.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Bank of Canada                                                      | Palo Alto Networks, Inc.                                                          | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       294 | NS      | $47510.62     | 0.01%             | 2026-04-29      | Fixed         | 21.42%                | No            | 2                  | On Loan: No      |
| nVent Electric plc                                                        | nVent Electric plc                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       333 | NS      | $39387.24     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FTAI Aviation Investors LLC                                               | FTAI Aviation Investors LLC                                                       | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158892.98    | 0.02%             | 2032-06-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Sotheby's                                                                 | Sotheby's                                                                         | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199041.92    | 0.02%             | 2027-10-15      | Fixed         | 7.38%                 | 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        |   1000000 | PA      | $998376.40    | 0.12%             | 2044-08-18      | Floating      | 5.11%                 | 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        |    108273 | PA      | $108079.30    | 0.01%             | 2030-08-02      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                                    | Energizer Holdings, Inc.                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      1289 | NS      | $213488.06    | 0.02%             | 2026-04-10      | Fixed         | 27.11%                | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                | Pacific Gas & Electric Co.                                                        | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    685000 | PA      | $676872.87    | 0.08%             | 2029-03-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| GSAT Trust                                                                | GSAT Trust, Series 2025-BMF, Class A                                              | CUSIP: 36271XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1371000 | PA      | $1369660.40   | 0.16%             | 2040-07-15      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| Magna International, Inc.                                                 | Magna International, Inc.                                                         | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |       903 | NS      | $50430.64     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                      | Mitsubishi UFJ Financial Group, Inc.                                              | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $196755.26    | 0.02%             | 2028-01-19      | Variable      | 2.34%                 | No            | 2                  | On Loan: No      |
| Caturus Energy LLC                                                        | Caturus Energy LLC                                                                | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    116000 | PA      | $120363.34    | 0.01%             | 2030-02-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Abbott Laboratories                                                       | Abbott Laboratories                                                               | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53782.21     | 0.01%             | 2036-03-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Pembina Pipeline Corp.                                                    | Pembina Pipeline Corp.                                                            | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |      1982 | NS      | $88720.54     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Bank of Canada                                                      | Nestle SA                                                                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      4294 | NS      | $422688.83    | 0.05%             | 2026-04-17      | Fixed         | 10.06%                | No            | 2                  | On Loan: No      |
| Keppel DC REIT                                                            | Keppel DC REIT                                                                    | CUSIP: N/A<br>LEI: 254900L7YDIFLO15BD60       | Long             | EC               | CORP              | SG        |     87796 | NS      | $149447.92    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     35000 | PA      | $549.23       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Eversource Energy                                                         | Eversource Energy, Series A                                                       | CUSIP: 30040WBC1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59258.31     | 0.01%             | 2056-08-15      | Variable      | 6.10%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                         | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    751000 | PA      | $747045.61    | 0.09%             | 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        |   1552000 | PA      | $1528474.71   | 0.18%             | 2032-01-21      | Variable      | 4.52%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | Bank of Montreal                                                                  | CUSIP: 06370F642<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       253 | NS      | $49725.97     | 0.01%             | 2026-05-27      | Fixed         | 23.07%                | No            | 2                  | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc.                                                                    | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    630000 | PA      | $625622.16    | 0.07%             | 2031-02-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Shell plc                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      4716 | NS      | $395193.54    | 0.05%             | 2026-04-08      | Fixed         | 17.52%                | No            | 2                  | On Loan: No      |
| Icahn Enterprises LP                                                      | Icahn Enterprises LP                                                              | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54183.15     | 0.01%             | 2029-11-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Republic of Peru                                                          | Republic of Peru                                                                  | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    520000 | PA      | $483600.00    | 0.06%             | 2030-06-20      | Fixed         | 2.84%                 | 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        |    241000 | PA      | $244873.91    | 0.03%             | 2042-08-10      | Variable      | 5.34%                 | No            | 2                  | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                      | Cheniere Corpus Christi Holdings LLC                                              | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    514000 | PA      | $516653.52    | 0.06%             | 2027-06-30      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Hanwha Systems Co. Ltd.                                                   | Hanwha Systems Co. Ltd.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       821 | NS      | $64284.90     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1218000 | PA      | $1238810.65   | 0.14%             | 2031-04-23      | Variable      | 5.15%                 | No            | 2                  | On Loan: No      |
| BDS LLC                                                                   | BDS LLC, Series 2025-FL14, Class A                                                | CUSIP: 072921AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $995152.00    | 0.12%             | 2042-10-17      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| Otis Worldwide Corp.                                                      | Otis Worldwide Corp.                                                              | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     73000 | PA      | $67769.07     | 0.01%             | 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        |     78000 | PA      | $79735.11     | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| MSCI, Inc.                                                                | MSCI, Inc.                                                                        | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52896.04     | 0.01%             | 2035-09-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Northrop Grumman Corp.                                                    | Northrop Grumman Corp.                                                            | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       869 | NS      | $592866.56    | 0.07%             |  |  |  | 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        |    145600 | PA      | $145432.87    | 0.02%             | 2032-11-08      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| NN Group NV                                                               | NN Group NV                                                                       | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |       902 | NS      | $70442.52     | 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        |     10400 | NS      | $88764.61     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     92000 | PA      | $1293.64      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Northrop Grumman Corp.                                                    | Northrop Grumman Corp.                                                            | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    114000 | PA      | $111962.93    | 0.01%             | 2028-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Virgin Media Bristol LLC                                                  | Virgin Media Bristol LLC, Facility 1st Lien Term Loan Q                           | CUSIP: G9368PBE3<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |     44000 | PA      | $42308.64     | 0.00%             | 2029-01-31      | Variable      | 7.04%                 | No            | 2                  | On Loan: No      |
| Duke Energy Progress LLC                                                  | Duke Energy Progress LLC                                                          | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    116000 | PA      | $102184.37    | 0.01%             | 2031-08-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| ITT Holdings LLC                                                          | ITT Holdings LLC                                                                  | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    152000 | PA      | $147795.41    | 0.02%             | 2029-08-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| KLA Corp.                                                                 | KLA Corp.                                                                         | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       212 | NS      | $312150.92    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Curtiss-Wright Corp.                                                      | Curtiss-Wright Corp.                                                              | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       182 | NS      | $123963.84    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series EMTZ                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      2920 | NS      | $369580.31    | 0.04%             | 2026-05-19      | Fixed         | 23.96%                | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | BHP Group Ltd.                                                                    | CUSIP: 06370D613<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      4053 | NS      | $279709.24    | 0.03%             | 2026-04-01      | Fixed         | 38.02%                | 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        |   1001675 | PA      | $1002614.16   | 0.12%             | 2041-08-15      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     87000 | PA      | $89060.08     | 0.01%             | 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        |      2000 | NS      | $32222.78     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Citigroup, Inc.                                                                   | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      3624 | NS      | $402928.17    | 0.05%             | 2026-05-08      | Fixed         | 22.05%                | No            | 2                  | On Loan: No      |
| Sony Group Corp.                                                          | Sony Group Corp.                                                                  | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |     44600 | NS      | $929586.05    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | HCA Healthcare, Inc.                                                              | CUSIP: 06370F592<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       805 | NS      | $385095.82    | 0.04%             | 2026-05-20      | Fixed         | 19.77%                | 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        |   1080000 | PA      | $1102024.76   | 0.13%             | 2041-12-10      | Variable      | 5.57%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Charter Communications, Inc., Series DMSf                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       758 | NS      | $165186.07    | 0.02%             | 2026-04-14      | Fixed         | 27.09%                | No            | 2                  | On Loan: No      |
| Gen Digital, Inc.                                                         | Gen Digital, Inc.                                                                 | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      1306 | NS      | $24591.98     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CSL Ltd.                                                                  | CSL Ltd.                                                                          | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |      1705 | NS      | $167463.33    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                  | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    175000 | PA      | $181307.94    | 0.02%             | 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        |     66636 | NS      | $1044485.27   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Siemens Funding BV                                                        | Siemens Funding BV                                                                | CUSIP: 82622RAC0<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    514000 | PA      | $518019.37    | 0.06%             | 2030-05-28      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Sound Point CLO XXIII                                                     | Sound Point CLO XXIII, Series 2019-2A, Class AR                                   | CUSIP: 83614BAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000128.40   | 0.12%             | 2034-07-15      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                           | Eli Lilly & Co.                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      1546 | NS      | $1421964.42   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                               | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    168000 | PA      | $165503.97    | 0.02%             | 2033-03-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F020646<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -199000 | PA      | $-160241.64   | -0.02%            | 2056-04-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| OLA Netherlands BV                                                        | OLA Netherlands BV, 1st Lien Term Loan                                            | CUSIP: 67935LAB8<br>LEI: N/A                  | Long             | LON              | CORP              | SG        |    119841 | PA      | $118941.72    | 0.01%             | 2026-12-15      | Variable      | 10.02%                | No            | 3                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F040446<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |     -2000 | PA      | $-1953.07     | -0.00%            | 2041-04-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Element Solutions, Inc.                                                   | Element Solutions, Inc., 1st Lien Term Loan B3                                    | CUSIP: 72766TAK5<br>LEI: 549300FLGN6P5CU20J91 | Long             | LON              | CORP              | US        |    116658 | PA      | $116657.93    | 0.01%             | 2030-12-18      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-BRBK, Class C                           | CUSIP: 05613NAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76000 | PA      | $75590.74     | 0.01%             | 2041-10-15      | Floating      | 8.55%                 | No            | 2                  | On Loan: No      |
| AmeriTex HoldCo Intermediate LLC                                          | AmeriTex HoldCo Intermediate LLC                                                  | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $43354.37     | 0.01%             | 2033-08-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Prime Healthcare Services, Inc.                                           | Prime Healthcare Services, Inc.                                                   | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $82960.00     | 0.01%             | 2029-09-01      | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Corning, Inc., Series DMUg                                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       343 | NS      | $46899.50     | 0.01%             | 2026-04-22      | Fixed         | 20.90%                | No            | 2                  | On Loan: No      |
| Light & Wonder International, Inc.                                        | Light & Wonder International, Inc., 1st Lien Term Loan B3                         | CUSIP: 80875AAY7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    180441 | PA      | $180290.87    | 0.02%             | 2029-04-16      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                        | VICI Properties LP                                                                | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45045.82     | 0.01%             | 2028-04-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Penske Truck Leasing Co. LP                                               | Penske Truck Leasing Co. LP                                                       | CUSIP: 709599CA0<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76089.07     | 0.01%             | 2029-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                        | General Motors Financial Co., Inc.                                                | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146276.81    | 0.02%             | 2027-05-08      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| ALA Trust                                                                 | ALA Trust, Series 2025-OANA, Class A                                              | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1002500.00   | 0.12%             | 2040-06-15      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| Howmet Aerospace, Inc.                                                    | Howmet Aerospace, Inc.                                                            | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       632 | NS      | $145650.72    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Anheuser-Busch InBev Finance, Inc.                                        | Anheuser-Busch InBev Finance, Inc.                                                | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |     58000 | PA      | $56490.43     | 0.01%             | 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        |    173879 | PA      | $173715.30    | 0.02%             | 2031-01-31      | Variable      | 5.52%                 | 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        |    103000 | PA      | $104514.10    | 0.01%             | 2027-09-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                      | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $500135.30    | 0.06%             | 2027-08-05      | Variable      | 4.70%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 31418D5G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113127 | PA      | $98516.65     | 0.01%             | 2041-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| WEC Energy Group, Inc.                                                    | WEC Energy Group, Inc.                                                            | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9065.86      | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                        | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    295000 | PA      | $287793.24    | 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        |    104000 | PA      | $107429.19    | 0.01%             | 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        |     14518 | NS      | $260648.95    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                       | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     21000 | PA      | $22299.86     | 0.00%             | 2033-08-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| United Airlines, Inc.                                                     | United Airlines, Inc., 1st Lien Term Loan B                                       | CUSIP: 90932RAQ7<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    211690 | PA      | $210764.76    | 0.02%             | 2031-02-24      | Variable      | 5.43%                 | No            | 2                  | On Loan: No      |
| Truist Financial Corp.                                                    | Truist Financial Corp.                                                            | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112591.49    | 0.01%             | 2030-01-24      | Variable      | 5.43%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                                         | BAT Capital Corp.                                                                 | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    339000 | PA      | $361875.63    | 0.04%             | 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        |    181090 | PA      | $180410.91    | 0.02%             | 2032-08-13      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| Risewell Homes, Inc.                                                      | Risewell Homes, Inc.                                                              | CUSIP: 645370AF4<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50507.35     | 0.01%             | 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        |     20213 | NS      | $945182.50    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Modena Buyer LLC                                                          | Modena Buyer LLC, 1st Lien Term Loan                                              | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |     93540 | PA      | $83692.34     | 0.01%             | 2031-07-01      | Variable      | 7.92%                 | No            | 2                  | On Loan: No      |
| Cummins, Inc.                                                             | Cummins, Inc.                                                                     | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       732 | NS      | $393830.64    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Discovery Global Holdings, Inc.                                           | Discovery Global Holdings, Inc.                                                   | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    429000 | PA      | $423740.46    | 0.05%             | 2027-03-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| HOMES Trust                                                               | Homes Trust, Series 2025-AFC2, Class A1A                                          | CUSIP: 43761YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    814086 | PA      | $816482.61    | 0.09%             | 2060-06-25      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140W34Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    461884 | PA      | $458835.39    | 0.05%             | 2055-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| RHP Hotel Properties LP                                                   | RHP Hotel Properties LP                                                           | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    109000 | PA      | $110974.64    | 0.01%             | 2032-04-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| WULF Compute LLC                                                          | WULF Compute LLC                                                                  | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132000 | PA      | $139481.76    | 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        |    160000 | PA      | $157741.98    | 0.02%             | 2032-01-22      | Variable      | 4.35%                 | No            | 2                  | On Loan: No      |
| Intuit, Inc.                                                              | Intuit, Inc.                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       397 | NS      | $171654.86    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 21H022648<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    668000 | PA      | $574584.38    | 0.07%             | 2056-04-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                          | Amazon.com, Inc.                                                                  | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158541.80    | 0.02%             | 2036-03-13      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | Tesla, Inc.                                                                       | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        98 | NS      | $37069.81     | 0.00%             | 2026-05-12      | Fixed         | 19.63%                | No            | 2                  | On Loan: No      |
| Georgia Power Co.                                                         | Georgia Power Co.                                                                 | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67528.39     | 0.01%             | 2033-05-17      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                             | CUSIP: 036752BJ1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    173000 | PA      | $170387.85    | 0.02%             | 2032-09-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| International Business Machines Corp.                                     | International Business Machines Corp.                                             | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       240 | NS      | $58173.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Construction Partners, Inc.                                               | Construction Partners, Inc., 1st Lien Term Loan                                   | CUSIP: 21043XAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     92579 | PA      | $92434.20     | 0.01%             | 2031-11-03      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Bausch Health Cos., Inc.                                                  | Bausch Health Cos., Inc.                                                          | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    418000 | PA      | $426376.10    | 0.05%             | 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        |   2200000 | PA      | $2193125.00   | 0.25%             | 2044-12-15      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Microsoft Corp.                                                                   | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      1479 | NS      | $550944.98    | 0.06%             | 2026-04-14      | Fixed         | 17.12%                | No            | 2                  | On Loan: No      |
| Magnolia Oil & Gas Operating LLC                                          | Magnolia Oil & Gas Operating LLC                                                  | CUSIP: 559665AB0<br>LEI: 984500CG376B0B99F016 | Long             | DBT              | CORP              | US        |    159000 | PA      | $163634.37    | 0.02%             | 2032-12-01      | Fixed         | 6.88%                 | 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        |    112332 | PA      | $112291.71    | 0.01%             | 2031-06-12      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| Regency Centers LP                                                        | Regency Centers LP                                                                | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54816.59     | 0.01%             | 2035-01-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Simon Property Group, Inc.                                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       729 | NS      | $137759.60    | 0.02%             | 2026-05-05      | Fixed         | 19.92%                | No            | 2                  | On Loan: No      |
| Salesforce, Inc.                                                          | Salesforce, Inc.                                                                  | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33951.85     | 0.00%             | 2031-09-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    452000 | PA      | $447705.50    | 0.05%             | 2029-05-03      | Fixed         | 5.11%                 | 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        |    980000 | PA      | $979999.31    | 0.11%             | 2041-04-15      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| Southern Co. (The)                                                        | Southern Co. (The)                                                                | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    116000 | PA      | $106543.07    | 0.01%             | 2036-07-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Roche Holding AG                                                          | Roche Holding AG                                                                  | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |       750 | NS      | $299318.13    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Phillips 66                                                               | Phillips 66                                                                       | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      3352 | NS      | $610667.36    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                    | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5057.59      | 0.00%             | 2029-04-20      | Variable      | 5.16%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                          | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    103000 | PA      | $104185.64    | 0.01%             | 2027-10-20      | Variable      | 6.62%                 | No            | 2                  | On Loan: No      |
| WP Carey, Inc.                                                            | WP Carey, Inc.                                                                    | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      2103 | NS      | $142919.88    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 31418D4G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54382 | PA      | $47393.61     | 0.01%             | 2041-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| NiSource, Inc.                                                            | NiSource, Inc.                                                                    | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    543000 | PA      | $551560.27    | 0.06%             | 2028-03-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Snowflake, Inc.                                                           | Snowflake, Inc., Class A                                                          | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       757 | NS      | $114170.74    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Asahi Kasei Corp.                                                         | Asahi Kasei Corp.                                                                 | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |      4800 | NS      | $46965.50     | 0.01%             |  |  |  | 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        |     26840 | PA      | $26529.29     | 0.00%             | 2032-10-29      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Amynta Agency Borrower, Inc.                                              | Amynta Agency Borrower, Inc., 1st Lien Term Loan B                                | CUSIP: 57810JAN8<br>LEI: 5493000GP6HBRVTWBO85 | Long             | LON              | CORP              | US        |    120549 | PA      | $118633.69    | 0.01%             | 2031-12-29      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Equinix Asia Financing Corp. Pte. Ltd.                                    | Equinix Asia Financing Corp. Pte. Ltd.                                            | CUSIP: 29447KAA3<br>LEI: 2549002E9B0F5FQ3X427 | Long             | DBT              | CORP              | SG        |     25000 | PA      | $24469.75     | 0.00%             | 2031-03-15      | Fixed         | 4.40%                 | 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        |     60692 | PA      | $60578.83     | 0.01%             | 2032-07-30      | Variable      | 5.95%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | DTE Energy Co.                                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      6330 | NS      | $231969.36    | 0.03%             | 2026-04-17      | Fixed         | 46.83%                | No            | 2                  | On Loan: No      |
| Sanofi SA                                                                 | Sanofi SA                                                                         | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |      2895 | NS      | $279569.66    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                              | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    131000 | PA      | $132115.71    | 0.02%             | 2029-01-24      | Variable      | 4.92%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    106000 | PA      | $95214.83     | 0.01%             | 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        |     11400 | NS      | $195256.47    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Bank NA                                                    | Morgan Stanley Bank NA                                                            | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    665000 | PA      | $667663.73    | 0.08%             | 2028-01-14      | Variable      | 4.95%                 | No            | 2                  | On Loan: No      |
| GGP                                                                       | GGP, Series 2026-TY, Class A                                                      | CUSIP: 373914AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $987858.10    | 0.11%             | 2043-03-05      | Variable      | 4.67%                 | No            | 2                  | On Loan: No      |
| GE Vernova, Inc.                                                          | GE Vernova, Inc.                                                                  | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       178 | NS      | $155376.20    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Montreal                                                          | Genuine Parts Co.                                                                 | CUSIP: 06370D621<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       380 | NS      | $39648.93     | 0.00%             | 2026-04-01      | Fixed         | 23.57%                | No            | 2                  | On Loan: No      |
| Kennedy Lewis CLO 16 Ltd.                                                 | Kennedy Lewis CLO 16 Ltd., Series 2024-16A, Class A1                              | CUSIP: 37149YAC3<br>LEI: 213800SVSEDOQON7JV18 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999894.50    | 0.12%             | 2037-07-20      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| KeyCorp                                                                   | KeyCorp                                                                           | CUSIP: 49326EER0<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33298.09     | 0.00%             | 2037-01-28      | Variable      | 5.30%                 | 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        |   1000000 | PA      | $1000254.80   | 0.12%             | 2037-07-20      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      3447 | NS      | $177549.33    | 0.02%             | 2026-05-19      | Fixed         | 23.27%                | 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        |     39089 | PA      | $7752.44      | 0.00%             | 2028-11-01      | Variable      | 7.27%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                                               | Asurion LLC                                                                       | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    109000 | PA      | $105824.00    | 0.01%             | 2034-02-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202255.77    | 0.02%             | 2029-03-08      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Brambles Ltd.                                                             | Brambles Ltd.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      4759 | NS      | $74689.06     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bills                                                               | CUSIP: 912797SD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2531000 | PA      | $2530744.88   | 0.29%             | 2026-04-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Ciena Corp.                                                               | Ciena Corp., 1st Lien Term Loan                                                   | CUSIP: 17178HAR3<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | LON              | CORP              | US        |    160355 | PA      | $160287.40    | 0.02%             | 2030-10-24      | Variable      | 5.43%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | Microsoft Corp.                                                                   | CUSIP: 06370F220<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      1435 | NS      | $539096.59    | 0.06%             | 2026-04-28      | Fixed         | 18.52%                | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     60000 | PA      | $-989.58      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                                               | Capital One Financial Corp.                                                       | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157658.93    | 0.02%             | 2036-01-30      | Variable      | 6.18%                 | No            | 2                  | On Loan: No      |
| Santander UK Group Holdings plc                                           | Santander UK Group Holdings plc                                                   | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $181417.03    | 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        |      3800 | NS      | $142192.46    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                    | Cleveland-Cliffs, Inc.                                                            | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    133000 | PA      | $132988.11    | 0.02%             | 2029-11-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| AES Corp. (The)                                                           | AES Corp. (The)                                                                   | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31741.38     | 0.00%             | 2055-01-15      | Variable      | 7.60%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                                               | Apple, Inc.                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      5502 | NS      | $1396352.58   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| ResMed, Inc.                                                              | ResMed, Inc.                                                                      | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       300 | NS      | $67344.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Global Partners LP                                                        | Global Partners LP                                                                | CUSIP: 37954FAL8<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32261.22     | 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        |       395 | NS      | $26756.61     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cinemark USA, Inc.                                                        | Cinemark USA, Inc.                                                                | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17467.28     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Clarivate Science Holdings Corp.                                          | Clarivate Science Holdings Corp.                                                  | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $66060.20     | 0.01%             | 2028-07-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                | CUSIP: 3132DSRU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    337930 | PA      | $334602.06    | 0.04%             | 2053-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                          | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    114000 | PA      | $102754.18    | 0.01%             | 2030-11-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Voyager Parent LLC                                                        | Voyager Parent LLC                                                                | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     72000 | PA      | $74751.41     | 0.01%             | 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        |     39895 | PA      | $37950.31     | 0.00%             | 2028-09-01      | Variable      | 6.28%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                    | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    827000 | PA      | $826658.95    | 0.10%             | 2030-10-18      | Variable      | 4.65%                 | No            | 2                  | On Loan: No      |
| British American Tobacco plc                                              | British American Tobacco plc                                                      | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |     22252 | NS      | $1291925.06   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Asurion LLC                                                               | Asurion LLC                                                                       | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    158000 | PA      | $163916.78    | 0.02%             | 2032-12-31      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Aedifica SA                                                               | Aedifica SA                                                                       | CUSIP: N/A<br>LEI: 529900DTKNXL0AXQFN28       | Long             | EC               | CORP              | BE        |      1699 | NS      | $137563.82    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Fidelity National Information Services, Inc.                              | Fidelity National Information Services, Inc.                                      | CUSIP: 31620MCA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    335000 | PA      | $334062.12    | 0.04%             | 2028-03-10      | Fixed         | 4.45%                 | 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        |       746 | NS      | $106566.10    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Automatic Data Processing, Inc.                                           | Automatic Data Processing, Inc.                                                   | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      2080 | NS      | $422614.40    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F042640<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -933000 | PA      | $-900350.29   | -0.10%            | 2056-04-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                               | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      1976 | NS      | $216925.28    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Quikrete Holdings, Inc.                                                   | Quikrete Holdings, Inc.                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    103000 | PA      | $104442.31    | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    152000 | PA      | $142584.22    | 0.02%             | 2033-03-17      | Variable      | 3.79%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                          | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    176000 | PA      | $179536.75    | 0.02%             | 2031-01-29      | Variable      | 5.22%                 | 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              | KY        |    135108 | PA      | $133651.20    | 0.02%             | 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        |    143638 | PA      | $142560.97    | 0.02%             | 2029-01-24      | Variable      | 9.20%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                | CUSIP: 3132DSKX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    495030 | PA      | $441263.48    | 0.05%             | 2052-04-01      | Fixed         | 3.00%                 | 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        |    436283 | PA      | $436981.39    | 0.05%             | 2030-04-30      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| PayPal Holdings, Inc.                                                     | PayPal Holdings, Inc.                                                             | CUSIP: 70450YAT0<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     97000 | PA      | $96307.46     | 0.01%             | 2035-04-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F030447<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    247000 | PA      | $235876.69    | 0.03%             | 2041-04-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    335000 | PA      | $353401.90    | 0.04%             | 2030-03-06      | Fixed         | 7.35%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42233.27     | 0.00%             | 2029-09-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| NextEra Energy, Inc.                                                      | NextEra Energy, Inc.                                                              | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      1449 | NS      | $134583.12    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2025-JDI, Class A                            | CUSIP: 05594LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1244884 | PA      | $1245271.37   | 0.14%             | 2042-11-15      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                          | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111314.03    | 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        |    314000 | PA      | $313215.00    | 0.04%             | 2042-10-15      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| Dow Chemical Co. (The)                                                    | Dow Chemical Co. (The)                                                            | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    365000 | PA      | $360443.31    | 0.04%             | 2031-01-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Cloudera, Inc.                                                            | Cloudera, Inc., 1st Lien Term Loan                                                | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |     83410 | PA      | $74025.96     | 0.01%             | 2028-10-09      | Variable      | 7.52%                 | 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        |     46000 | PA      | $46153.18     | 0.01%             | 2032-12-15      | Variable      | 6.97%                 | 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        |    399613 | PA      | $396160.72    | 0.05%             | 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        |      3300 | NS      | $131407.91    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | Bank of Montreal, Series 6                                                        | CUSIP: 06368L8V1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $201832.35    | 0.02%             | 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        |    419000 | PA      | $421957.30    | 0.05%             | 2030-08-15      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F040644<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    553000 | PA      | $521768.57    | 0.06%             | 2056-04-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Apidos CLO XXVIII                                                         | Apidos CLO XXVIII, Series 2017-28A, Class A1AR                                    | CUSIP: 03767CAL4<br>LEI: 549300QCAOUF4OXOI275 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500394.35   | 0.17%             | 2038-10-20      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| Omnicom Group, Inc.                                                       | Omnicom Group, Inc.                                                               | CUSIP: 681919BP0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    203000 | PA      | $203384.53    | 0.02%             | 2028-10-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1296000 | PA      | $1275082.99   | 0.15%             | 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        |    423000 | PA      | $429694.55    | 0.05%             | 2031-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | U.S. Treasury 5-Year Note                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1436 | NC      | $-426534.75   | -0.05%            |  |  |  | No            | 1                  | 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        |   1000000 | PA      | $1000930.20   | 0.12%             | 2038-07-17      | Floating      | 5.27%                 | No            | 2                  | On Loan: No      |
| Exelon Corp.                                                              | Exelon Corp.                                                                      | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39388.25     | 0.00%             | 2027-03-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Match Group Holdings II LLC                                               | Match Group Holdings II LLC                                                       | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     84000 | PA      | $74683.17     | 0.01%             | 2031-10-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDI                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    619200 | PA      | $1660.49      | 0.00%             |  |  |  | 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        |    176722 | PA      | $176771.50    | 0.02%             | 2030-06-24      | Variable      | 6.45%                 | No            | 2                  | On Loan: No      |
| Sun Communities, Inc.                                                     | Sun Communities, Inc.                                                             | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |      2525 | NS      | $318049.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                  | CUSIP: 251526CW7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    355000 | PA      | $364651.29    | 0.04%             | 2029-05-10      | Fixed         | 5.41%                 | No            | 2                  | On Loan: No      |
| Carlyle US CLO Ltd.                                                       | Carlyle US CLO Ltd., Series 2019-4A, Class A11R                                   | CUSIP: 14317VAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500000.00   | 0.17%             | 2035-04-15      | Floating      | 4.99%                 | 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        |    102785 | PA      | $102613.09    | 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        |      3000 | PA      | $3169.26      | 0.00%             | 2033-03-15      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| Cross Mortgage Trust                                                      | Cross Mortgage Trust, Series 2025-H5, Class A1                                    | CUSIP: 227920AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    871605 | PA      | $874387.73    | 0.10%             | 2070-07-25      | Variable      | 5.51%                 | No            | 2                  | On Loan: No      |
| Solventum Corp.                                                           | Solventum Corp.                                                                   | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    108000 | PA      | $110804.73    | 0.01%             | 2031-03-13      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       766 | NS      | $155436.13    | 0.02%             | 2026-04-01      | Fixed         | 20.62%                | 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        |    326344 | PA      | $323837.49    | 0.04%             | 2032-01-30      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     30000 | PA      | $-428.11      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Diameter Capital CLO 3 Ltd.                                               | Diameter Capital CLO 3 Ltd., Series 2022-3A, Class A2R                            | CUSIP: 25255JAN7<br>LEI: 254900L1QJX98W5ORK78 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2501427.50   | 0.29%             | 2038-01-15      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F032443<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     82000 | PA      | $78929.24     | 0.01%             | 2041-04-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Sonic Healthcare Ltd.                                                     | Sonic Healthcare Ltd.                                                             | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |      1620 | NS      | $23018.24     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132LBBE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    712044 | PA      | $682522.15    | 0.08%             | 2049-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Solventum Corp.                                                           | Solventum Corp.                                                                   | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39296.94     | 0.00%             | 2027-02-25      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| DBGS                                                                      | DBGS, Series 2024-SBL, Class A                                                    | CUSIP: 23306QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1398250.00   | 0.16%             | 2034-08-15      | Floating      | 5.56%                 | No            | 2                  | On Loan: No      |
| Danish Krone                                                              | Danish Krone                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | DK        |     39824 | OU      | $6159.69      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     38000 | PA      | $514.11       | 0.00%             |  |  |  | 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        |    102982 | PA      | $96353.05     | 0.01%             | 2031-06-26      | Variable      | 7.92%                 | 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        |     46000 | NS      | $133866.38    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE, Series 4Lfh                                             | CUSIP: 61780B640<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      1896 | NS      | $319597.45    | 0.04%             | 2026-05-22      | Fixed         | 39.72%                | No            | 2                  | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                     | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    670000 | PA      | $658150.85    | 0.08%             | 2027-12-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Abbott Laboratories                                                       | Abbott Laboratories                                                               | CUSIP: 002824BS8<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1836000 | PA      | $1806914.22   | 0.21%             | 2031-03-15      | Fixed         | 4.00%                 | 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        |    156616 | PA      | $156664.54    | 0.02%             | 2032-10-01      | Variable      | 6.16%                 | No            | 2                  | On Loan: No      |
| Associated Banc-Corp.                                                     | Associated Banc-Corp.                                                             | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |    732000 | PA      | $749223.59    | 0.09%             | 2030-08-29      | Variable      | 6.46%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                             | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110530.68    | 0.01%             | 2027-09-01      | Fixed         | 4.68%                 | No            | 2                  | On Loan: No      |
| Grant Thornton Advisors LLC                                               | Grant Thornton Advisors LLC, 1st Lien Term Loan                                   | CUSIP: 38821UAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    183438 | PA      | $170501.73    | 0.02%             | 2031-06-02      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                        | General Motors Financial Co., Inc.                                                | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    687000 | PA      | $711068.68    | 0.08%             | 2030-04-06      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Transcanada Trust                                                         | Transcanada Trust, Series 16-A                                                    | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    337000 | PA      | $337356.55    | 0.04%             | 2076-08-15      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140QNE24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1039653 | PA      | $842283.72    | 0.10%             | 2051-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Silver Point CLO 5 Ltd.                                                   | Silver Point CLO 5 Ltd., Series 2024-5A, Class B                                  | CUSIP: 82809BAE6<br>LEI: 254900IB4JHW6SUR0Q75 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5001304.50   | 0.58%             | 2037-10-20      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| Consumers Energy Co.                                                      | Consumers Energy Co.                                                              | CUSIP: 210518DW3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110764.21    | 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        |  10110522 | NS      | $10112544.27  | 1.18%             |  |  |  | No            | 1                  | On Loan: No      |
| WESCO Distribution, Inc.                                                  | WESCO Distribution, Inc.                                                          | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51956.86     | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                                    | TotalEnergies SE                                                                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      3212 | NS      | $249551.38    | 0.03%             | 2026-04-10      | Fixed         | 18.30%                | No            | 2                  | On Loan: No      |
| Triton Container International Ltd.                                       | Triton Container International Ltd.                                               | CUSIP: 89681LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    100000 | PA      | $97914.10     | 0.01%             | 2033-02-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Examworks Bidco, Inc.                                                     | Examworks Bidco, Inc., 1st Lien Term Loan                                         | CUSIP: 28542CAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    180947 | PA      | $180608.57    | 0.02%             | 2033-02-07      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| L3Harris Technologies, Inc.                                               | L3Harris Technologies, Inc.                                                       | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17279.48     | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Air Lease Corp.                                                           | Air Lease Corp.                                                                   | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     33000 | PA      | $30671.75     | 0.00%             | 2030-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| M&T Bank Corp.                                                            | M&T Bank Corp.                                                                    | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188435.77    | 0.02%             | 2036-01-16      | Variable      | 5.38%                 | 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        |    123000 | PA      | $123096.67    | 0.01%             | 2042-08-15      | Floating      | 5.32%                 | No            | 2                  | On Loan: No      |
| Uniti Services LLC                                                        | Uniti Services LLC                                                                | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27030.94     | 0.00%             | 2033-10-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Lamar Media Corp.                                                         | Lamar Media Corp.                                                                 | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $53829.81     | 0.01%             | 2033-11-01      | Fixed         | 5.38%                 | 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        |    100929 | PA      | $86691.13     | 0.01%             | 2030-07-31      | Variable      | 5.17%                 | No            | 2                  | On Loan: No      |
| JFrog Ltd.                                                                | JFrog Ltd.                                                                        | CUSIP: N/A<br>LEI: 2549002N8E00AY49G567       | Long             | EC               | CORP              | IL        |      1257 | NS      | $58991.01     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Elisa OYJ                                                                 | Elisa OYJ                                                                         | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |       483 | NS      | $23527.14     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Genesee & Wyoming, Inc.                                                   | Genesee & Wyoming, Inc.                                                           | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80956.00     | 0.01%             | 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        |   1000000 | PA      | $1000351.40   | 0.12%             | 2043-07-25      | Floating      | 5.23%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                   | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    495000 | PA      | $502630.75    | 0.06%             | 2030-02-13      | Variable      | 5.17%                 | No            | 2                  | On Loan: No      |
| McAfee Corp.                                                              | McAfee Corp.                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |     38000 | PA      | $31395.27     | 0.00%             | 2030-02-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Snap-on, Inc.                                                             | Snap-on, Inc.                                                                     | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       315 | NS      | $114414.30    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                              | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      1005 | NS      | $303992.40    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                 | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    730000 | PA      | $723532.07    | 0.08%             | 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        |     50000 | PA      | $49043.66     | 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        |    182212 | PA      | $181528.27    | 0.02%             | 2030-09-27      | Variable      | 5.95%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                              | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    223000 | PA      | $225761.32    | 0.03%             | 2035-07-22      | Variable      | 5.29%                 | No            | 2                  | On Loan: No      |
| Columbus McKinnon Corp.                                                   | Columbus McKinnon Corp.                                                           | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |     79000 | PA      | $78963.66     | 0.01%             | 2033-02-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Baxter International, Inc.                                                | Baxter International, Inc.                                                        | CUSIP: 071813CB3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5856.56      | 0.00%             | 2031-04-01      | Fixed         | 1.73%                 | No            | 2                  | On Loan: No      |
| Amynta Agency Borrower, Inc.                                              | Amynta Agency Borrower, Inc.                                                      | CUSIP: 03238AAA3<br>LEI: 5493000GP6HBRVTWBO85 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118542.18    | 0.01%             | 2033-07-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| NGL Energy Operating LLC                                                  | NGL Energy Operating LLC, 1st Lien Term Loan                                      | CUSIP: 62922KAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     63000 | PA      | $63000.00     | 0.01%             | 2033-03-11      | Variable      | 7.18%                 | No            | 2                  | On Loan: No      |
| Extra Space Storage LP                                                    | Extra Space Storage LP                                                            | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    671000 | PA      | $685126.65    | 0.08%             | 2028-04-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                    | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38717.45     | 0.00%             | 2036-09-16      | Variable      | 2.48%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    123000 | PA      | $422.18       | 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        |      6030 | NS      | $489057.33    | 0.06%             | 2026-05-20      | Fixed         | 28.48%                | No            | 2                  | On Loan: No      |
| AppLovin Corp.                                                            | AppLovin Corp.                                                                    | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    999000 | PA      | $1004796.49   | 0.12%             | 2029-12-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2020-VIV4, Class A                           | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    790000 | PA      | $731875.51    | 0.09%             | 2044-03-09      | Fixed         | 2.84%                 | No            | 2                  | On Loan: No      |
| DigiCo Infrastructure REIT                                                | DigiCo Infrastructure REIT                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     26314 | NS      | $32371.07     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kroger Co. (The)                                                          | Kroger Co. (The)                                                                  | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      3640 | NS      | $263390.40    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc.                                                                    | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133839.75    | 0.02%             | 2029-02-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                | CUSIP: 3133B6KV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    187811 | PA      | $151912.23    | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                             | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44058.91     | 0.01%             | 2032-01-15      | Fixed         | 2.44%                 | No            | 2                  | On Loan: No      |
| RXO, Inc.                                                                 | RXO, Inc.                                                                         | CUSIP: 74982TAA1<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26866.22     | 0.00%             | 2031-05-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Applied Digital Corp.                                                     | Applied Digital Corp.                                                             | CUSIP: 038169207<br>LEI: 2549004NE2B6RYXINZ02 | Long             | EC               | CORP              | US        |       331 | NS      | $7857.94      | 0.00%             |  |  |  | No            | 1                  | 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        |     55000 | PA      | $54514.49     | 0.01%             | 2036-03-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Allstate Corp. (The)                                                      | Allstate Corp. (The)                                                              | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       750 | NS      | $155505.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                   | QUALCOMM, Inc.                                                                    | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |       448 | NS      | $58579.07     | 0.01%             | 2026-04-21      | Fixed         | 26.06%                | No            | 2                  | On Loan: No      |
| Trinitas CLO XXXVII Ltd.                                                  | Trinitas CLO XXXVII Ltd., Series 2025-37A, Class A1                               | CUSIP: 89643RAA4<br>LEI: 254900WMOQBUJPZCJS73 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999200.00    | 0.12%             | 2039-01-22      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| Merlin Properties Socimi SA                                               | Merlin Properties Socimi SA                                                       | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | EC               | CORP              | ES        |      6643 | NS      | $108230.06    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Digital Realty Trust, Inc.                                                | Digital Realty Trust, Inc.                                                        | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       678 | NS      | $122182.38    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Windstream Services LLC                                                   | Windstream Services LLC                                                           | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    423000 | PA      | $442101.41    | 0.05%             | 2031-10-01      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Primo Brands Corp.                                                        | Primo Brands Corp., 1st Lien Term Loan                                            | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    171157 | PA      | $171215.08    | 0.02%             | 2028-03-31      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| Coloplast A/S                                                             | Coloplast A/S, Class B                                                            | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Long             | EC               | CORP              | DK        |       432 | NS      | $29427.38     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32533.39     | 0.00%             | 2033-05-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Global Payments, Inc.                                                     | Global Payments, Inc.                                                             | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     73000 | PA      | $68850.54     | 0.01%             | 2029-08-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bills                                                               | CUSIP: 912797SL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   4355000 | PA      | $4351505.85   | 0.51%             | 2026-04-09      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Surgery Center Holdings, Inc.                                             | Surgery Center Holdings, Inc.                                                     | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    268000 | PA      | $263222.44    | 0.03%             | 2032-04-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                                         | Johnson & Johnson                                                                 | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      4848 | NS      | $1185045.12   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Montreal                                                          | GE HealthCare Technologies, Inc.                                                  | CUSIP: 06370F477<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       924 | NS      | $65991.45     | 0.01%             | 2026-05-15      | Fixed         | 23.43%                | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | International Business Machines Corp.                                             | CUSIP: 06370F329<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       363 | NS      | $89103.07     | 0.01%             | 2026-04-28      | Fixed         | 26.92%                | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                   | Intel Corp.                                                                       | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      1762 | NS      | $78809.17     | 0.01%             | 2026-05-15      | Fixed         | 34.75%                | No            | 2                  | On Loan: No      |
| Lsf12 Helix Parent LLC                                                    | Lsf12 Helix Parent LLC, 1st Lien Term Loan B                                      | CUSIP: 54913EAB8<br>LEI: 254900H70V4IL22BHL88 | Long             | LON              | CORP              | US        |    239973 | PA      | $236493.28    | 0.03%             | 2033-02-10      | Variable      | 7.17%                 | 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        |    111960 | PA      | $76692.27     | 0.01%             | 2031-04-08      | Variable      | 8.00%                 | No            | 2                  | On Loan: No      |
| Merck & Co., Inc.                                                         | Merck & Co., Inc.                                                                 | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     13755 | NS      | $1654588.95   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Societe Generale SA                                                       | Bank of New York Mellon Corp. (The)                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       558 | NS      | $65863.26     | 0.01%             | 2026-04-28      | Fixed         | 24.85%                | No            | 2                  | On Loan: No      |
| Digicel International Finance Ltd.                                        | Digicel International Finance Ltd.                                                | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $202959.52    | 0.02%             | 2032-08-01      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                          | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    332000 | PA      | $336738.39    | 0.04%             | 2032-08-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    284000 | PA      | $264183.35    | 0.03%             | 2030-02-07      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Mill City Mortgage Loan Trust                                             | Mill City Mortgage Loan Trust, Series 2023-NQM1, Class A1                         | CUSIP: 59980DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97934 | PA      | $97612.05     | 0.01%             | 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        |      6345 | NS      | $143714.25    | 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        |     13358 | NS      | $372955.36    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                               | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    171000 | PA      | $173676.26    | 0.02%             | 2035-01-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Swedish Krona                                                             | Swedish Krona                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |      8295 | OU      | $876.23       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Ireland Group plc                                                 | Bank of Ireland Group plc                                                         | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | EC               | CORP              | IE        |      3415 | NS      | $61959.17     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| M&T Bank Corp.                                                            | M&T Bank Corp.                                                                    | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    533000 | PA      | $538585.58    | 0.06%             | 2031-07-08      | Variable      | 5.18%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F052649<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -396000 | PA      | $-397823.94   | -0.05%            | 2056-04-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Midcontinent Communications                                               | Midcontinent Communications                                                       | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |     68000 | PA      | $63331.78     | 0.01%             | 2032-08-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Textron, Inc.                                                             | Textron, Inc.                                                                     | CUSIP: 883203CF6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136113.57    | 0.02%             | 2036-03-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                    | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81654.00     | 0.01%             | 2029-07-12      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Panther Escrow Issuer LLC                                                 | Panther Escrow Issuer LLC                                                         | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    267000 | PA      | $267896.85    | 0.03%             | 2031-06-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Nutrien Ltd.                                                              | Nutrien Ltd.                                                                      | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $18744.27     | 0.00%             | 2030-05-13      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      6972 | NS      | $664177.97    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Rio Tinto Finance USA plc                                                 | Rio Tinto Finance USA plc                                                         | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $91408.96     | 0.01%             | 2030-03-14      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Indra Sistemas SA                                                         | Indra Sistemas SA                                                                 | CUSIP: N/A<br>LEI: 95980020140005308793       | Long             | EC               | CORP              | ES        |       270 | NS      | $15090.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    581278 | PA      | $579830.51    | 0.07%             | 2052-11-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |     32797 | PA      | $471.52       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Azuria Water Solutions, Inc.                                              | Azuria Water Solutions, Inc., Delayed Draw 1st Lien Term Loan                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27554 | PA      | $27243.65     | 0.00%             | 2033-01-27      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Zscaler, Inc.                                                             | Zscaler, Inc.                                                                     | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |       917 | NS      | $128645.93    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ellington Financial Mortgage Trust                                        | Ellington Financial Mortgage Trust, Series 2025-NQM2, Class A1                    | CUSIP: 281917AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    821432 | PA      | $824636.75    | 0.10%             | 2070-06-25      | Variable      | 5.60%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                            | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM4, Class A1        | CUSIP: 617945AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    631769 | PA      | $634154.69    | 0.07%             | 2070-06-25      | Variable      | 5.59%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series DMSe                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      5407 | NS      | $201035.88    | 0.02%             | 2026-04-14      | Fixed         | 48.98%                | No            | 2                  | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                  | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64367.97     | 0.01%             | 2030-10-15      | Fixed         | 4.73%                 | No            | 2                  | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                          | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    181000 | PA      | $189022.28    | 0.02%             | 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        |      6580 | PA      | $6590.00      | 0.00%             | 2027-08-02      | Variable      | 8.93%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |     49000 | PA      | $341.87       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                 | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    573000 | PA      | $578661.30    | 0.07%             | 2028-03-01      | Variable      | 5.58%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Verizon Communications, Inc.                                                      | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      3262 | NS      | $163597.91    | 0.02%             | 2026-05-05      | Fixed         | 25.40%                | No            | 2                  | On Loan: No      |
| Ventas Realty LP                                                          | Ventas Realty LP                                                                  | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63647.40     | 0.01%             | 2026-10-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                                 | CUSIP: 18060TAE5<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |    257000 | PA      | $259056.00    | 0.03%             | 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        |     35000 | NS      | $2024208.37   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| Cleanspark, Inc.                                                          | Cleanspark, Inc.                                                                  | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |       607 | NS      | $5165.57      | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Commercial Metals Co.                                                     | Commercial Metals Co.                                                             | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    134000 | PA      | $132591.19    | 0.02%             | 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        |     24000 | PA      | $28019.76     | 0.00%             | 2027-11-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE                                                          | CUSIP: 61780B624<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       461 | NS      | $158148.95    | 0.02%             | 2026-05-27      | Fixed         | 36.33%                | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                   | TotalEnergies SE                                                                  | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      3253 | NS      | $257833.89    | 0.03%             | 2026-04-17      | Fixed         | 20.89%                | 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        |     63106 | PA      | $60187.46     | 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        |    292038 | PA      | $289815.59    | 0.03%             | 2031-05-19      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Arista Networks, Inc., Series BSKi                                                | CUSIP: 61780B434<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       396 | NS      | $49623.69     | 0.01%             | 2026-04-21      | Fixed         | 35.91%                | No            | 2                  | On Loan: No      |
| OHA Credit Funding Ltd.                                                   | OHA Credit Funding Ltd., Series 2024-17RA, Class A1                               | CUSIP: 676920AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1995783.60   | 0.23%             | 2039-04-20      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC                                                | AerCap Ireland Capital DAC                                                        | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    250000 | PA      | $247246.21    | 0.03%             | 2026-10-29      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| QXO Building Products, Inc.                                               | QXO Building Products, Inc.                                                       | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    229000 | PA      | $233577.94    | 0.03%             | 2032-04-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | Amazon.com, Inc.                                                                  | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      2506 | NS      | $524540.67    | 0.06%             | 2026-04-15      | Fixed         | 17.42%                | No            | 2                  | On Loan: No      |
| DTE Electric Co.                                                          | DTE Electric Co., Series A                                                        | CUSIP: 250847EB2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     23000 | PA      | $25507.99     | 0.00%             | 2036-06-01      | Fixed         | 6.62%                 | 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        |   2400000 | PA      | $2399626.08   | 0.28%             | 2038-10-15      | Floating      | 4.94%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | WW Grainger, Inc.                                                                 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        44 | NS      | $48299.95     | 0.01%             | 2026-04-22      | Fixed         | 13.01%                | No            | 2                  | On Loan: No      |
| Snap, Inc.                                                                | Snap, Inc.                                                                        | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     58000 | PA      | $54767.67     | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| BE Semiconductor Industries NV                                            | BE Semiconductor Industries NV                                                    | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Long             | EC               | CORP              | NL        |       245 | NS      | $52477.50     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Enbridge, Inc.                                                            | Enbridge, Inc., Series 20-A                                                       | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    335000 | PA      | $334338.78    | 0.04%             | 2080-07-15      | Variable      | 5.75%                 | 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        |    322439 | PA      | $322619.35    | 0.04%             | 2031-10-31      | Variable      | 5.70%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                              | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11843.56     | 0.00%             | 2026-09-15      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| Yamaha Motor Co. Ltd.                                                     | Yamaha Motor Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Long             | EC               | CORP              | JP        |      3100 | NS      | $22395.63     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EastGroup Properties, Inc.                                                | EastGroup Properties, Inc.                                                        | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      2654 | NS      | $491228.86    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                      | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    545000 | PA      | $525206.35    | 0.06%             | 2030-09-26      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Acushnet Co.                                                              | Acushnet Co.                                                                      | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26791.07     | 0.00%             | 2033-12-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                              | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     32000 | PA      | $28171.67     | 0.00%             | 2031-09-15      | Fixed         | 2.30%                 | 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        |     11821 | NS      | $688086.13    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 3622AC3F5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    103332 | PA      | $104261.24    | 0.01%             | 2053-09-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corp.                                                     | Lockheed Martin Corp.                                                             | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22059.11     | 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        |     36000 | PA      | $35488.83     | 0.00%             | 2034-02-02      | Variable      | 4.81%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                       | GS Mortgage-Backed Securities Trust, Series 2025-NQM5, Class A1                   | CUSIP: 36273GAA6<br>LEI: 254900MQ3DUBXKU1DC81 | Long             | ABS-MBS          | CORP              | US        |    479875 | PA      | $477295.42    | 0.06%             | 2065-07-25      | Variable      | 5.01%                 | No            | 2                  | On Loan: No      |
| NGL Energy Operating LLC                                                  | NGL Energy Operating LLC                                                          | CUSIP: 62922LAD0<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |    184000 | PA      | $189620.10    | 0.02%             | 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        |     55000 | PA      | $55832.38     | 0.01%             | 2035-06-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Meritage Homes Corp.                                                      | Meritage Homes Corp.                                                              | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     58000 | PA      | $55854.00     | 0.01%             | 2028-05-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 31418D6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34013 | PA      | $28669.66     | 0.00%             | 2041-11-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Service Corp. International                                               | Service Corp. International                                                       | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79846.10     | 0.01%             | 2032-10-15      | Fixed         | 5.75%                 | 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        |      1594 | NS      | $131974.33    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                             | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297386.71    | 0.03%             | 2027-05-01      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| LifePoint Health, Inc.                                                    | LifePoint Health, Inc.                                                            | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    162000 | PA      | $173003.36    | 0.02%             | 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        |     17000 | PA      | $16400.51     | 0.00%             | 2033-08-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                         | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    240000 | PA      | $245046.24    | 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        |    181000 | PA      | $184770.09    | 0.02%             | 2031-02-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| 720 East CLO VI Ltd.                                                      | 720 East CLO VI Ltd., Series 2024-3A, Class A1                                    | CUSIP: 81800UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000600.00   | 0.12%             | 2038-01-20      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     70000 | PA      | $-992.63      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ares Capital Corp.                                                        | Ares Capital Corp.                                                                | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    183000 | PA      | $183903.09    | 0.02%             | 2029-07-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                                    | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    349000 | PA      | $328926.34    | 0.04%             | 2030-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                                               | Asurion LLC, 1st Lien Term Loan B14                                               | CUSIP: 04649VBF6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     30000 | PA      | $28968.90     | 0.00%             | 2033-02-23      | Variable      | 7.42%                 | 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        |      6914 | PA      | $6774.06      | 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        |    114567 | PA      | $113707.79    | 0.01%             | 2031-01-31      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bills                                                               | CUSIP: 912797SP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2774000 | PA      | $2763895.71   | 0.32%             | 2026-05-07      | None          | 0.00%                 | 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        |    181186 | PA      | $177903.10    | 0.02%             | 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        |    170000 | PA      | $172583.48    | 0.02%             | 2034-04-18      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Leonardo DRS, Inc.                                                        | Leonardo DRS, Inc.                                                                | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |      2116 | NS      | $94204.32     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CQP Holdco LP                                                             | CQP Holdco LP                                                                     | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $243810.65    | 0.03%             | 2031-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| UNITE Group plc (The)                                                     | UNITE Group plc (The)                                                             | CUSIP: N/A<br>LEI: 213800BBUUWVDH9YI827       | Long             | EC               | CORP              | GB        |     16135 | NS      | $97759.06     | 0.01%             |  |  |  | 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        |     32000 | PA      | $33089.50     | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Honeywell Aerospace, Inc.                                                 | Honeywell Aerospace, Inc.                                                         | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34727.11     | 0.00%             | 2036-03-16      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Automatic Data Processing, Inc.                                                   | CUSIP: 60701C836<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |       166 | NS      | $34009.57     | 0.00%             | 2026-04-15      | Fixed         | 23.27%                | No            | 2                  | On Loan: No      |
| UBS AG                                                                    | Suncor Energy, Inc.                                                               | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |       883 | NS      | $235014.67    | 0.03%             | 2026-04-10      | Fixed         | 18.16%                | No            | 2                  | On Loan: No      |
| Atmos Energy Corp.                                                        | Atmos Energy Corp.                                                                | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      1304 | NS      | $240874.88    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Regions Financial Corp.                                                   | Regions Financial Corp.                                                           | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      5628 | NS      | $147003.36    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Range Resources Corp.                                                     | Range Resources Corp.                                                             | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |      1302 | NS      | $58824.36     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                           | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    426000 | PA      | $433804.81    | 0.05%             | 2033-06-30      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Vistra Corp.                                                              | Vistra Corp.                                                                      | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    320000 | PA      | $323392.00    | 0.04%             | 2026-10-15      | Variable      | 8.00%                 | No            | 2                  | On Loan: No      |
| Bausch + Lomb Corp.                                                       | Bausch + Lomb Corp., 1st Lien Term Loan                                           | CUSIP: C0787FAL6<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    292090 | PA      | $292455.52    | 0.03%             | 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        |    400000 | PA      | $404686.80    | 0.05%             | 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        |     82000 | PA      | $79667.25     | 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        |      1313 | NS      | $139453.73    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| NYC Commercial Mortgage Trust                                             | NYC Commercial Mortgage Trust, Series 2026-1PARK, Class A                         | CUSIP: 62979QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $995937.50    | 0.12%             | 2043-02-15      | Floating      | 4.93%                 | No            | 2                  | On Loan: No      |
| Uniti Group LP                                                            | Uniti Group LP, Series Feb                                                        | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $88608.26     | 0.01%             | 2032-06-15      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                        | General Motors Financial Co., Inc.                                                | CUSIP: 37045XFN1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54176.83     | 0.01%             | 2036-01-08      | Fixed         | 5.45%                 | 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        |    142672 | PA      | $142289.93    | 0.02%             | 2032-04-09      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| Builders FirstSource, Inc.                                                | Builders FirstSource, Inc.                                                        | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     78000 | PA      | $77002.92     | 0.01%             | 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        |    110000 | PA      | $109603.57    | 0.01%             | 2035-03-01      | Fixed         | 5.05%                 | 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        |     14500 | NS      | $241437.14    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                                            | Southern California Edison Co., Series B                                          | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    293000 | PA      | $288355.14    | 0.03%             | 2028-03-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     30000 | PA      | $-412.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association, Series 2020-151, Class MI               | CUSIP: 38382J3Q7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2284656 | PA      | $332348.89    | 0.04%             | 2050-10-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Mill City Mortgage Loan Trust                                             | Mill City Mortgage Loan Trust, Series 2023-NQM2, Class A1                         | CUSIP: 59981CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141647 | PA      | $141130.25    | 0.02%             | 2067-12-25      | Variable      | 6.24%                 | 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        |    236143 | PA      | $233190.94    | 0.03%             | 2030-12-02      | Variable      | 5.45%                 | No            | 2                  | On Loan: No      |
| Filtration Group Corp.                                                    | Filtration Group Corp., 1st Lien Term Loan                                        | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |    322440 | PA      | $322304.90    | 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        |     32000 | PA      | $32399.68     | 0.00%             | 2030-12-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc., 1st Lien Term Loan N                                             | CUSIP: 89364MCG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    102000 | PA      | $102019.38    | 0.01%             | 2033-02-14      | Variable      | 6.16%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Packaging Corp. of America                                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       494 | NS      | $106117.07    | 0.01%             | 2026-04-29      | Fixed         | 24.01%                | No            | 2                  | On Loan: No      |
| Glencore Funding LLC                                                      | Glencore Funding LLC                                                              | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    340000 | PA      | $347980.60    | 0.04%             | 2034-04-04      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Arista Networks, Inc.                                                     | Arista Networks, Inc.                                                             | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       755 | NS      | $92698.90     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                              | Jones Deslauriers Insurance Management, Inc.                                      | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |     94000 | PA      | $95544.23     | 0.01%             | 2030-03-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc.                                                                    | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    338000 | PA      | $335696.02    | 0.04%             | 2030-11-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Honda Motor Co. Ltd.                                                      | Honda Motor Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |     55300 | NS      | $447574.62    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Williams Cos., Inc. (The)                                                 | Williams Cos., Inc. (The)                                                         | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99243.04     | 0.01%             | 2027-06-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Mitsubishi Estate Co. Ltd.                                                | Mitsubishi Estate Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 353800KOFMRGOXSJ5Z65       | Long             | EC               | CORP              | JP        |      3800 | NS      | $105474.55    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     10000 | PA      | $-189.14      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2025-3, Class A                    | CUSIP: 92262RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    436541 | PA      | $437818.42    | 0.05%             | 2055-06-25      | Variable      | 5.87%                 | No            | 2                  | On Loan: No      |
| Ageas SA                                                                  | Ageas SA                                                                          | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |       508 | NS      | $37395.39     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Reworld Holding Corp.                                                     | Reworld Holding Corp.                                                             | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     86000 | PA      | $80621.64     | 0.01%             | 2029-12-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                  | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    749000 | PA      | $682679.50    | 0.08%             | 2031-02-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners LP                                               | Cheniere Energy Partners LP                                                       | CUSIP: 16411QAW1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21385.32     | 0.00%             | 2035-10-30      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                          | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    355000 | PA      | $359647.33    | 0.04%             | 2029-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Synopsys, Inc.                                                            | Synopsys, Inc.                                                                    | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    475000 | PA      | $478493.56    | 0.06%             | 2030-04-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| MKS Instruments, Inc.                                                     | MKS Instruments, Inc., 1st Lien Term Loan B                                       | CUSIP: 55314NBB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    176000 | PA      | $176054.56    | 0.02%             | 2033-02-04      | Variable      | 5.41%                 | 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        |     80768 | PA      | $80731.69     | 0.01%             | 2031-10-31      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | Bank of Montreal                                                                  | CUSIP: 06370D639<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      3478 | NS      | $208589.11    | 0.02%             | 2026-04-01      | Fixed         | 18.00%                | No            | 2                  | On Loan: No      |
| Archrock Partners LP                                                      | Archrock Partners LP                                                              | CUSIP: 03959KAD2<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |    169000 | PA      | $172321.70    | 0.02%             | 2032-09-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Prologis LP                                                               | Prologis LP                                                                       | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73167.32     | 0.01%             | 2034-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                          | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $261101.10    | 0.03%             | 2026-06-27      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| WhiteWater Matterhorn Holdings LLC                                        | WhiteWater Matterhorn Holdings LLC, 1st Lien Term Loan B1                         | CUSIP: 96618PAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    145885 | PA      | $144973.22    | 0.02%             | 2032-06-16      | Variable      | 5.44%                 | No            | 2                  | On Loan: No      |
| Baker Hughes Holdings LLC                                                 | Baker Hughes Holdings LLC                                                         | CUSIP: 05724BAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $45396.88     | 0.01%             | 2031-06-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Mexican Peso                                                              | Mexican Peso                                                                      | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | MX        |        -0 | OU      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Montreal                                                          | Applied Materials, Inc.                                                           | CUSIP: 06370F428<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       328 | NS      | $113917.67    | 0.01%             | 2026-05-13      | Fixed         | 31.76%                | No            | 2                  | On Loan: No      |
| Thales SA                                                                 | Thales SA                                                                         | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |       727 | NS      | $213189.25    | 0.02%             |  |  |  | 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        |     13982 | NS      | $212420.62    | 0.02%             | 2026-04-17      | Fixed         | 27.39%                | No            | 2                  | On Loan: No      |
| Amcor Flexibles North America, Inc.                                       | Amcor Flexibles North America, Inc.                                               | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278149.16    | 0.03%             | 2035-03-17      | Fixed         | 5.50%                 | 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        |    288308 | PA      | $287442.92    | 0.03%             | 2031-09-30      | Variable      | 5.45%                 | No            | 2                  | On Loan: No      |
| Coherent Corp.                                                            | Coherent Corp., 1st Lien Term Loan B3                                             | CUSIP: 45173JAT1<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |    160619 | PA      | $160551.38    | 0.02%             | 2029-07-02      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | MSCI, Inc., Series DMSg                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       176 | NS      | $95445.76     | 0.01%             | 2026-04-14      | Fixed         | 17.75%                | No            | 2                  | On Loan: No      |
| Simon Property Group, Inc.                                                | Simon Property Group, Inc.                                                        | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      1024 | NS      | $191006.72    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Freeport-McMoRan, Inc.                                                    | Freeport-McMoRan, Inc.                                                            | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    303000 | PA      | $300508.70    | 0.03%             | 2028-03-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| AppLovin Corp.                                                            | AppLovin Corp.                                                                    | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    495000 | PA      | $490901.87    | 0.06%             | 2034-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Chariot Buyer LLC                                                         | Chariot Buyer LLC, 1st Lien Term Loan                                             | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    288893 | PA      | $285899.81    | 0.03%             | 2032-09-08      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| FS                                                                        | FS, Series 2026-ORL, Class E                                                      | CUSIP: 30343YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499182.65    | 0.06%             | 2041-02-15      | Floating      | 6.92%                 | No            | 2                  | On Loan: No      |
| BFLD Commercial Mortgage Trust                                            | BFLD Commercial Mortgage Trust, Series 2025-660F, Class A                         | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1644000 | PA      | $1641949.27   | 0.19%             | 2042-11-15      | Floating      | 5.17%                 | 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        |     32000 | PA      | $31924.70     | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Essex Property Trust, Inc., Series DMUd                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       615 | NS      | $150676.30    | 0.02%             | 2026-04-22      | Fixed         | 22.32%                | No            | 2                  | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10-Year Note                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1092 | NC      | $-859329.88   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Steel Dynamics, Inc.                                                      | Steel Dynamics, Inc.                                                              | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       537 | NS      | $96660.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                   | KLA Corp.                                                                         | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |        50 | NS      | $74319.07     | 0.01%             | 2026-04-21      | Fixed         | 29.54%                | No            | 2                  | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                      | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    252000 | PA      | $252415.87    | 0.03%             | 2029-07-03      | Variable      | 4.63%                 | 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        |    324649 | PA      | $311542.50    | 0.04%             | 2029-10-19      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| Golub Capital Partners CLO 79B Ltd.                                       | Golub Capital Partners CLO 79B Ltd., Series 2025-79A, Class B                     | CUSIP: 38181JAC3<br>LEI: 254900KYMBF5APUCPC56 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999655.70    | 0.12%             | 2038-04-20      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | Iberdrola SA                                                                      | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     11188 | NS      | $252664.36    | 0.03%             | 2026-04-17      | Fixed         | 13.89%                | No            | 2                  | On Loan: No      |
| Raymond James Financial, Inc.                                             | Raymond James Financial, Inc.                                                     | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       372 | NS      | $53861.88     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| FNB Corp.                                                                 | FNB Corp.                                                                         | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    280000 | PA      | $281738.88    | 0.03%             | 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        |    115710 | PA      | $115445.02    | 0.01%             | 2032-08-09      | Variable      | 8.92%                 | No            | 2                  | On Loan: No      |
| Severn Trent plc                                                          | Severn Trent plc                                                                  | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |       922 | NS      | $37814.56     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LYB International Finance III LLC                                         | LYB International Finance III LLC                                                 | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    375000 | PA      | $376239.17    | 0.04%             | 2036-01-15      | Fixed         | 5.88%                 | 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        |     98500 | PA      | $98992.50     | 0.01%             | 2031-06-12      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| Univision Communications, Inc.                                            | Univision Communications, Inc.                                                    | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    271000 | PA      | $272322.48    | 0.03%             | 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        |    280000 | PA      | $272754.40    | 0.03%             | 2037-01-29      | Variable      | 5.14%                 | 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        |     47907 | PA      | $47966.64     | 0.01%             | 2028-08-23      | Variable      | 7.93%                 | No            | 2                  | On Loan: No      |
| Amcor Flexibles North America, Inc.                                       | Amcor Flexibles North America, Inc.                                               | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    613000 | PA      | $616702.45    | 0.07%             | 2028-03-17      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Vinci SA                                                                  | Vinci SA                                                                          | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |      1720 | NS      | $258170.73    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| RR Donnelley & Sons Co.                                                   | RR Donnelley & Sons Co.                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    133000 | PA      | $134623.13    | 0.02%             | 2029-08-01      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                    | CUSIP: 11135FCZ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    360000 | PA      | $356906.71    | 0.04%             | 2031-01-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Herc Holdings, Inc.                                                       | Herc Holdings, Inc., 1st Lien Term Loan B                                         | CUSIP: 42705FAF3<br>LEI: 549300TP80QLITMSBP82 | Long             | LON              | CORP              | US        |     50872 | PA      | $50893.87     | 0.01%             | 2032-06-02      | Variable      | 5.43%                 | No            | 2                  | On Loan: No      |
| Johnson Controls International plc                                        | Johnson Controls International plc                                                | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |       431 | NS      | $56439.45     | 0.01%             |  |  |  | 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        |    134266 | PA      | $133997.64    | 0.02%             | 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        |    215300 | PA      | $215356.37    | 0.03%             | 2029-12-20      | Variable      | 5.45%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                                       | Realty Income Corp.                                                               | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     96000 | PA      | $90269.21     | 0.01%             | 2031-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| NiSource, Inc.                                                            | NiSource, Inc.                                                                    | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    106000 | PA      | $107851.70    | 0.01%             | 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        |       792 | NS      | $65553.45     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| nVent Electric plc                                                        | nVent Electric plc                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       115 | NS      | $13602.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MLTI Trust                                                                | MLTI Trust, Series 2026-SF75, Class A                                             | CUSIP: 55318JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $995000.00    | 0.12%             | 2031-03-15      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | Broadcom, Inc.                                                                    | CUSIP: 06370F436<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      1858 | NS      | $584093.63    | 0.07%             | 2026-05-13      | Fixed         | 26.74%                | 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        |    250000 | PA      | $248027.13    | 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        |      3035 | NS      | $661053.35    | 0.08%             |  |  |  | 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        |    175000 | PA      | $175043.75    | 0.02%             | 2032-09-13      | Variable      | 6.67%                 | 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        |    500000 | PA      | $494687.50    | 0.06%             | 2036-10-15      | Floating      | 4.94%                 | No            | 2                  | On Loan: No      |
| Fiserv, Inc.                                                              | Fiserv, Inc.                                                                      | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77703.78     | 0.01%             | 2034-08-12      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc., 1st Lien Term Loan L                                             | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    149112 | PA      | $149064.78    | 0.02%             | 2032-01-19      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                                               | Asurion LLC, 1st Lien Term Loan B13                                               | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    218933 | PA      | $216150.23    | 0.03%             | 2030-09-19      | Variable      | 7.92%                 | 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        |    500000 | PA      | $498125.95    | 0.06%             | 2042-11-15      | Floating      | 5.72%                 | 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        |    200000 | PA      | $171767.82    | 0.02%             | 2031-01-31      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CommonSpirit Health                                                       | CommonSpirit Health                                                               | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     69000 | PA      | $66001.61     | 0.01%             | 2029-10-01      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     91000 | PA      | $100202.17    | 0.01%             | 2033-12-15      | Fixed         | 6.70%                 | 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        |    265479 | PA      | $263893.94    | 0.03%             | 2068-03-25      | Variable      | 4.40%                 | No            | 2                  | On Loan: No      |
| NEXTDC Ltd.                                                               | NEXTDC Ltd.                                                                       | CUSIP: N/A<br>LEI: 529900RTERU3X7G3D672       | Long             | EC               | CORP              | AU        |     14455 | NS      | $115567.40    | 0.01%             |  |  |  | No            | 2                  | On Loan: —       |
| General Motors Co.                                                        | General Motors Co.                                                                | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    245000 | PA      | $248489.97    | 0.03%             | 2028-04-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140W34F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    678129 | PA      | $604201.24    | 0.07%             | 2052-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp., Series FIX                                                 | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1002000 | PA      | $1021090.04   | 0.12%             | 2031-01-24      | Variable      | 5.16%                 | No            | 2                  | On Loan: No      |
| AltaGas Ltd.                                                              | AltaGas Ltd.                                                                      | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |     26000 | PA      | $26363.40     | 0.00%             | 2054-10-15      | Variable      | 7.20%                 | No            | 2                  | On Loan: No      |
| Scientific Games Holdings LP                                              | Scientific Games Holdings LP                                                      | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51616.33     | 0.01%             | 2030-03-01      | Fixed         | 6.62%                 | 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        |    630000 | PA      | $628821.78    | 0.07%             | 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        |    206000 | PA      | $208845.27    | 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        |    540000 | PA      | $537965.94    | 0.06%             | 2031-08-04      | Variable      | 4.95%                 | No            | 2                  | On Loan: No      |
| Progressive Corp. (The)                                                   | Progressive Corp. (The)                                                           | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      6420 | NS      | $1272700.80   | 0.15%             |  |  |  | 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        |    275000 | PA      | $269718.87    | 0.03%             | 2034-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Hewlett Packard Enterprise Co.                                            | Hewlett Packard Enterprise Co.                                                    | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     94000 | PA      | $93532.88     | 0.01%             | 2029-10-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| BradyPlus Holdings LLC                                                    | BradyPlus Holdings LLC, 1st Lien Term Loan                                        | CUSIP: 10480UAD3<br>LEI: 254900LMURL5G873DV35 | Long             | LON              | CORP              | US        |    179000 | PA      | $175980.27    | 0.02%             | 2032-12-29      | Variable      | 7.19%                 | No            | 2                  | On Loan: No      |
| Invincible Investment Corp.                                               | Invincible Investment Corp.                                                       | CUSIP: N/A<br>LEI: 353800JY6M2692VAV685       | Long             | EC               | CORP              | JP        |       180 | NS      | $67724.99     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                      | Anheuser-Busch InBev Worldwide, Inc.                                              | CUSIP: 035240AF7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     57000 | PA      | $60787.39     | 0.01%             | 2035-06-15      | Fixed         | 5.88%                 | 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        |    167974 | PA      | $164894.72    | 0.02%             | 2031-05-26      | Variable      | 6.18%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                             | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57528.16     | 0.01%             | 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        |       188 | NS      | $46983.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ballyrock CLO 27 Ltd.                                                     | Ballyrock CLO 27 Ltd., Series 2024-27A, Class A1A                                 | CUSIP: 05874UAA3<br>LEI: 254900WCB773D35B5908 | Long             | ABS-CBDO         | CORP              | KY        |   1800000 | PA      | $1800342.54   | 0.21%             | 2037-10-25      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| CCC Intelligent Solutions, Inc.                                           | CCC Intelligent Solutions, Inc., 1st Lien Term Loan                               | CUSIP: 12511BAC6<br>LEI: 5493006JEEL9RIWY5T17 | Long             | LON              | CORP              | US        |    217894 | PA      | $215987.22    | 0.03%             | 2032-01-23      | Variable      | 5.67%                 | 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        |   2500000 | PA      | $2500719.25   | 0.29%             | 2038-01-20      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| Osaic Holdings, Inc.                                                      | Osaic Holdings, Inc., 1st Lien Term Loan B1                                       | CUSIP: 68773JAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    223000 | PA      | $218624.74    | 0.03%             | 2032-07-30      | Variable      | 6.20%                 | No            | 2                  | On Loan: No      |
| Koninklijke KPN NV                                                        | Koninklijke KPN NV                                                                | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |    192983 | NS      | $1075615.29   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                  | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    240000 | PA      | $236266.22    | 0.03%             | 2028-01-07      | Variable      | 2.55%                 | No            | 2                  | On Loan: No      |
| Dell International LLC                                                    | Dell International LLC                                                            | CUSIP: 24703DBT7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    165000 | PA      | $162655.46    | 0.02%             | 2032-10-06      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                        | Altria Group, Inc.                                                                | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    704000 | PA      | $617753.35    | 0.07%             | 2032-02-04      | Fixed         | 2.45%                 | 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        |     92029 | PA      | $90171.77     | 0.01%             | 2031-11-19      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                | Pacific Gas & Electric Co.                                                        | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2474000 | PA      | $2217211.37   | 0.26%             | 2031-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Crocs, Inc.                                                               | Crocs, Inc.                                                                       | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     31000 | PA      | $27894.83     | 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        |       269 | NS      | $50860.62     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                       | CUSIP: 031162DV9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1415329.01   | 0.16%             | 2031-02-19      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                   | Autoliv, Inc.                                                                     | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |       656 | NS      | $273747.33    | 0.03%             | 2026-04-17      | Fixed         | 11.48%                | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58441 | PA      | $50308.55     | 0.01%             | 2051-08-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GE Vernova, Inc.                                                          | GE Vernova, Inc.                                                                  | CUSIP: 36828AAB7<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |    262000 | PA      | $259671.32    | 0.03%             | 2036-02-04      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| PECO Energy Co.                                                           | PECO Energy Co.                                                                   | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85547.38     | 0.01%             | 2033-06-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| PG&E Corp.                                                                | PG&E Corp.                                                                        | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     88000 | PA      | $86837.70     | 0.01%             | 2030-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| AXA SA                                                                    | AXA SA                                                                            | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |      5945 | NS      | $273182.04    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Whatabrands LLC                                                           | Whatabrands LLC, 1st Lien Term Loan B                                             | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |    137341 | PA      | $137022.20    | 0.02%             | 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        |    161000 | PA      | $164658.79    | 0.02%             | 2034-02-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                                       | Realty Income Corp.                                                               | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70019.34     | 0.01%             | 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        |    142561 | PA      | $142382.70    | 0.02%             | 2030-02-11      | Variable      | 5.43%                 | No            | 3                  | On Loan: No      |
| McCormick & Co., Inc.                                                     | McCormick & Co., Inc. (Non-Voting)                                                | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      1817 | NS      | $91649.48     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| US Foods, Inc.                                                            | US Foods, Inc., 1st Lien Term Loan B                                              | CUSIP: 90351HAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     87778 | PA      | $88386.96     | 0.01%             | 2031-10-03      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F032641<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    882000 | PA      | $808480.03    | 0.09%             | 2056-04-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series T                                                         | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     86000 | PA      | $86048.33     | 0.01%             | 2026-08-15      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| Targa Resources Corp.                                                     | Targa Resources Corp.                                                             | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    107000 | PA      | $107951.63    | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    117800 | PA      | $60.86        | 0.00%             |  |  |  | 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        |    154000 | PA      | $150206.84    | 0.02%             | 2029-10-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Tega MC Australia Holdings PtyLtd.                                        | Tega MC Australia Holdings PtyLtd. Term Loan First Lien                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | AU        |     54000 | PA      | $53595.00     | 0.01%             | 2033-03-24      | Variable      | 6.97%                 | No            | 3                  | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6029.06      | 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        |    963000 | PA      | $924518.37    | 0.11%             | 2030-04-01      | Fixed         | 3.40%                 | 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        |    535000 | PA      | $529998.93    | 0.06%             | 2039-10-13      | Variable      | 4.70%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                               | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174828.23    | 0.02%             | 2029-07-29      | Variable      | 5.02%                 | No            | 2                  | On Loan: No      |
| SLG Office Trust                                                          | SLG Office Trust, Series 2026-OMA, Class A                                        | CUSIP: 78451FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1002938.00   | 0.12%             | 2041-04-15      | Variable      | 4.97%                 | No            | 2                  | On Loan: No      |
| CenterPoint Energy Resources Corp.                                        | CenterPoint Energy Resources Corp.                                                | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18313.14     | 0.00%             | 2028-03-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Aviation Capital Group LLC                                                | Aviation Capital Group LLC                                                        | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1088000 | PA      | $1075434.41   | 0.12%             | 2030-10-24      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                    | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    540000 | PA      | $542686.37    | 0.06%             | 2030-07-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| UDR, Inc.                                                                 | UDR, Inc.                                                                         | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      5305 | NS      | $179202.90    | 0.02%             |  |  |  | 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        |    120755 | PA      | $120805.61    | 0.01%             | 2028-06-30      | Variable      | 8.17%                 | No            | 2                  | On Loan: No      |
| Proofpoint, Inc.                                                          | Proofpoint, Inc., 1st Lien Term Loan                                              | CUSIP: 74345HAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    454721 | PA      | $439564.76    | 0.05%             | 2028-08-31      | Variable      | 6.70%                 | No            | 2                  | On Loan: No      |
| Fidelity National Information Services, Inc.                              | Fidelity National Information Services, Inc.                                      | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    134000 | PA      | $133524.30    | 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        |     21000 | PA      | $22036.95     | 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        |    609000 | PA      | $611641.89    | 0.07%             | 2031-01-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| TICP CLO VI Ltd.                                                          | TICP CLO VI Ltd., Series 2016-6A, Class BR2                                       | CUSIP: 87246MAU6<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000923.20   | 0.12%             | 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        |      1500 | NS      | $372676.43    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Sinclair Television Group, Inc.                                           | Sinclair Television Group, Inc.                                                   | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    138000 | PA      | $140285.97    | 0.02%             | 2033-02-15      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Truist Bank                                                               | Truist Bank                                                                       | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    290000 | PA      | $287239.55    | 0.03%             | 2029-10-23      | Variable      | 4.14%                 | No            | 2                  | On Loan: No      |
| NCL Corp. Ltd.                                                            | NCL Corp. Ltd.                                                                    | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     94000 | PA      | $91211.81     | 0.01%             | 2033-09-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                              | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    568000 | PA      | $524892.80    | 0.06%             | 2031-04-22      | Variable      | 2.52%                 | No            | 2                  | On Loan: No      |
| Rivers Enterprise Borrower LLC                                            | Rivers Enterprise Borrower LLC                                                    | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $31919.24     | 0.00%             | 2030-10-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Ares Capital Corp.                                                        | Ares Capital Corp.                                                                | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    294000 | PA      | $290071.96    | 0.03%             | 2032-03-08      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Trane Technologies plc                                                    | Trane Technologies plc                                                            | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       205 | NS      | $85431.70     | 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        |   1000000 | PA      | $1000786.80   | 0.12%             | 2035-08-15      | Floating      | 5.27%                 | No            | 2                  | On Loan: No      |
| RTX Corp.                                                                 | RTX Corp.                                                                         | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    131000 | PA      | $135899.79    | 0.02%             | 2029-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140W2MU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1050411 | PA      | $858915.48    | 0.10%             | 2051-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Telecom Italia Capital SA                                                 | Telecom Italia Capital SA                                                         | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     62000 | PA      | $69048.59     | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                                                  | Angel Oak Mortgage Trust, Series 2023-5, Class A1                                 | CUSIP: 03465RAA0<br>LEI: 25490044I2782VP4HJ09 | Long             | ABS-MBS          | CORP              | US        |    924917 | PA      | $919935.95    | 0.11%             | 2067-09-25      | Variable      | 4.80%                 | No            | 2                  | On Loan: No      |
| Williams Cos., Inc. (The)                                                 | Williams Cos., Inc. (The)                                                         | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     15688 | NS      | $1141772.64   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| American Water Works Co., Inc.                                            | American Water Works Co., Inc.                                                    | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      1053 | NS      | $143302.77    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Montreal                                                          | Corning, Inc.                                                                     | CUSIP: 06370F295<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       316 | NS      | $42849.21     | 0.00%             | 2026-04-29      | Fixed         | 20.74%                | No            | 2                  | On Loan: No      |
| Novelis Corp.                                                             | Novelis Corp.                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    285000 | PA      | $268612.50    | 0.03%             | 2030-01-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Rheinmetall AG                                                            | Rheinmetall AG                                                                    | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |       131 | NS      | $220969.00    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | Costco Wholesale Corp.                                                            | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       559 | NS      | $558349.65    | 0.06%             | 2026-05-08      | Fixed         | 13.57%                | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                          | Amazon.com, Inc.                                                                  | CUSIP: 023135DE3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    290000 | PA      | $287208.87    | 0.03%             | 2033-03-13      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Azorra Finance Ltd.                                                       | Azorra Finance Ltd.                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    115000 | PA      | $116114.35    | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| CommonSpirit Health                                                       | CommonSpirit Health                                                               | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    161000 | PA      | $148009.52    | 0.02%             | 2030-10-01      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                           | Intercontinental Exchange, Inc.                                                   | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     22000 | PA      | $18532.58     | 0.00%             | 2032-09-15      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust              | AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust                      | CUSIP: 046912AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    588415 | PA      | $582510.28    | 0.07%             | 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        |    482910 | PA      | $461322.37    | 0.05%             | 2067-02-25      | Variable      | 5.13%                 | No            | 2                  | On Loan: No      |
| L3Harris Technologies, Inc.                                               | L3Harris Technologies, Inc.                                                       | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    118000 | PA      | $115749.01    | 0.01%             | 2035-04-27      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140W14M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    415837 | PA      | $424128.54    | 0.05%             | 2055-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140W3LE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    564820 | PA      | $524407.64    | 0.06%             | 2049-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Herc Holdings, Inc.                                                       | Herc Holdings, Inc.                                                               | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    231000 | PA      | $236715.40    | 0.03%             | 2033-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Arizona Public Service Co.                                                | Arizona Public Service Co.                                                        | CUSIP: 040555CW2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    157000 | PA      | $153592.05    | 0.02%             | 2027-09-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                              | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40488.00     | 0.00%             | 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        |     34000 | PA      | $33258.58     | 0.00%             | 2036-01-31      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| USA Compression Partners LP                                               | USA Compression Partners LP                                                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    194000 | PA      | $198496.18    | 0.02%             | 2029-03-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Salesforce, Inc.                                                          | Salesforce, Inc.                                                                  | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33941.94     | 0.00%             | 2033-03-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corp.                                                     | Lockheed Martin Corp., Series B                                                   | CUSIP: 539830AR0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     23000 | PA      | $25179.12     | 0.00%             | 2036-09-01      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| Ohio Power Co.                                                            | Ohio Power Co., Series F                                                          | CUSIP: 199575AV3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9357.57      | 0.00%             | 2035-10-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| UNITED SITE SERVICES                                                      | UNITED SITE SERVICES                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4200 | NS      | $30450.00     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Bank of Montreal                                                          | Oracle Corp.                                                                      | CUSIP: 06370F246<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       655 | NS      | $98791.92     | 0.01%             | 2026-05-12      | Fixed         | 44.28%                | No            | 2                  | On Loan: No      |
| RealPage, Inc.                                                            | RealPage, Inc., 1st Lien Term Loan                                                | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    297605 | PA      | $284617.26    | 0.03%             | 2028-04-24      | Variable      | 6.96%                 | No            | 2                  | 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        |    255360 | PA      | $255314.04    | 0.03%             | 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        |      9422 | NS      | $107413.02    | 0.01%             |  |  |  | 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        |   1000000 | PA      | $1000414.80   | 0.12%             | 2037-07-18      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       130 | NS      | $57512.81     | 0.01%             | 2026-05-27      | Fixed         | 15.82%                | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | Intuit, Inc.                                                                      | CUSIP: 06370F212<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       105 | NS      | $45904.58     | 0.01%             | 2026-04-28      | Fixed         | 18.75%                | 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        |    600000 | PA      | $597937.50    | 0.07%             | 2039-06-15      | Floating      | 5.56%                 | No            | 2                  | On Loan: No      |
| Expedia Group, Inc.                                                       | Expedia Group, Inc.                                                               | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $34526.68     | 0.00%             | 2028-02-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     20000 | PA      | $50.86        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                              | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    455000 | PA      | $461459.58    | 0.05%             | 2030-07-22      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                    | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133431.27    | 0.02%             | 2030-10-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Orbcomm, Inc.                                                             | Orbcomm, Inc., 1st Lien Term Loan                                                 | CUSIP: 68558RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85176 | PA      | $78404.39     | 0.01%             | 2028-09-01      | Variable      | 8.10%                 | No            | 2                  | On Loan: No      |
| Fertitta Entertainment LLC                                                | Fertitta Entertainment LLC                                                        | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    109000 | PA      | $104174.26    | 0.01%             | 2029-01-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Banco Bilbao Vizcaya Argentaria SA, Series 122C                                   | CUSIP: 61780B400<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      6316 | NS      | $137427.64    | 0.02%             | 2026-04-08      | Fixed         | 22.16%                | No            | 2                  | On Loan: No      |
| America Movil SAB de CV                                                   | America Movil SAB de CV                                                           | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    262000 | PA      | $254836.92    | 0.03%             | 2029-04-22      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| GLP Capital LP                                                            | GLP Capital LP                                                                    | CUSIP: 361841AP4<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    232000 | PA      | $222685.39    | 0.03%             | 2030-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Lehman Brothers Holdings, Inc.                                            | Lehman Brothers Holdings, Inc., Capital Trust VII                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |     15000 | PA      | $0.00         | 0.00%             | 2049-11-29      | Fixed         | 5.88%                 | No            | 3                  | On Loan: No      |
| Celestial-Saturn Parent, Inc.                                             | Celestial-Saturn Parent, Inc., 2nd Lien Term Loan                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    115000 | PA      | $106878.70    | 0.01%             | 2029-06-04      | Variable      | 10.29%                | No            | 2                  | On Loan: No      |
| LondonMetric Property plc                                                 | LondonMetric Property plc                                                         | CUSIP: N/A<br>LEI: 213800OCERWWPQDURL87       | Long             | EC               | CORP              | GB        |     94293 | NS      | $227773.64    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 31418EU73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    931493 | PA      | $901558.02    | 0.10%             | 2053-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Hitachi Ltd.                                                              | Hitachi Ltd.                                                                      | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |     29200 | NS      | $856596.33    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| UWM Holdings LLC                                                          | UWM Holdings LLC                                                                  | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $26408.81     | 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        |    397000 | PA      | $383763.04    | 0.04%             | 2030-05-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                              | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     81000 | PA      | $82372.90     | 0.01%             | 2029-02-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Enel SpA                                                                  | Enel SpA                                                                          | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |     27497 | NS      | $300620.02    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| GATX Corp.                                                                | GATX Corp.                                                                        | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50366.37     | 0.01%             | 2027-03-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                          | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71409.33     | 0.01%             | 2035-06-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                     | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     37000 | PA      | $32065.11     | 0.00%             | 2031-02-15      | Fixed         | 1.50%                 | 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        |     94471 | PA      | $93880.72     | 0.01%             | 2031-04-23      | Variable      | 7.47%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                                    | LVMH Moet Hennessy Louis Vuitton SE                                               | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |       423 | NS      | $227558.69    | 0.03%             | 2026-04-10      | Fixed         | 18.52%                | 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        |    770000 | PA      | $769759.38    | 0.09%             | 2039-12-15      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                                       | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    806000 | PA      | $831159.29    | 0.10%             | 2031-02-15      | Fixed         | 7.88%                 | 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        |     74000 | PA      | $72577.14     | 0.01%             | 2030-09-30      | Variable      | 5.70%                 | No            | 2                  | On Loan: No      |
| Eiffage SA                                                                | Eiffage SA                                                                        | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |       232 | NS      | $35581.28     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                | CUSIP: 3132D9K86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22293 | PA      | $19399.15     | 0.00%             | 2042-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Packaging Corp. of America, Series Dmtj                                           | CUSIP: 61780B459<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       499 | NS      | $107087.31    | 0.01%             | 2026-04-22      | Fixed         | 24.49%                | 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        |    110000 | PA      | $8800.00      | 0.00%             | 2029-11-01      | Variable      | 10.77%                | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc., 1st Lien Term Loan J                                             | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    438534 | PA      | $438485.36    | 0.05%             | 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        |    182878 | PA      | $182649.45    | 0.02%             | 2030-05-31      | Variable      | 6.17%                 | No            | 3                  | On Loan: No      |
| Merck & Co., Inc.                                                         | Merck & Co., Inc.                                                                 | CUSIP: 58933YBW4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178692.22    | 0.02%             | 2029-03-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Progressive Corp. (The)                                                   | Progressive Corp. (The)                                                           | CUSIP: 743315BC6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    680000 | PA      | $681552.94    | 0.08%             | 2031-03-26      | Fixed         | 4.60%                 | 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        |      6149 | NS      | $225019.56    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| AP Grange Holdings LLC                                                    | AP Grange Holdings LLC                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |    203000 | PA      | $213150.00    | 0.02%             | 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        |      4814 | NS      | $995046.60    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Regency Centers Corp.                                                     | Regency Centers Corp.                                                             | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      3156 | NS      | $238782.96    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                  | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163428.80    | 0.02%             | 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        |    142000 | PA      | $140427.15    | 0.02%             | 2029-07-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                   | Safran SA                                                                         | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |       624 | NS      | $203076.74    | 0.02%             | 2026-04-17      | Fixed         | 15.73%                | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Home Depot, Inc. (The)                                                            | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      1665 | NS      | $556776.35    | 0.06%             | 2026-05-05      | Fixed         | 17.59%                | No            | 2                  | On Loan: No      |
| Public Service Electric & Gas Co.                                         | Public Service Electric & Gas Co.                                                 | CUSIP: 74456QBY1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     99000 | PA      | $96053.40     | 0.01%             | 2029-05-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Albertsons Cos., Inc.                                                     | Albertsons Cos., Inc.                                                             | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    273000 | PA      | $268772.90    | 0.03%             | 2032-03-31      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Imperial Brands plc                                                       | Imperial Brands plc                                                               | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |      2566 | NS      | $104045.69    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                  | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    225000 | PA      | $216734.67    | 0.03%             | 2027-12-02      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Uber Technologies, Inc.                                                           | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       824 | NS      | $59751.75     | 0.01%             | 2026-04-29      | Fixed         | 20.86%                | No            | 2                  | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society                                                       | CUSIP: 63861VAM9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $250225.58    | 0.03%             | 2029-07-14      | Variable      | 4.65%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences, Inc.                                                     | Gilead Sciences, Inc.                                                             | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     94000 | PA      | $95747.83     | 0.01%             | 2029-11-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Reckitt Benckiser Group plc                                               | Reckitt Benckiser Group plc                                                       | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |      2118 | NS      | $142415.05    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| South Bow Corp.                                                           | South Bow Corp.                                                                   | CUSIP: 83671M105<br>LEI: 2549000XS5TAFA3YF943 | Long             | EC               | CORP              | CA        |      1713 | NS      | $57077.16     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Gray Television, Inc.                                                     | Gray Television, Inc., 1st Lien Term Loan B                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       700 | PA      | $698.78       | 0.00%             | 2029-05-23      | Variable      | 8.92%                 | No            | 2                  | On Loan: No      |
| Canadian National Railway Co.                                             | Canadian National Railway Co.                                                     | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      1787 | NS      | $183928.30    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                   | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    325000 | PA      | $322270.29    | 0.04%             | 2028-07-25      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Vale Overseas Ltd.                                                        | Vale Overseas Ltd.                                                                | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    188000 | PA      | $195576.40    | 0.02%             | 2033-06-12      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| American Homes 4 Rent LP                                                  | American Homes 4 Rent LP                                                          | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115040.43    | 0.01%             | 2034-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Sprint Capital Corp.                                                      | Sprint Capital Corp.                                                              | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    378000 | PA      | $399662.73    | 0.05%             | 2028-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                      | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    217000 | PA      | $219105.01    | 0.03%             | 2035-03-15      | Variable      | 7.62%                 | No            | 2                  | On Loan: No      |
| Qualys, Inc.                                                              | Qualys, Inc.                                                                      | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |       418 | NS      | $36721.30     | 0.00%             |  |  |  | No            | 1                  | 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        |     79711 | PA      | $79466.40     | 0.01%             | 2032-04-30      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | Suncor Energy, Inc.                                                               | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       953 | NS      | $255152.04    | 0.03%             | 2026-04-24      | Fixed         | 18.69%                | No            | 2                  | On Loan: No      |
| CarVal CLO IV Ltd.                                                        | CarVal CLO IV Ltd., Series 2021-1A, Class A1R                                     | CUSIP: 14687EAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1499977.95   | 0.17%             | 2038-03-31      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| Vertiv Holdings Co.                                                       | Vertiv Holdings Co., Class A                                                      | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       489 | NS      | $122533.62    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    138000 | PA      | $-157.83      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                  | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $151254.59    | 0.02%             | 2028-02-08      | Variable      | 5.71%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | MSCI, Inc., Series MU0V                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       341 | NS      | $185600.54    | 0.02%             | 2026-04-28      | Fixed         | 18.58%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       814 | NS      | $121489.07    | 0.01%             | 2026-05-19      | Fixed         | 29.93%                | No            | 2                  | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                 | XPLR Infrastructure Operating Partners LP                                         | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82620.16     | 0.01%             | 2034-04-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Silver Point CLO 8 Ltd.                                                   | Silver Point CLO 8 Ltd., Series 2025-8A, Class B                                  | CUSIP: 827918AE3<br>LEI: 254900U97WKD6RJ07L38 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $997791.90    | 0.12%             | 2038-04-15      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                               | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    111000 | PA      | $113373.33    | 0.01%             | 2033-02-02      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Crown Finance US, Inc.                                                    | Crown Finance US, Inc., 1st Lien Term Loan                                        | CUSIP: 22834KAV3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    148540 | PA      | $146845.56    | 0.02%             | 2031-12-02      | Variable      | 8.17%                 | 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        |   1000000 | PA      | $1000366.30   | 0.12%             | 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        |    250000 | PA      | $244455.22    | 0.03%             | 2034-01-15      | Variable      | 4.92%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    133000 | PA      | $136357.59    | 0.02%             | 2030-05-01      | Variable      | 6.62%                 | 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        |     98496 | PA      | $98003.99     | 0.01%             | 2030-10-24      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| General Dynamics Corp.                                                    | General Dynamics Corp.                                                            | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       199 | NS      | $68300.78     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     20000 | PA      | $50.88        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Wand NewCo 3, Inc.                                                        | Wand NewCo 3, Inc., 1st Lien Term Loan                                            | CUSIP: 93369PAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    342932 | PA      | $339718.95    | 0.04%             | 2031-01-30      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Vizient, Inc.                                                             | Vizient, Inc., 1st Lien Term Loan B8                                              | CUSIP: 92855LAR7<br>LEI: 5493007V6T3HZ7777P70 | Long             | LON              | CORP              | US        |     80204 | PA      | $80078.97     | 0.01%             | 2031-08-01      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Seagate Technology Holdings plc, Series Dmsb                                      | CUSIP: 61780B269<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       122 | NS      | $44211.89     | 0.01%             | 2026-04-01      | Fixed         | 38.96%                | 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        |    195000 | PA      | $200597.99    | 0.02%             | 2035-01-22      | Variable      | 5.68%                 | No            | 2                  | On Loan: No      |
| Reynolds American, Inc.                                                   | Reynolds American, Inc.                                                           | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118204.72    | 0.01%             | 2035-08-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                          | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    209000 | PA      | $208173.65    | 0.02%             | 2029-09-30      | Variable      | 9.00%                 | No            | 2                  | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                  | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     74000 | PA      | $74589.94     | 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        |       403 | NS      | $23075.19     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CVR Energy, Inc.                                                          | CVR Energy, Inc.                                                                  | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31231.48     | 0.00%             | 2031-02-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                | CUSIP: 31427QR46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    208044 | PA      | $206630.15    | 0.02%             | 2055-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| KeyBank NA                                                                | Keybank National Association                                                      | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    543000 | PA      | $554418.67    | 0.06%             | 2027-11-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Deere & Co.                                                               | Deere & Co.                                                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       894 | NS      | $503590.20    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| FirstEnergy Corp.                                                         | FirstEnergy Corp.                                                                 | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    407000 | PA      | $376797.84    | 0.04%             | 2030-03-01      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Ventas Realty LP                                                          | Ventas Realty LP                                                                  | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70121.97     | 0.01%             | 2030-11-15      | Fixed         | 4.75%                 | No            | 2                  | 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        |    715000 | PA      | $715000.00    | 0.08%             | 2042-10-15      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| Organon & Co.                                                             | Organon & Co., 1st Lien Term Loan                                                 | CUSIP: 68621XAG8<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |     64683 | PA      | $61480.78     | 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        |       115 | NS      | $133280.40    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Capital One Financial Corp.                                               | Capital One Financial Corp.                                                       | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    502000 | PA      | $492896.12    | 0.06%             | 2031-09-11      | Variable      | 4.49%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Capital One Financial Corp.                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      2027 | NS      | $370252.33    | 0.04%             | 2026-04-03      | Fixed         | 19.79%                | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      3530 | NS      | $183709.98    | 0.02%             | 2026-05-27      | Fixed         | 24.46%                | No            | 2                  | On Loan: No      |
| AvalonBay Communities, Inc.                                               | AvalonBay Communities, Inc.                                                       | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     92000 | PA      | $92858.23     | 0.01%             | 2033-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Phoenix Aviation Capital Ltd.                                             | Phoenix Aviation Capital Ltd.                                                     | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |    205000 | PA      | $206289.45    | 0.02%             | 2030-07-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| OHA Credit Funding 4 Ltd.                                                 | OHA Credit Funding 4 Ltd., Series 2019-4A, Class AR2                              | CUSIP: 67098DBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1999957.20   | 0.23%             | 2038-01-22      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| ENEL Finance International NV                                             | Enel Finance International NV                                                     | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    836000 | PA      | $821078.98    | 0.10%             | 2030-09-30      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                             | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30589.63     | 0.00%             | 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        |    228000 | PA      | $241451.54    | 0.03%             | 2033-03-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140W1KX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    543287 | PA      | $555556.00    | 0.06%             | 2054-07-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Tesco plc                                                                 | Tesco plc                                                                         | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |     21724 | NS      | $136536.02    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Analog Devices, Inc.                                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       205 | NS      | $65230.51     | 0.01%             | 2026-05-05      | Fixed         | 19.50%                | No            | 2                  | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP, 1st Lien Term Loan                                             | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    283575 | PA      | $282582.49    | 0.03%             | 2032-01-28      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                                                 | OAK-Eagle Acquireco, Inc. Term Loan First Lien                                    | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |    360000 | PA      | $357750.00    | 0.04%             | 2033-03-23      | Variable      | 6.97%                 | No            | 2                  | On Loan: No      |
| Wilsonart LLC                                                             | Wilsonart LLC                                                                     | CUSIP: 97246JAA6<br>LEI: 549300SAZRUMYKDJBY14 | Long             | DBT              | CORP              | US        |     55000 | PA      | $39868.50     | 0.00%             | 2032-08-15      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | Cencora, Inc.                                                                     | CUSIP: 06370F360<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      1362 | NS      | $432048.93    | 0.05%             | 2026-05-13      | Fixed         | 16.26%                | 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        |     29616 | PA      | $29319.94     | 0.00%             | 2029-12-19      | Variable      | 8.17%                 | No            | 2                  | On Loan: No      |
| KeyBank NA                                                                | Keybank National Association                                                      | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487795.72    | 0.06%             | 2029-04-13      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Toyota Motor Credit Corp.                                                 | Toyota Motor Credit Corp.                                                         | CUSIP: 89236THX6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     53000 | PA      | $46403.10     | 0.01%             | 2031-01-10      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I                                                  | Morgan Stanley Capital I Trust, Series 2017-HR2, Class B                          | CUSIP: 61691NAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    990000 | PA      | $960469.29    | 0.11%             | 2050-12-15      | Variable      | 4.06%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc.                                                       | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     34000 | PA      | $32704.43     | 0.00%             | 2029-10-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc.                                                                    | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    640000 | PA      | $637258.52    | 0.07%             | 2036-02-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                      | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    201000 | PA      | $199897.38    | 0.02%             | 2029-11-11      | Variable      | 4.48%                 | No            | 2                  | On Loan: No      |
| Freeport-McMoRan, Inc.                                                    | Freeport-McMoRan, Inc.                                                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      1199 | NS      | $70477.22     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Montreal                                                          | Bank of Montreal                                                                  | CUSIP: 06370F675<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       531 | NS      | $113517.94    | 0.01%             | 2026-05-27      | Fixed         | 33.39%                | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                        | General Motors Financial Co., Inc.                                                | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    242000 | PA      | $243072.35    | 0.03%             | 2027-04-09      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Citizens Financial Group, Inc.                                            | Citizens Financial Group, Inc.                                                    | CUSIP: 174610BK0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21801.94     | 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        |      1479 | NS      | $142753.08    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                | CUSIP: 3142GT2V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1226393 | PA      | $1238872.80   | 0.14%             | 2055-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| EMRLD Borrower LP                                                         | EMRLD Borrower LP                                                                 | CUSIP: 26873CAB8<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102845.60    | 0.01%             | 2031-07-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| WR Grace Holdings LLC                                                     | WR Grace Holdings LLC                                                             | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    285000 | PA      | $262120.04    | 0.03%             | 2029-08-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Sempra                                                                    | Sempra                                                                            | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    316000 | PA      | $319402.37    | 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        |       150 | NS      | $80851.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Aspire Mortgage Trust                                                     | Aspire Mortgage Trust, Series 2026-1, Class A1                                    | CUSIP: 04539FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $993073.80    | 0.12%             | 2066-01-25      | Variable      | 4.85%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                                       | Kinder Morgan, Inc.                                                               | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    255000 | PA      | $260190.38    | 0.03%             | 2029-08-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Golub Capital Partners CLO Ltd.                                           | Golub Capital Partners CLO Ltd., Series 2017-19RA, Class C1R3                     | CUSIP: 38181YAG1<br>LEI: 2549003VC5PGFRGCQU51 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500042.75   | 0.17%             | 2036-10-20      | Floating      | 5.69%                 | No            | 2                  | On Loan: No      |
| Sherwin-Williams Co. (The)                                                | Sherwin-Williams Co. (The)                                                        | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       544 | NS      | $174379.20    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                  | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    227000 | PA      | $205245.91    | 0.02%             | 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        |    112520 | PA      | $104643.60    | 0.01%             | 2031-05-01      | Variable      | 7.62%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                     | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49279.05     | 0.01%             | 2028-05-01      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                         | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    157000 | PA      | $157944.04    | 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        |      6714 | NS      | $50861.47     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     90000 | PA      | $427.04       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ballyrock CLO 14 Ltd.                                                     | Ballyrock CLO 14 Ltd., Series 2020-14A, Class A1AR                                | CUSIP: 05874XAL3<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500423.00   | 0.17%             | 2037-07-20      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| Fiserv, Inc.                                                              | Fiserv, Inc.                                                                      | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76617.34     | 0.01%             | 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        |     93516 | PA      | $93458.01     | 0.01%             | 2031-09-26      | Variable      | 6.18%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                   | MSCI, Inc., Series DM7O                                                           | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |       177 | NS      | $96268.58     | 0.01%             | 2026-04-21      | Fixed         | 18.96%                | No            | 2                  | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                              | Scotts Miracle-Gro Co. (The)                                                      | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     82000 | PA      | $76585.02     | 0.01%             | 2032-02-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | Universal Health Services, Inc.                                                   | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      1182 | NS      | $213488.33    | 0.02%             | 2026-04-15      | Fixed         | 20.75%                | No            | 2                  | On Loan: No      |
| PRPM Trust                                                                | PRPM Trust, Series 2026-NQM1, Class A1LC                                          | CUSIP: 74391DAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $987864.40    | 0.11%             | 2071-02-25      | Variable      | 5.22%                 | No            | 2                  | On Loan: No      |
| Nutrien Ltd.                                                              | Nutrien Ltd.                                                                      | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     19000 | PA      | $19183.11     | 0.00%             | 2027-06-21      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| New Mountain CLO 8 Ltd.                                                   | New Mountain CLO 8 Ltd., Series CLO-8A, Class A1                                  | CUSIP: 64755GAA5<br>LEI: 254900PW0IZ6YH8P9I85 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999637.90    | 0.12%             | 2038-10-20      | Floating      | 5.13%                 | No            | 2                  | On Loan: No      |
| Microchip Technology, Inc.                                                | Microchip Technology, Inc.                                                        | CUSIP: 595017BM5<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10730.50     | 0.00%             | 2030-02-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| DCP Midstream Operating LP                                                | DCP Midstream Operating LP                                                        | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    865000 | PA      | $876239.33    | 0.10%             | 2027-07-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Capital One Financial Corp.                                                       | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      2600 | NS      | $472124.27    | 0.05%             | 2026-04-29      | Fixed         | 25.66%                | No            | 2                  | On Loan: No      |
| Swiss Franc                                                               | Swiss Franc                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |       576 | OU      | $719.86       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F042640<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1391000 | PA      | $1342322.89   | 0.16%             | 2056-04-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ON Semiconductor Corp.                                                    | ON Semiconductor Corp.                                                            | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32257.50     | 0.00%             | 2029-03-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Southern Power Co.                                                        | Southern Power Co., Series A                                                      | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    275000 | PA      | $271450.40    | 0.03%             | 2030-10-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Orkla ASA                                                                 | Orkla ASA                                                                         | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |      2412 | NS      | $30354.14     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Uber Technologies, Inc., Series BSKh                                              | CUSIP: 61780B418<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       857 | NS      | $62405.14     | 0.01%             | 2026-04-21      | Fixed         | 26.41%                | No            | 2                  | On Loan: No      |
| Pinnacle West Capital Corp.                                               | Pinnacle West Capital Corp.                                                       | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    355000 | PA      | $360220.09    | 0.04%             | 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        |       141 | NS      | $41262.24     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ares Capital Corp.                                                        | Ares Capital Corp.                                                                | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33393.69     | 0.00%             | 2030-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE, Series EmUJ                                             | CUSIP: 61780B616<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       346 | NS      | $455685.65    | 0.05%             | 2026-05-20      | Fixed         | 34.06%                | No            | 2                  | On Loan: No      |
| Cousins Properties, Inc.                                                  | Cousins Properties, Inc.                                                          | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |     10760 | NS      | $242853.20    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253168.58    | 0.03%             | 2028-03-20      | Fixed         | 5.92%                 | No            | 2                  | On Loan: No      |
| Singapore Telecommunications Ltd.                                         | Singapore Telecommunications Ltd.                                                 | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |     25500 | NS      | $97977.76     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Axon Enterprise, Inc.                                                     | Axon Enterprise, Inc.                                                             | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |        53 | NS      | $22508.57     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 36179W2W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    867033 | PA      | $802971.70    | 0.09%             | 2052-04-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE, Series 122D                                             | CUSIP: 61780B368<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      3148 | NS      | $484081.18    | 0.06%             | 2026-04-08      | Fixed         | 31.37%                | No            | 2                  | On Loan: No      |
| Centurion Accommodation REIT                                              | Centurion Accommodation REIT                                                      | CUSIP: N/A<br>LEI: 254900NE2W0T2HDOXF24       | Long             | EC               | CORP              | SG        |     15900 | NS      | $13676.26     | 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        |   1249000 | PA      | $1250519.55   | 0.15%             | 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        |    326000 | PA      | $335625.71    | 0.04%             | 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        |    100000 | PA      | $100534.00    | 0.01%             | 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        |    894000 | PA      | $883250.25    | 0.10%             | 2029-03-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                      | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $400432.96    | 0.05%             | 2027-05-09      | Variable      | 5.83%                 | 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        |   1000000 | PA      | $1000292.00   | 0.12%             | 2037-04-22      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73676.49     | 0.01%             | 2027-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Carvana Co.                                                               | Carvana Co.                                                                       | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    365000 | PA      | $394675.96    | 0.05%             | 2031-06-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Fidelity National Information Services, Inc.                              | Fidelity National Information Services, Inc.                                      | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    135000 | PA      | $127763.29    | 0.01%             | 2028-03-01      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F050643<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -1140000 | PA      | $-1124184.37  | -0.13%            | 2056-04-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| DOC DR LLC                                                                | DOC DR LLC                                                                        | CUSIP: 71951QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    329000 | PA      | $328682.30    | 0.04%             | 2027-03-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| OHA Credit Funding 22 Ltd.                                                | OHA Credit Funding 22 Ltd., Series 2025-22A, Class A1                             | CUSIP: 67121HAA3<br>LEI: 2549003SYMVHPGWUV286 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500180.75   | 0.17%             | 2038-07-20      | Floating      | 5.00%                 | No            | 2                  | On Loan: No      |
| Zayo Group Holdings, Inc.                                                 | Zayo Group Holdings, Inc.                                                         | CUSIP: 98919VAD7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     32500 | PA      | $30354.35     | 0.00%             | 2030-09-09      | Variable      | 13.75%                | No            | 2                  | On Loan: No      |
| Trestles CLO IV Ltd.                                                      | Trestles CLO IV Ltd., Series 2021-4A, Class AR1                                   | CUSIP: 89532WAN9<br>LEI: 254900EO5I6CR0IOWS98 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1499598.30   | 0.17%             | 2038-10-30      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| Terex Corp.                                                               | Terex Corp.                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53345.47     | 0.01%             | 2032-10-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                      | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    221000 | PA      | $214816.16    | 0.02%             | 2029-03-23      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Williams-Sonoma, Inc.                                                     | Williams-Sonoma, Inc.                                                             | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       371 | NS      | $67644.43     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F030645<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -409000 | PA      | $-359175.40   | -0.04%            | 2056-04-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Hanwha Aerospace Co. Ltd.                                                 | Hanwha Aerospace Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 9884001NSUA8FQKQWR25       | Long             | EC               | CORP              | KR        |        98 | NS      | $83565.26     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HILT Commercial Mortgage Trust                                            | HILT Commercial Mortgage Trust, Series 2024-ORL, Class A                          | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770000 | PA      | $769518.75    | 0.09%             | 2037-05-15      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| HEICO Corp.                                                               | HEICO Corp.                                                                       | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       332 | NS      | $91034.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NiSource, Inc.                                                            | NiSource, Inc.                                                                    | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46043.48     | 0.01%             | 2033-06-30      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    286000 | PA      | $298139.06    | 0.03%             | 2034-01-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                          | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    480000 | PA      | $457575.30    | 0.05%             | 2029-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                   | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    708000 | PA      | $712588.92    | 0.08%             | 2031-05-07      | Variable      | 4.95%                 | No            | 2                  | On Loan: No      |
| Herschend Entertainment Co. LLC                                           | Herschend Entertainment Co. LLC, 1st Lien Term Loan                               | CUSIP: 42778EAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    172775 | PA      | $172811.08    | 0.02%             | 2032-05-27      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Ingenovis Health, Inc.                                                    | Ingenovis Health, Inc., 1st Lien Term Loan                                        | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     63990 | PA      | $17490.29     | 0.00%             | 2028-03-06      | Variable      | 8.18%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    247209 | PA      | $208854.91    | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140W4B22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    563249 | PA      | $526184.96    | 0.06%             | 2050-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Mars, Inc.                                                                | Mars, Inc.                                                                        | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    748000 | PA      | $755871.99    | 0.09%             | 2030-03-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| INCORA TOP HOLDCO LLC                                                     | INCORA TOP HOLDCO LLC                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1311 | NS      | $7407.15      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc.                                                       | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    189000 | PA      | $186799.68    | 0.02%             | 2032-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Aon Corp.                                                                 | Aon Corp.                                                                         | CUSIP: 03740LAG7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    109000 | PA      | $111629.69    | 0.01%             | 2033-02-28      | Fixed         | 5.35%                 | 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        |     55000 | PA      | $54251.06     | 0.01%             | 2026-11-10      | Variable      | 4.12%                 | No            | 2                  | On Loan: No      |
| Moog, Inc.                                                                | Moog, Inc.                                                                        | CUSIP: 615394AP8<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19059.69     | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| EyeCare Partners LLC                                                      | EyeCare Partners LLC, 1st Lien Term Loan C                                        | CUSIP: 30233PAR1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7183 | PA      | $1203.09      | 0.00%             | 2028-11-30      | Variable      | 10.48%                | No            | 3                  | On Loan: No      |
| L3Harris Technologies, Inc.                                               | L3Harris Technologies, Inc.                                                       | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80049.58     | 0.01%             | 2028-06-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1450000 | PA      | $2484.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Vertiv Holdings Co.                                                       | Vertiv Holdings Co.                                                               | CUSIP: 92537NAA6<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |    385000 | PA      | $374361.46    | 0.04%             | 2036-03-15      | Fixed         | 4.85%                 | 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        |     82472 | PA      | $79559.63     | 0.01%             | 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        |     39000 | PA      | $38821.10     | 0.00%             | 2026-06-01      | Variable      | 3.65%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    220000 | PA      | $559.64       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chemours Co. (The)                                                        | Chemours Co. (The)                                                                | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    229000 | PA      | $214745.94    | 0.02%             | 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        |    153000 | PA      | $149583.84    | 0.02%             | 2037-01-21      | Variable      | 5.07%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    470000 | PA      | $117.36       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                                         | BAT Capital Corp.                                                                 | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     69000 | PA      | $72929.29     | 0.01%             | 2034-02-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corp.                                                     | Lockheed Martin Corp.                                                             | CUSIP: 539830BC2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     28000 | PA      | $25532.76     | 0.00%             | 2035-03-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Sutter Health                                                             | Sutter Health, Series 2018                                                        | CUSIP: 86944BAD5<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    127000 | PA      | $125214.76    | 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        |    243000 | PA      | $240472.65    | 0.03%             | 2033-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Stripe, Inc.                                                              | Stripe, Inc.                                                                      | CUSIP: N/A<br>LEI: 549300CLHGIPTCYHQ143       | Long             | DBT              | CORP              | US        |    500000 | PA      | $493750.00    | 0.06%             | 2030-09-26      | Fixed         | 5.04%                 | Yes           | 3                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30717.13     | 0.00%             | 2032-01-27      | Variable      | 1.99%                 | No            | 2                  | On Loan: No      |
| Qnity Electronics, Inc.                                                   | Qnity Electronics, Inc.                                                           | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91002.33     | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| CompoSecure Holdings LLC                                                  | CompoSecure Holdings LLC                                                          | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $107464.50    | 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        |     82000 | PA      | $81438.01     | 0.01%             | 2031-09-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Rexnord LLC                                                               | Rexnord LLC, 1st Lien Term Loan B                                                 | CUSIP: 76168JAS5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     75329 | PA      | $75611.34     | 0.01%             | 2028-10-04      | Variable      | 5.78%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                                            | Southern California Edison Co.                                                    | CUSIP: 842400JA2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    171000 | PA      | $171425.96    | 0.02%             | 2027-02-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Yen                                                                       | Yen                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |    745766 | OU      | $4699.07      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Atmos Energy Corp.                                                        | Atmos Energy Corp.                                                                | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     47000 | PA      | $50180.52     | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Eversource Energy                                                         | Eversource Energy                                                                 | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      3781 | NS      | $261947.68    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140XHHN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    994000 | PA      | $915062.71    | 0.11%             | 2037-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                      | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    225000 | PA      | $220695.75    | 0.03%             | 2034-08-10      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| Intertek Group plc                                                        | Intertek Group plc                                                                | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               | CORP              | GB        |       538 | NS      | $26178.52     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       117 | NS      | $101562.37    | 0.01%             | 2026-05-27      | Fixed         | 30.24%                | No            | 2                  | On Loan: No      |
| Nasdaq, Inc.                                                              | Nasdaq, Inc.                                                                      | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      1077 | NS      | $91426.53     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ryder System, Inc.                                                        | Ryder System, Inc.                                                                | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    134000 | PA      | $146792.51    | 0.02%             | 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        |    353078 | PA      | $352459.97    | 0.04%             | 2030-05-31      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| IQVIA, Inc.                                                               | IQVIA, Inc.                                                                       | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    132000 | PA      | $134044.81    | 0.02%             | 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        |    162053 | PA      | $150952.12    | 0.02%             | 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        |    250000 | PA      | $257505.38    | 0.03%             | 2034-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Bayer US Finance LLC                                                      | Bayer US Finance LLC                                                              | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    220000 | PA      | $228503.35    | 0.03%             | 2029-01-21      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Arista Networks, Inc.                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       406 | NS      | $50825.14     | 0.01%             | 2026-05-05      | Fixed         | 30.27%                | 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        |    421047 | PA      | $412865.73    | 0.05%             | 2031-12-15      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                | CUSIP: 3133C6MB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    393038 | PA      | $396031.40    | 0.05%             | 2053-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Hyperion Refinance SARL                                                   | Hyperion Refinance SARL, 1st Lien Term Loan                                       | CUSIP: G4712JBB7<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | LU        |    149017 | PA      | $144122.89    | 0.02%             | 2031-02-17      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding 2018-II Ltd., Series 2018-2A, Class A1R                              | CUSIP: 17180WAJ4<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000870.40   | 0.23%             | 2037-10-20      | Floating      | 5.04%                 | No            | 2                  | On Loan: No      |
| Prologis LP                                                               | Prologis LP                                                                       | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42495.03     | 0.00%             | 2028-06-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                   | Pfizer Investment Enterprises Pte. Ltd.                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    213000 | PA      | $212188.48    | 0.02%             | 2033-05-19      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CNX Midstream Partners LP                                                 | CNX Midstream Partners LP                                                         | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $26620.76     | 0.00%             | 2030-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC                                                 | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    369000 | PA      | $357018.27    | 0.04%             | 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        |     74000 | PA      | $68614.82     | 0.01%             | 2032-11-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                             | Salesforce, Inc.                                                                  | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |       376 | NS      | $71365.81     | 0.01%             | 2026-05-05      | Fixed         | 22.62%                | 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        |     69212 | PA      | $68086.98     | 0.01%             | 2031-05-01      | Variable      | 5.67%                 | 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        |    120000 | PA      | $118675.20    | 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        |      1733 | NS      | $133579.64    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| PPL Capital Funding, Inc.                                                 | PPL Capital Funding, Inc.                                                         | CUSIP: 69352PAQ6<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    119000 | PA      | $116592.66    | 0.01%             | 2030-04-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Darden Restaurants, Inc.                                                  | Darden Restaurants, Inc.                                                          | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       894 | NS      | $175259.76    | 0.02%             |  |  |  | No            | 1                  | 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        |     53000 | PA      | $53132.50     | 0.01%             | 2032-10-01      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Installed Building Products, Inc.                                         | Installed Building Products, Inc.                                                 | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37080.25     | 0.00%             | 2034-02-01      | Fixed         | 5.62%                 | 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        |     83968 | PA      | $83985.99     | 0.01%             | 2031-11-17      | Variable      | 6.56%                 | No            | 2                  | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                 | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    278000 | PA      | $286543.77    | 0.03%             | 2032-02-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| GE Vernova, Inc.                                                          | GE Vernova, Inc.                                                                  | CUSIP: 36828AAA9<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |    515000 | PA      | $509149.41    | 0.06%             | 2031-02-04      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Polaris Newco LLC                                                         | Polaris Newco LLC, 1st Lien Term Loan                                             | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    156231 | PA      | $137092.31    | 0.02%             | 2028-06-02      | Variable      | 7.93%                 | 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        |    210916 | PA      | $210820.87    | 0.02%             | 2031-10-31      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| NVIDIA Corp.                                                              | NVIDIA Corp.                                                                      | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    329000 | PA      | $312337.00    | 0.04%             | 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        |    318000 | PA      | $313528.96    | 0.04%             | 2031-11-04      | Variable      | 4.42%                 | No            | 2                  | On Loan: No      |
| Howard Hughes Corp. (The)                                                 | Howard Hughes Corp. (The)                                                         | CUSIP: 44267DAG2<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    121000 | PA      | $116436.58    | 0.01%             | 2032-03-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                                       | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     84000 | PA      | $85819.19     | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | 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        |    177268 | PA      | $177045.92    | 0.02%             | 2032-10-21      | Variable      | 5.67%                 | 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        |    218291 | PA      | $190094.13    | 0.02%             | 2028-07-03      | Variable      | 7.72%                 | 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        |    148157 | PA      | $148120.01    | 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        |    216841 | PA      | $212992.12    | 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        |    105072 | PA      | $105053.06    | 0.01%             | 2032-12-01      | Variable      | 6.20%                 | No            | 2                  | On Loan: No      |
| Team Health Holdings, Inc.                                                | Team Health Holdings, Inc., 1st Lien Term Loan                                    | CUSIP: 87817JAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79401 | PA      | $79003.94     | 0.01%             | 2028-06-30      | Variable      | 7.66%                 | No            | 2                  | On Loan: No      |
| Kajima Corp.                                                              | Kajima Corp.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1500 | NS      | $57223.00     | 0.01%             |  |  |  | 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        |    180720 | PA      | $178630.59    | 0.02%             | 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        |    340000 | PA      | $328538.84    | 0.04%             | 2033-12-15      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                              | CUSIP: 025816EP0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1469622.60   | 0.17%             | 2032-02-10      | Variable      | 4.46%                 | 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        |     31318 | PA      | $31326.00     | 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        |    243714 | PA      | $243713.59    | 0.03%             | 2031-05-30      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Honeywell Aerospace, Inc.                                                 | Honeywell Aerospace, Inc.                                                         | CUSIP: 43849RAC9<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62411.73     | 0.01%             | 2029-03-16      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AZZ, Inc.                                                                 | AZZ, Inc., 1st Lien Term Loan                                                     | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |     15888 | PA      | $15904.35     | 0.00%             | 2029-05-14      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Apple, Inc.                                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      2982 | NS      | $752074.85    | 0.09%             | 2026-05-12      | Fixed         | 14.25%                | No            | 2                  | On Loan: No      |
| Staples, Inc.                                                             | Staples, Inc.                                                                     | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22195.66     | 0.00%             | 2029-09-01      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| AmWINS Group, Inc.                                                        | AmWINS Group, Inc.                                                                | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     79000 | PA      | $75679.10     | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Ohio Power Co.                                                            | Ohio Power Co., Series P                                                          | CUSIP: 677415CS8<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16687.86     | 0.00%             | 2030-04-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    788000 | PA      | $811719.24    | 0.09%             | 2028-05-12      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| Rollins, Inc.                                                             | Rollins, Inc.                                                                     | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      1332 | NS      | $71142.12     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Aretec Group, Inc.                                                        | Aretec Group, Inc., 1st Lien Term Loan B4                                         | CUSIP: 04009DAJ3<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |     74771 | PA      | $73758.13     | 0.01%             | 2030-08-09      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| Univision Communications, Inc.                                            | Univision Communications, Inc.                                                    | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     73000 | PA      | $75234.91     | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| Belron Finance 2019 LLC                                                   | Belron Finance 2019 LLC, 1st Lien Term Loan B                                     | CUSIP: 08078UAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    433201 | PA      | $432767.63    | 0.05%             | 2031-10-16      | Variable      | 5.66%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                | Pacific Gas & Electric Co.                                                        | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1053000 | PA      | $1038727.66   | 0.12%             | 2030-07-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| BlackRock Liquidity Funds                                                 | BlackRock Liquidity Funds, T-Fund, Institutional Class                            | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |  58186033 | NS      | $58186032.91  | 6.76%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      9370 | NS      | $2900108.70   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Canadian Dollar                                                           | Canadian Dollar                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |      9829 | OU      | $7065.49      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| iShares J.P. Morgan EM Local Currency Bond ETF                            | iShares J.P. Morgan EM Local Currency Bond ETF                                    | CUSIP: 464286517<br>LEI: 549300ZZ765YKMMG3526 | Long             |  | RF                | US        |    203731 | NS      | $8312224.80   | 0.97%             |  |  |  | No            | 1                  | On Loan: No      |
| Datadog, Inc.                                                             | Datadog, Inc., Class A                                                            | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       979 | NS      | $115570.95    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    129000 | PA      | $131021.17    | 0.02%             | 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        |       700 | NS      | $11456.24     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     70000 | PA      | $-1055.53     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Dynatrace, Inc.                                                           | Dynatrace, Inc.                                                                   | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |      2088 | NS      | $77214.24     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank plc                                                         | QUALCOMM, Inc.                                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       429 | NS      | $55762.72     | 0.01%             | 2026-04-29      | Fixed         | 15.56%                | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | Cardinal Health, Inc.                                                             | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       786 | NS      | $166899.08    | 0.02%             | 2026-04-21      | Fixed         | 17.03%                | 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        |     58284 | PA      | $58181.77     | 0.01%             | 2029-11-16      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201103.00    | 0.02%             | 2027-03-05      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                               | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    406000 | PA      | $406269.44    | 0.05%             | 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        |     11000 | PA      | $10846.64     | 0.00%             | 2033-03-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Howden UK Refinance plc                                                   | Howden UK Refinance plc                                                           | CUSIP: 44287GAA4<br>LEI: 87550008DPN8BDG67910 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201684.20    | 0.02%             | 2031-02-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| DSM-Firmenich AG                                                          | DSM-Firmenich AG                                                                  | CUSIP: N/A<br>LEI: 506700G44V67MPM4BI12       | Long             | EC               | CORP              | CH        |       571 | NS      | $40840.24     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Genesis Energy LP                                                         | Genesis Energy LP                                                                 | CUSIP: 37185LAR3<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    123000 | PA      | $127094.92    | 0.01%             | 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        |     27000 | PA      | $27393.34     | 0.00%             | 2033-05-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F042442<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |     -9000 | PA      | $-8935.17     | -0.00%            | 2041-04-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                   | LVMH Moet Hennessy Louis Vuitton SE                                               | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |       437 | NS      | $236327.71    | 0.03%             | 2026-04-17      | Fixed         | 24.00%                | No            | 2                  | On Loan: No      |
| Wand NewCo 3, Inc.                                                        | Wand NewCo 3, Inc.                                                                | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    147000 | PA      | $150307.05    | 0.02%             | 2032-01-30      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Interstate Power & Light Co.                                              | Interstate Power & Light Co.                                                      | CUSIP: 461070AQ7<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112395.27    | 0.01%             | 2029-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | Hartford Insurance Group, Inc. (The)                                              | CUSIP: 06370F311<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      3030 | NS      | $411873.14    | 0.05%             | 2026-04-28      | Fixed         | 13.88%                | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     39000 | PA      | $232.80       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                  | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    143000 | PA      | $135490.21    | 0.02%             | 2032-04-15      | Fixed         | 6.50%                 | 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        |    287983 | PA      | $288253.54    | 0.03%             | 2030-12-20      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2022-NQM7, Class A1                                             | CUSIP: 67117DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    252750 | PA      | $251886.53    | 0.03%             | 2062-08-25      | Variable      | 5.11%                 | No            | 2                  | On Loan: No      |
| BAE Systems plc                                                           | BAE Systems plc                                                                   | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |     59083 | NS      | $1732225.31   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Private Bank NA                                            | Morgan Stanley Private Bank NA                                                    | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    780000 | PA      | $777584.00    | 0.09%             | 2031-07-18      | Variable      | 4.73%                 | No            | 2                  | On Loan: No      |
| Symphony CLO 43 Ltd.                                                      | Symphony CLO 43 Ltd., Series 2024-43A, Class A1                                   | CUSIP: 87170BAA4<br>LEI: 254900QCSPTCYRSY3N68 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000300.90   | 0.12%             | 2037-04-15      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| Bayer US Finance LLC                                                      | Bayer US Finance LLC                                                              | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   1827000 | PA      | $1843619.58   | 0.21%             | 2026-11-21      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Omnicom Group, Inc.                                                               | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      2621 | NS      | $197189.65    | 0.02%             | 2026-05-19      | Fixed         | 20.71%                | No            | 2                  | On Loan: No      |
| Abbott Laboratories                                                       | Abbott Laboratories                                                               | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      7467 | NS      | $766636.89    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Match Group Holdings II LLC                                               | Match Group Holdings II LLC                                                       | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     62000 | PA      | $60252.44     | 0.01%             | 2033-09-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Peraton Corp.                                                             | Peraton Corp., 1st Lien Term Loan B                                               | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    204401 | PA      | $174081.92    | 0.02%             | 2028-02-01      | Variable      | 7.52%                 | No            | 2                  | On Loan: No      |
| Meta Platforms, Inc.                                                      | Meta Platforms, Inc., Class A                                                     | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      2745 | NS      | $1570496.85   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Albion Financing 1 SARL                                                   | Albion Financing 1 SARL                                                           | CUSIP: 01330AAA4<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $204407.40    | 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        |     28000 | PA      | $25499.19     | 0.00%             | 2031-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Toyota Tsusho Corp.                                                       | Toyota Tsusho Corp.                                                               | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |      2500 | NS      | $96891.94     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                             | Koninklijke Ahold Delhaize NV                                                     | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |      2988 | NS      | $139148.76    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Air Products & Chemicals, Inc.                                            | Air Products & Chemicals, Inc.                                                    | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      1370 | NS      | $397971.30    | 0.05%             |  |  |  | No            | 1                  | 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        |   1000000 | PA      | $1001003.90   | 0.12%             | 2037-07-25      | Floating      | 5.77%                 | No            | 2                  | On Loan: No      |
| Saab AB                                                                   | Saab AB, Class B                                                                  | CUSIP: N/A<br>LEI: 549300ZHO4JCQQI13M69       | Long             | EC               | CORP              | SE        |      2609 | NS      | $170758.44    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Costco Wholesale Corp.                                                    | Costco Wholesale Corp.                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       542 | NS      | $540065.06    | 0.06%             |  |  |  | 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        |    770000 | PA      | $770000.00    | 0.09%             | 2039-06-15      | Floating      | 5.29%                 | No            | 2                  | On Loan: No      |
| Methanex US Operations, Inc.                                              | Methanex US Operations, Inc.                                                      | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $37853.44     | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                             | CUSIP: 65339KCN8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57918.37     | 0.01%             | 2030-02-28      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BWX Technologies, Inc.                                                    | BWX Technologies, Inc.                                                            | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |       320 | NS      | $65436.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| FUJIFILM Holdings Corp.                                                   | FUJIFILM Holdings Corp.                                                           | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |      4000 | NS      | $76222.60     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Manitowoc Co., Inc. (The)                                                 | Manitowoc Co., Inc. (The)                                                         | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |    101000 | PA      | $105472.08    | 0.01%             | 2031-10-01      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Carrier Global Corp.                                                      | Carrier Global Corp.                                                              | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     17287 | NS      | $973430.97    | 0.11%             |  |  |  | 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        |     93661 | PA      | $79761.87     | 0.01%             | 2066-06-25      | Variable      | 0.93%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    591000 | PA      | $586062.43    | 0.07%             | 2027-07-22      | Variable      | 1.73%                 | 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        |     50000 | PA      | $49916.50     | 0.01%             | 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        |     37000 | PA      | $37995.74     | 0.00%             | 2030-09-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 36179Y5H3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    293888 | PA      | $275963.16    | 0.03%             | 2054-08-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Generac Holdings, Inc.                                                    | Generac Holdings, Inc.                                                            | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       289 | NS      | $56450.37     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AthenaHealth Group, Inc.                                                  | AthenaHealth Group, Inc., 1st Lien Term Loan                                      | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    282430 | PA      | $276781.25    | 0.03%             | 2029-02-15      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Micron Technology, Inc.                                                   | Micron Technology, Inc.                                                           | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     24000 | PA      | $25897.02     | 0.00%             | 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        |     51000 | PA      | $54016.75     | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                | CUSIP: 31427PCS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    332710 | PA      | $344861.59    | 0.04%             | 2053-11-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Pinnacle Buyer LLC                                                        | Pinnacle Buyer LLC, Delayed Draw 1st Lien Term Loan B                             | CUSIP: 72349UAC6<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |     30194 | PA      | $30203.31     | 0.00%             | 2032-10-01      | Variable      | 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        |      2682 | NS      | $518612.31    | 0.06%             | 2026-05-20      | Fixed         | 18.28%                | No            | 2                  | On Loan: No      |
| Baxter International, Inc.                                                | Baxter International, Inc.                                                        | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33195.95     | 0.00%             | 2027-02-01      | Fixed         | 1.92%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                       | GS Mortgage-Backed Securities Trust, Series 2025-RPL3, Class A1                   | CUSIP: 362963AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    939175 | PA      | $911805.11    | 0.11%             | 2065-07-25      | Variable      | 4.10%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     84000 | PA      | $73999.21     | 0.01%             | 2031-07-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| PayPal Holdings, Inc.                                                     | PayPal Holdings, Inc.                                                             | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16123.83     | 0.00%             | 2029-10-01      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| USI, Inc.                                                                 | USI, Inc., 1st Lien Term Loan D                                                   | CUSIP: 90351NAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    147609 | PA      | $147148.91    | 0.02%             | 2029-11-21      | Variable      | 5.95%                 | No            | 2                  | On Loan: No      |
| Versant Media Group, Inc.                                                 | Versant Media Group, Inc.                                                         | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27631.83     | 0.00%             | 2031-01-30      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140W2AA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1050436 | PA      | $854423.39    | 0.10%             | 2052-01-01      | Fixed         | 2.00%                 | 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        |   1155000 | PA      | $1152519.41   | 0.13%             | 2042-08-19      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 36179W2T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45759 | PA      | $37822.81     | 0.00%             | 2052-04-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Europe SE                                                  | AMETEK, Inc., Series BSKj                                                         | CUSIP: 61780B426<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       844 | NS      | $182490.67    | 0.02%             | 2026-04-21      | Fixed         | 19.30%                | No            | 2                  | On Loan: No      |
| Discovery Global Holdings, Inc.                                           | Discovery Global Holdings, Inc.                                                   | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48675.00     | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| Stonepeak Nile Parent LLC                                                 | Stonepeak Nile Parent LLC                                                         | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33283.10     | 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        |    360000 | PA      | $356388.78    | 0.04%             | 2028-12-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CompoSecure Holdings LLC                                                  | CompoSecure Holdings LLC, 1st Lien Term Loan                                      | CUSIP: 20459KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    257000 | PA      | $255876.91    | 0.03%             | 2033-01-14      | Variable      | 5.93%                 | No            | 2                  | On Loan: No      |
| Global Medical Response, Inc.                                             | Global Medical Response, Inc.                                                     | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53998.88     | 0.01%             | 2032-10-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                          | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43139.67     | 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        |      2100 | NS      | $47054.86     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Navient Corp.                                                             | Navient Corp.                                                                     | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35094.36     | 0.00%             | 2030-07-25      | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 21H062644<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    320000 | PA      | $332553.88    | 0.04%             | 2056-04-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Beach Acquisition Bidco LLC                                               | Beach Acquisition Bidco LLC                                                       | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    162000 | PA      | $172532.80    | 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        |       120 | NS      | $33884.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| First Quantum Minerals Ltd.                                               | First Quantum Minerals Ltd.                                                       | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $206634.00    | 0.02%             | 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        |    101000 | PA      | $102734.37    | 0.01%             | 2033-07-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                 | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    702000 | PA      | $692250.48    | 0.08%             | 2031-11-06      | Variable      | 4.62%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                                       | Kinder Morgan, Inc.                                                               | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99872.75     | 0.01%             | 2028-03-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Commercial Mortgage Trust                                                 | Commercial Mortgage Trust, Series 2025-167G, Class A                              | CUSIP: 12674VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131000 | PA      | $130481.65    | 0.02%             | 2040-08-10      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO II Ltd.                                                       | Elmwood CLO II Ltd., Series 2019-2A, Class CRR                                    | CUSIP: 29001LBC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $702094.05    | 0.08%             | 2037-10-20      | Floating      | 5.67%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    898107 | PA      | $742349.23    | 0.09%             | 2052-03-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Sage Group plc (The)                                                      | Sage Group plc (The)                                                              | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |      3363 | NS      | $37683.74     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Leonardo SpA                                                              | Leonardo SpA                                                                      | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |      2565 | NS      | $174469.93    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Kubota Corp.                                                              | Kubota Corp.                                                                      | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | EC               | CORP              | JP        |      3400 | NS      | $54485.64     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Okta, Inc.                                                                | Okta, Inc., Class A                                                               | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |      1092 | NS      | $85951.32     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Rentokil Initial plc                                                      | Rentokil Initial plc                                                              | CUSIP: N/A<br>LEI: 549300VN4WV7Z6T14K68       | Long             | EC               | CORP              | GB        |      8204 | NS      | $50913.43     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                         | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54392.46     | 0.01%             | 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        |    146000 | PA      | $134661.51    | 0.02%             | 2031-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| DBS Group Holdings Ltd.                                                   | DBS Group Holdings Ltd.                                                           | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |      7000 | NS      | $311500.89    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Mohegan Tribal Gaming Authority                                           | Mohegan Tribal Gaming Authority                                                   | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $56305.15     | 0.01%             | 2030-04-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| PayPal Holdings, Inc.                                                     | PayPal Holdings, Inc.                                                             | CUSIP: 70450YAS2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    206000 | PA      | $206435.52    | 0.02%             | 2028-03-06      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| FMC Corp.                                                                 | FMC Corp.                                                                         | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     76000 | PA      | $67886.61     | 0.01%             | 2029-10-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| CBAM Ltd.                                                                 | CBAM Ltd., Series 2020-13A, Class A                                               | CUSIP: 12511AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001229.50   | 0.12%             | 2034-01-20      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| Infinity Natural Resources LLC                                            | Infinity Natural Resources LLC                                                    | CUSIP: 45690BAA3<br>LEI: 54930021094IFVB5ND43 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30158.40     | 0.00%             | 2031-04-01      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Texas Instruments, Inc.                                                           | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       378 | NS      | $73023.54     | 0.01%             | 2026-04-29      | Fixed         | 26.01%                | No            | 2                  | On Loan: No      |
| Transocean International Ltd.                                             | Transocean International Ltd.                                                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     45000 | PA      | $48082.50     | 0.01%             | 2032-10-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       854 | NS      | $124393.51    | 0.01%             | 2026-05-27      | Fixed         | 31.21%                | No            | 2                  | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                       | CUSIP: 571748BW1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47558.44     | 0.01%             | 2034-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    395000 | PA      | $398696.89    | 0.05%             | 2034-09-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Welltower OP LLC                                                          | Welltower OP LLC                                                                  | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    122000 | PA      | $116069.84    | 0.01%             | 2030-01-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    380000 | PA      | $1466.61      | 0.00%             |  |  |  | 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        |    770000 | PA      | $786915.98    | 0.09%             | 2045-02-05      | Variable      | 5.46%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 21H042646<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    596000 | PA      | $575677.09    | 0.07%             | 2056-04-15      | Fixed         | 4.50%                 | 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        |     69472 | PA      | $69320.22     | 0.01%             | 2031-07-30      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Baker Hughes Holdings LLC                                                 | Baker Hughes Holdings LLC                                                         | CUSIP: 05724BAL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24872.77     | 0.00%             | 2029-03-11      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | AutoZone, Inc.                                                                    | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        46 | NS      | $158030.78    | 0.02%             | 2026-05-08      | Fixed         | 17.90%                | No            | 2                  | On Loan: No      |
| Palantir Technologies, Inc.                                               | Palantir Technologies, Inc., Class A                                              | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       503 | NS      | $73578.84     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    459000 | PA      | $260.59       | 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        |     25000 | PA      | $25202.09     | 0.00%             | 2033-05-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series DMSi                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      3593 | NS      | $206190.80    | 0.02%             | 2026-04-14      | Fixed         | 15.99%                | No            | 2                  | On Loan: No      |
| Georgia Power Co.                                                         | Georgia Power Co.                                                                 | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    216000 | PA      | $216091.57    | 0.03%             | 2032-05-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                    | Keurig Dr Pepper, Inc.                                                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     12422 | NS      | $327071.26    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                     | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    480000 | PA      | $452686.85    | 0.05%             | 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        |   1000000 | PA      | $998945.60    | 0.12%             | 2041-11-25      | Floating      | 6.33%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | Mastercard, Inc.                                                                  | CUSIP: 06370F600<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       322 | NS      | $160794.41    | 0.02%             | 2026-05-19      | Fixed         | 17.49%                | No            | 2                  | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                       | CUSIP: 571748BU5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26812.39     | 0.00%             | 2033-09-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| International Business Machines Corp.                                     | International Business Machines Corp.                                             | CUSIP: 459200LS8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98072.83     | 0.01%             | 2033-02-03      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Resilience Parent LLC                                                     | Resilience Parent LLC, 1st Lien Term Loan                                         | CUSIP: 75908HAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    203000 | PA      | $201794.18    | 0.02%             | 2033-02-28      | Variable      | 6.13%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp., Class A                                                            | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     24812 | NS      | $712352.52    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| MSCI, Inc.                                                                | MSCI, Inc.                                                                        | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    135000 | PA      | $130758.53    | 0.02%             | 2036-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Alabama Power Co.                                                         | Alabama Power Co.                                                                 | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99355.82     | 0.01%             | 2027-09-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| SIRVA Worldwide, Inc.                                                     | SIRVA Worldwide, Inc., 1st Lien Term Loan                                         | CUSIP: 82967VAX8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     32074 | PA      | $12348.45     | 0.00%             | 2029-08-20      | Variable      | 11.66%                | 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        |    175233 | PA      | $175781.65    | 0.02%             | 2032-09-22      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| SIG Group AG                                                              | SIG Group AG                                                                      | CUSIP: N/A<br>LEI: 5493004Z6P7TSVB1L042       | Long             | EC               | CORP              | CH        |      1030 | NS      | $15440.06     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Building Solutions, Inc.                                         | Standard Building Solutions, Inc.                                                 | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    267000 | PA      | $267138.04    | 0.03%             | 2032-08-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140XPQV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    419899 | PA      | $324374.89    | 0.04%             | 2051-05-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2025-6, Class A1                                 | CUSIP: 19689BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    681707 | PA      | $684471.88    | 0.08%             | 2070-08-25      | Variable      | 5.53%                 | No            | 2                  | On Loan: No      |
| Fortinet, Inc.                                                            | Fortinet, Inc.                                                                    | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      2438 | NS      | $199233.36    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Clarivate Science Holdings Corp.                                          | Clarivate Science Holdings Corp.                                                  | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $27765.96     | 0.00%             | 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        |     43000 | PA      | $44116.41     | 0.01%             | 2033-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Otis Worldwide Corp.                                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      3537 | NS      | $276297.95    | 0.03%             | 2026-05-15      | Fixed         | 12.28%                | No            | 2                  | On Loan: No      |
| Xcel Energy, Inc.                                                         | Xcel Energy, Inc.                                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      1314 | NS      | $104384.16    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                     | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59354.87     | 0.01%             | 2030-10-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Sabine Pass Liquefaction LLC                                              | Sabine Pass Liquefaction LLC                                                      | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100187.17    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                              | CUSIP: 161175CD4<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    604000 | PA      | $564513.27    | 0.07%             | 2029-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Dow Chemical Co. (The)                                                    | Dow Chemical Co. (The)                                                            | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    260000 | PA      | $257560.37    | 0.03%             | 2036-03-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Ventas Realty LP                                                          | Ventas Realty LP                                                                  | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    255000 | PA      | $240181.44    | 0.03%             | 2030-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United Rentals North America, Inc.                                        | United Rentals North America, Inc.                                                | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    266000 | PA      | $270442.47    | 0.03%             | 2029-12-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                   | Pfizer Investment Enterprises Pte. Ltd.                                           | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     86000 | PA      | $86652.52     | 0.01%             | 2030-05-19      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | State Street Corp.                                                                | CUSIP: 06370D704<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      1985 | NS      | $251270.43    | 0.03%             | 2026-04-14      | Fixed         | 26.69%                | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Fastenal Co.                                                                      | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      8712 | NS      | $404865.04    | 0.05%             | 2026-05-08      | Fixed         | 20.44%                | 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        |    107000 | PA      | $103367.18    | 0.01%             | 2029-05-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                          | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       185 | NS      | $80284.45     | 0.01%             |  |  |  | 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        |     84265 | PA      | $78787.64     | 0.01%             | 2030-08-01      | Variable      | 7.95%                 | No            | 2                  | On Loan: No      |
| AmeriGas Partners LP                                                      | AmeriGas Partners LP                                                              | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $33901.34     | 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        |     16000 | PA      | $15675.04     | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Avery Dennison Corp.                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      1193 | NS      | $199984.47    | 0.02%             | 2026-05-12      | Fixed         | 16.82%                | No            | 2                  | On Loan: No      |
| MediaTek, Inc.                                                            | MediaTek, Inc.                                                                    | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |     14000 | NS      | $671512.44    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| AGL Core CLO 36 Ltd.                                                      | AGL Core CLO 36 Ltd., Series 2024-36A, Class B                                    | CUSIP: 00121WAE3<br>LEI: 2549000U240BORO02Z85 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1999350.40   | 0.23%             | 2038-01-23      | Floating      | 5.27%                 | No            | 2                  | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                       | Cushman & Wakefield US Borrower LLC, 1st Lien Term Loan                           | CUSIP: 23340DAW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     35595 | PA      | $35683.99     | 0.00%             | 2030-01-31      | Variable      | 6.42%                 | No            | 3                  | 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        |    150099 | PA      | $147701.95    | 0.02%             | 2029-04-04      | Variable      | 6.65%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    270000 | PA      | $-7355.59     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE, Series 122G                                             | CUSIP: 61780B343<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       766 | NS      | $156870.00    | 0.02%             | 2026-04-08      | Fixed         | 25.32%                | No            | 2                  | On Loan: No      |
| CoorsTek, Inc.                                                            | CoorsTek, Inc., 1st Lien Term Loan B                                              | CUSIP: 21702EAF3<br>LEI: GHWONX83GNDLWPBRQQ83 | Long             | LON              | CORP              | US        |     92768 | PA      | $93115.38     | 0.01%             | 2032-10-28      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| TKO Worldwide Holdings LLC                                                | TKO Worldwide Holdings LLC, 1st Lien Term Loan B5                                 | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |    351650 | PA      | $351200.37    | 0.04%             | 2031-11-21      | Variable      | 5.66%                 | No            | 2                  | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                        | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    280000 | PA      | $270108.61    | 0.03%             | 2029-09-30      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Domino's Pizza, Inc., Series DMSh                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       528 | NS      | $190889.06    | 0.02%             | 2026-04-14      | Fixed         | 19.28%                | No            | 2                  | On Loan: No      |
| United Utilities Group plc                                                | United Utilities Group plc                                                        | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Long             | EC               | CORP              | GB        |      2325 | NS      | $40539.09     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Arthur J Gallagher & Co.                                                  | Arthur J Gallagher & Co.                                                          | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148784.74    | 0.02%             | 2035-02-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | Accenture plc                                                                     | CUSIP: 06370F410<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       247 | NS      | $49199.95     | 0.01%             | 2026-05-13      | Fixed         | 24.99%                | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                   | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     61000 | PA      | $57614.85     | 0.01%             | 2030-11-05      | Variable      | 2.98%                 | No            | 2                  | On Loan: No      |
| Jones DesLauriers Insurance Management, Inc.                              | Jones DesLauriers Insurance Management, Inc., 1st Lien Term Loan                  | CUSIP: C4900AAP2<br>LEI: 549300JQIWNFU00E5424 | Long             | LON              | CORP              | CA        |    180225 | PA      | $174818.69    | 0.02%             | 2033-02-02      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding LXIII Ltd.                                           | Madison Park Funding LXIII Ltd., Series 2023-63A, Class A1R                       | CUSIP: 55817GAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500760.20   | 0.17%             | 2038-07-21      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                              | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    489000 | PA      | $495841.37    | 0.06%             | 2030-01-23      | Variable      | 5.01%                 | No            | 2                  | On Loan: No      |
| WEX, Inc.                                                                 | WEX, Inc., 1st Lien Term Loan B2                                                  | CUSIP: 96208UAW1<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |     54311 | PA      | $54005.56     | 0.01%             | 2028-04-03      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| Millrose Properties, Inc.                                                 | Millrose Properties, Inc.                                                         | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $80974.80     | 0.01%             | 2030-08-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Public Service Enterprise Group, Inc.                                     | Public Service Enterprise Group, Inc.                                             | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      1050 | NS      | $84997.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Delek Logistics Partners LP                                               | Delek Logistics Partners LP                                                       | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $87719.23     | 0.01%             | 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        |    122000 | PA      | $121728.59    | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| LEX Mortgage Trust                                                        | LEX Mortgage Trust, Series 2024-BBG, Class A                                      | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $995771.60    | 0.12%             | 2033-10-13      | Variable      | 4.87%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                            | Morgan Stanley Residential Mortgage Loan Trust, Series 2026-NQM3, Class A1LC      | CUSIP: 617960AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999994.00    | 0.12%             | 2071-03-25      | Variable      | 5.28%                 | No            | 2                  | On Loan: No      |
| Antero Resources Corp.                                                    | Antero Resources Corp.                                                            | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |      1541 | NS      | $65400.04     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                 | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $276341.07    | 0.03%             | 2027-08-14      | Variable      | 5.89%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                   | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    146000 | PA      | $143597.19    | 0.02%             | 2034-07-31      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| HalseyPoint CLO 4 Ltd.                                                    | HalseyPoint CLO 4 Ltd., Series 2021-4A, Class A                                   | CUSIP: 40637LAA8<br>LEI: 549300CMJUK1VCINNF57 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500165.90    | 0.06%             | 2034-04-20      | Floating      | 5.15%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                   | Siemens AG                                                                        | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      1326 | NS      | $317956.12    | 0.04%             | 2026-04-17      | Fixed         | 21.30%                | 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        |     52936 | PA      | $52652.47     | 0.01%             | 2030-10-15      | Variable      | 5.66%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | Analog Devices, Inc.                                                              | CUSIP: 06370D811<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       205 | NS      | $65490.42     | 0.01%             | 2026-04-28      | Fixed         | 19.31%                | 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        |    107459 | PA      | $107458.65    | 0.01%             | 2030-11-01      | Variable      | 6.69%                 | 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        |    793000 | PA      | $883203.75    | 0.10%             | 2031-09-15      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Resideo Funding, Inc.                                                     | Resideo Funding, Inc.                                                             | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85719.06     | 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        |    208000 | PA      | $195265.99    | 0.02%             | 2028-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | S&P 500 E-Mini Index                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        32 | NC      | $-207091.44   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                          | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    224000 | PA      | $226843.70    | 0.03%             | 2035-07-23      | Variable      | 5.40%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Oracle Corp.                                                                      | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       616 | NS      | $92986.91     | 0.01%             | 2026-05-05      | Fixed         | 43.42%                | No            | 2                  | On Loan: No      |
| Hong Kong Dollar                                                          | Hong Kong Dollar                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HK        |     32056 | OU      | $4088.13      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Applied Materials, Inc.                                                   | Applied Materials, Inc.                                                           | CUSIP: 038222AU9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67997.16     | 0.01%             | 2036-01-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Hyundai Rotem Co. Ltd.                                                    | Hyundai Rotem Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 988400HB939UNHXTFY36       | Long             | EC               | CORP              | KR        |       230 | NS      | $26485.84     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Williams Cos., Inc. (The)                                                 | Williams Cos., Inc. (The)                                                         | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18378.52     | 0.00%             | 2028-08-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Ryder System, Inc.                                                        | Ryder System, Inc.                                                                | CUSIP: 78355HKS7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79094.16     | 0.01%             | 2026-09-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Rubrik, Inc.                                                              | Rubrik, Inc., Class A                                                             | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Long             | EC               | CORP              | US        |      1503 | NS      | $73601.91     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BAT Capital Corp.                                                         | BAT Capital Corp.                                                                 | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48802.74     | 0.01%             | 2033-08-02      | Fixed         | 6.42%                 | No            | 2                  | On Loan: No      |
| PPL Corp.                                                                 | PPL Corp.                                                                         | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      2586 | NS      | $98785.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Air Lease Corp.                                                           | Air Lease Corp.                                                                   | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    564000 | PA      | $558257.04    | 0.06%             | 2026-08-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | AutoZone, Inc.                                                                    | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        47 | NS      | $160718.56    | 0.02%             | 2026-04-28      | Fixed         | 21.75%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Omnicom Group, Inc.                                                               | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      2573 | NS      | $195929.73    | 0.02%             | 2026-05-12      | Fixed         | 17.79%                | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    220000 | PA      | $-5995.63     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Genuine Parts Co., Series 122F                                                    | CUSIP: 61780B384<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       394 | NS      | $41862.71     | 0.00%             | 2026-04-08      | Fixed         | 21.19%                | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                      | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167898.47    | 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        |    291000 | PA      | $297863.49    | 0.03%             | 2034-03-31      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Europe SE                                                  | UnitedHealth Group, Inc., Series EN6r                                             | CUSIP: 61780B483<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      1142 | NS      | $312853.58    | 0.04%             | 2026-04-24      | Fixed         | 35.13%                | No            | 2                  | On Loan: No      |
| Salesforce, Inc.                                                          | Salesforce, Inc.                                                                  | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33894.24     | 0.00%             | 2036-03-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Newell Brands, Inc.                                                       | Newell Brands, Inc.                                                               | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     73000 | PA      | $75350.60     | 0.01%             | 2028-06-01      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Aimbridge Acquisition Co, Inc.                                            | Aimbridge Acquisition Co., Inc., 1st Lien Term Loan                               | CUSIP: 00900YAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     36089 | PA      | $35385.66     | 0.00%             | 2030-03-11      | Variable      | 9.29%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | Alphabet, Inc.                                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      2087 | NS      | $604207.86    | 0.07%             | 2026-04-14      | Fixed         | 17.80%                | No            | 2                  | On Loan: No      |
| SIRVA, Inc.                                                               | SIRVA, Inc.                                                                       | CUSIP: N/A<br>LEI: 64886JHCW20N444QX158       | Long             | EC               | CORP              | US        |        58 | NS      | $36.95        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Diamondback Energy, Inc.                                                  | Diamondback Energy, Inc.                                                          | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17368.34     | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Palo Alto Networks, Inc.                                                          | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       294 | NS      | $47537.56     | 0.01%             | 2026-05-08      | Fixed         | 20.07%                | No            | 2                  | On Loan: No      |
| Honeywell Aerospace, Inc.                                                 | Honeywell Aerospace, Inc.                                                         | CUSIP: 43849RAF2<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    695000 | PA      | $687027.08    | 0.08%             | 2033-03-16      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| New Taiwan Dollar                                                         | New Taiwan Dollar                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TW        |         0 | OU      | $0.01         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ardonagh Group Finance Ltd.                                               | Ardonagh Group Finance Ltd.                                                       | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $195952.49    | 0.02%             | 2032-02-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    242000 | PA      | $212078.95    | 0.02%             | 2030-10-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Healthpeak OP LLC                                                         | Healthpeak OP LLC                                                                 | CUSIP: 42250PAC7<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    262000 | PA      | $255895.18    | 0.03%             | 2027-02-01      | Fixed         | 1.35%                 | No            | 2                  | On Loan: No      |
| Archrock Services LP                                                      | Archrock Services LP                                                              | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $53463.41     | 0.01%             | 2034-02-01      | Fixed         | 6.00%                 | 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        |   1500000 | PA      | $1500460.05   | 0.17%             | 2038-10-15      | Floating      | 5.29%                 | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | AppLovin Corp.                                                                    | CUSIP: 60701C851<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |       102 | NS      | $40938.12     | 0.00%             | 2026-04-15      | Fixed         | 20.27%                | No            | 2                  | On Loan: No      |
| Wynn Macau Ltd.                                                           | Wynn Macau Ltd.                                                                   | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $191210.00    | 0.02%             | 2029-12-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Freeport-McMoRan, Inc.                                                    | Freeport-McMoRan, Inc.                                                            | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19278.76     | 0.00%             | 2034-11-14      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                          | Amazon.com, Inc.                                                                  | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1645490.35   | 0.19%             | 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        |     56000 | PA      | $57034.38     | 0.01%             | 2032-09-15      | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Bank NA                                                    | Morgan Stanley Bank NA                                                            | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252843.23    | 0.03%             | 2028-05-26      | Variable      | 5.50%                 | No            | 2                  | On Loan: No      |
| Extra Space Storage LP                                                    | Extra Space Storage LP                                                            | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131066.31    | 0.02%             | 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        |     55942 | PA      | $56058.78     | 0.01%             | 2029-05-03      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| ADT Security Corp. (The)                                                  | ADT Security Corp. (The)                                                          | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    135000 | PA      | $126100.62    | 0.01%             | 2032-07-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                    | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    586000 | PA      | $532199.15    | 0.06%             | 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        |    182000 | PA      | $187301.11    | 0.02%             | 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        |      1871 | NS      | $86851.82     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ohio Power Co.                                                            | Ohio Power Co.                                                                    | CUSIP: 677415CV1<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76593.88     | 0.01%             | 2033-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CSX Corp.                                                                 | CSX Corp.                                                                         | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18828.13     | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | Ecolab, Inc.                                                                      | CUSIP: 06370F469<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       345 | NS      | $90089.85     | 0.01%             | 2026-05-13      | Fixed         | 16.53%                | No            | 3                  | On Loan: No      |
| Cisco Systems, Inc.                                                       | Cisco Systems, Inc.                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      1935 | NS      | $150136.65    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Genuine Parts Co., Series Dmti                                                    | CUSIP: 61780B442<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       974 | NS      | $104661.27    | 0.01%             | 2026-04-22      | Fixed         | 27.21%                | No            | 2                  | On Loan: No      |
| Entegris, Inc.                                                            | Entegris, Inc., 1st Lien Term Loan B                                              | CUSIP: 29362LAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    140093 | PA      | $140209.36    | 0.02%             | 2029-07-06      | Variable      | 5.43%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | WW Grainger, Inc.                                                                 | CUSIP: 06370F303<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        45 | NS      | $49343.90     | 0.01%             | 2026-04-29      | Fixed         | 17.86%                | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Co.                                                     | Kraft Heinz Foods Co.                                                             | CUSIP: 50077LBN5<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74865.83     | 0.01%             | 2035-03-15      | Fixed         | 5.40%                 | 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        |     78474 | PA      | $41394.99     | 0.00%             | 2029-01-24      | Variable      | 7.05%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    225000 | PA      | $209384.59    | 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        |   1158000 | PA      | $1171395.01   | 0.14%             | 2030-07-19      | Variable      | 5.04%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                      | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    292000 | PA      | $280754.58    | 0.03%             | 2036-02-04      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Expedia Group, Inc.                                                       | Expedia Group, Inc.                                                               | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    402000 | PA      | $379865.84    | 0.04%             | 2030-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Starbucks Corp.                                                           | Starbucks Corp.                                                                   | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      4951 | NS      | $443560.09    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsubishi Heavy Industries Ltd.                                          | Mitsubishi Heavy Industries Ltd.                                                  | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |      1500 | NS      | $41214.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                     | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19557.27     | 0.00%             | 2028-07-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Zayo Group Holdings, Inc.                                                 | Zayo Group Holdings, Inc.                                                         | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    304000 | PA      | $302218.56    | 0.04%             | 2030-03-09      | Variable      | 9.25%                 | No            | 2                  | On Loan: No      |
| AECOM                                                                     | AECOM                                                                             | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26970.34     | 0.00%             | 2033-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Generali                                                                  | Generali                                                                          | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |      2838 | NS      | $114177.01    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Madison IAQ LLC                                                           | Madison IAQ LLC, 1st Lien Term Loan                                               | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    377232 | PA      | $376832.23    | 0.04%             | 2028-06-21      | Variable      | 6.13%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 21H060648<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    458000 | PA      | $465697.24    | 0.05%             | 2056-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Michaels Cos., Inc. (The)                                                 | Michaels Cos., Inc. (The)                                                         | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     72000 | PA      | $70091.57     | 0.01%             | 2033-03-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Eaton Corp.                                                               | Eaton Corp.                                                                       | CUSIP: 278058DX7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    475000 | PA      | $468127.49    | 0.05%             | 2031-03-06      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Sekisui Chemical Co. Ltd.                                                 | Sekisui Chemical Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |      1200 | NS      | $20146.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | ServiceNow, Inc.                                                                  | CUSIP: 06370F238<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       395 | NS      | $42003.95     | 0.00%             | 2026-04-28      | Fixed         | 21.46%                | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40734.59     | 0.00%             | 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        |    391720 | PA      | $364788.89    | 0.04%             | 2032-03-22      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Apple, Inc.                                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      2936 | NS      | $749677.51    | 0.09%             | 2026-04-28      | Fixed         | 15.57%                | No            | 2                  | On Loan: No      |
| Arcosa, Inc.                                                              | Arcosa, Inc.                                                                      | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53281.44     | 0.01%             | 2032-08-15      | Fixed         | 6.88%                 | 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        |    205935 | PA      | $187056.61    | 0.02%             | 2032-02-27      | Variable      | 7.17%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                 | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    313000 | PA      | $289518.30    | 0.03%             | 2031-02-11      | Variable      | 2.57%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                              | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1278066.87   | 0.15%             | 2029-10-23      | Variable      | 6.09%                 | No            | 2                  | On Loan: No      |
| Becton Dickinson & Co.                                                    | Becton Dickinson & Co.                                                            | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171895.82    | 0.02%             | 2029-02-08      | Fixed         | 4.87%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                | CUSIP: 3133KYVY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119929 | PA      | $104356.82    | 0.01%             | 2041-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Dominion Energy, Inc.                                                     | Dominion Energy, Inc.                                                             | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170534.72    | 0.02%             | 2028-05-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | Universal Health Services, Inc.                                                   | CUSIP: 06370F626<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      1124 | NS      | $203910.06    | 0.02%             | 2026-05-15      | Fixed         | 22.86%                | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDI                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1660100 | PA      | $-5827.54     | -0.00%            |  |  |  | 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        |     89823 | PA      | $89972.82     | 0.01%             | 2031-10-24      | Variable      | 5.96%                 | No            | 2                  | On Loan: No      |
| Commercial Metals Co.                                                     | Commercial Metals Co.                                                             | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26617.83     | 0.00%             | 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        |       149 | NS      | $160543.64    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| FirstEnergy Corp.                                                         | FirstEnergy Corp.                                                                 | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      1662 | NS      | $84196.92     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Banca Mediolanum SpA                                                      | Banca Mediolanum SpA                                                              | CUSIP: N/A<br>LEI: 7LVZJ6XRIE7VNZ4UBX81       | Long             | EC               | CORP              | IT        |       755 | NS      | $15297.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Science Applications International Corp.                                  | Science Applications International Corp.                                          | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53673.04     | 0.01%             | 2033-11-01      | Fixed         | 5.88%                 | 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        |     46526 | PA      | $39500.95     | 0.00%             | 2029-02-15      | Variable      | 8.96%                 | No            | 2                  | On Loan: No      |
| Foundry JV Holdco LLC                                                     | Foundry JV Holdco LLC                                                             | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359839.12    | 0.04%             | 2033-01-25      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    182000 | PA      | $1269.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| XHR LP                                                                    | XHR LP                                                                            | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27259.34     | 0.00%             | 2030-05-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                      | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    678000 | PA      | $645834.80    | 0.08%             | 2028-03-25      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                          | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5059.96      | 0.00%             | 2034-04-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                             | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46862.59     | 0.01%             | 2055-08-15      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      2868 | NS      | $843650.88    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank plc                                                         | Iberdrola SA, Series 000k                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     10410 | NS      | $237809.98    | 0.03%             | 2026-04-10      | Fixed         | 9.46%                 | No            | 2                  | On Loan: No      |
| Harvest Midstream I LP                                                    | Harvest Midstream I LP                                                            | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     82000 | PA      | $83580.55     | 0.01%             | 2032-05-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                          | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75512.96     | 0.01%             | 2028-01-21      | Variable      | 5.30%                 | No            | 2                  | On Loan: No      |
| Duke Energy Kentucky, Inc.                                                | Duke Energy Kentucky, Inc.                                                        | CUSIP: N/A<br>LEI: 8DFCA0P2BKMHOESX4E68       | Long             | DBT              | CORP              | US        |    497000 | PA      | $495757.50    | 0.06%             | 2035-09-15      | Fixed         | 5.90%                 | Yes           | 3                  | On Loan: No      |
| Oshkosh Corp.                                                             | Oshkosh Corp.                                                                     | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |       269 | NS      | $39599.49     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                              | CUSIP: 161175BX1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    655000 | PA      | $561714.01    | 0.07%             | 2032-02-01      | Fixed         | 2.30%                 | 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        |     72594 | PA      | $72533.28     | 0.01%             | 2030-10-17      | Variable      | 7.46%                 | 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      | $1001809.60   | 0.12%             | 2037-07-23      | Floating      | 5.47%                 | No            | 2                  | On Loan: No      |
| Ingersoll Rand, Inc.                                                      | Ingersoll Rand, Inc.                                                              | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     73000 | PA      | $74538.41     | 0.01%             | 2034-06-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| SeaWorld Parks & Entertainment, Inc.                                      | SeaWorld Parks & Entertainment, Inc., 1st Lien Term Loan B3                       | CUSIP: 78488CAL4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    127195 | PA      | $125287.46    | 0.01%             | 2031-12-04      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| Deephaven Residential Mortgage Trust                                      | Deephaven Residential Mortgage Trust, Series 2026-INV2, Class A1                  | CUSIP: 24380UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    615185 | PA      | $615181.62    | 0.07%             | 2071-02-25      | Variable      | 5.48%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | Exxon Mobil Corp.                                                                 | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      2114 | NS      | $345531.99    | 0.04%             | 2026-05-12      | Fixed         | 14.64%                | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    186000 | PA      | $178406.09    | 0.02%             | 2028-02-15      | Fixed         | 2.05%                 | 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        |    195182 | PA      | $194206.00    | 0.02%             | 2031-07-02      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                                                 | OAK-Eagle Acquireco, Inc.                                                         | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    159000 | PA      | $166455.78    | 0.02%             | 2034-07-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association, Series 2021-193, Class IA               | CUSIP: 38383DVA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2029961 | PA      | $333555.02    | 0.04%             | 2051-11-20      | Fixed         | 3.00%                 | 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        |    200000 | PA      | $201118.66    | 0.02%             | 2035-03-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                               | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    231000 | PA      | $231785.40    | 0.03%             | 2030-01-23      | Fixed         | 6.84%                 | No            | 2                  | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                       | Huntington Ingalls Industries, Inc.                                               | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       258 | NS      | $98014.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| RR 38 Ltd.                                                                | RR 38 Ltd., Series 2025-38A, Class A1A                                            | CUSIP: 74988FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1246297.25   | 0.14%             | 2040-04-15      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| GTCR Everest Borrower LLC                                                 | GTCR Everest Borrower LLC, 1st Lien Term Loan                                     | CUSIP: 36269YAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84364 | PA      | $83692.03     | 0.01%             | 2031-09-05      | Variable      | 6.20%                 | No            | 2                  | On Loan: No      |
| NMG Parent LLC                                                            | NMG Parent LLC                                                                    | CUSIP: 629ESC039<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        81 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Reworld Holding Corp.                                                     | Reworld Holding Corp., 1st Lien Term Loan B                                       | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |    134111 | PA      | $133887.27    | 0.02%             | 2028-11-30      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                              | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    147000 | PA      | $145932.35    | 0.02%             | 2027-03-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Ventas Realty LP                                                          | Ventas Realty LP                                                                  | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19885.28     | 0.00%             | 2029-01-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140XQA23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    452959 | PA      | $403165.53    | 0.05%             | 2052-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| NCMF Trust                                                                | NCMF Trust, Series 2025-MFS, Class A                                              | CUSIP: 62887TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    976000 | PA      | $972440.24    | 0.11%             | 2033-06-10      | Variable      | 4.88%                 | No            | 2                  | On Loan: No      |
| Star Parent, Inc.                                                         | Star Parent, Inc.                                                                 | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119140.12    | 0.01%             | 2030-10-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| VGP NV                                                                    | VGP NV                                                                            | CUSIP: N/A<br>LEI: 315700NENYPIXFR94T49       | Long             | EC               | CORP              | BE        |       221 | NS      | $21194.89     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                    | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      5824 | NS      | $958455.68    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Nomura Bank International plc                                             | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     25843 | NS      | $282534.54    | 0.03%             | 2026-05-22      | Fixed         | 34.97%                | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                              | CUSIP: 161175BU7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    685000 | PA      | $614997.63    | 0.07%             | 2031-04-01      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                      | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    340000 | PA      | $323798.29    | 0.04%             | 2032-09-26      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| FMC Corp.                                                                 | FMC Corp.                                                                         | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    243000 | PA      | $156457.91    | 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        |     32000 | PA      | $30647.90     | 0.00%             | 2034-01-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F020646<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    848000 | PA      | $682838.75    | 0.08%             | 2056-04-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                      | CUSIP: 902613BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $412168.40    | 0.05%             | 2031-04-12      | Variable      | 7.75%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                               | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    654000 | PA      | $660346.50    | 0.08%             | 2029-05-22      | Variable      | 5.25%                 | No            | 2                  | On Loan: No      |
| PPG Industries, Inc.                                                      | PPG Industries, Inc.                                                              | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      1510 | NS      | $161388.80    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Tallgrass Energy Partners LP                                              | Tallgrass Energy Partners LP                                                      | CUSIP: 87470LAK7<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    122000 | PA      | $120391.97    | 0.01%             | 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        |      2508 | NS      | $526755.24    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Bleriot US Bidco, Inc.                                                    | Bleriot US Bidco, Inc., 1st Lien Term Loan                                        | CUSIP: 09353TAJ9<br>LEI: 254900ALCQ2A2VYD5Z08 | Long             | LON              | CORP              | US        |    117464 | PA      | $117547.38    | 0.01%             | 2030-10-31      | Variable      | 6.20%                 | No            | 2                  | On Loan: No      |
| Matador Resources Co.                                                     | Matador Resources Co.                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111197.90    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Quanta Services, Inc.                                                     | Quanta Services, Inc.                                                             | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       198 | NS      | $108705.96    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Securitas AB                                                              | Securitas AB, Class B                                                             | CUSIP: N/A<br>LEI: 635400TTYKE8EIWDS617       | Long             | EC               | CORP              | SE        |      1635 | NS      | $27382.86     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | McKesson Corp.                                                                    | CUSIP: 06370F394<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       429 | NS      | $374711.37    | 0.04%             | 2026-05-19      | Fixed         | 16.80%                | No            | 2                  | On Loan: No      |
| Penske Truck Leasing Co. LP                                               | Penske Truck Leasing Co. LP                                                       | CUSIP: 709599BU7<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275203.11    | 0.03%             | 2026-05-24      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| GLP Capital LP                                                            | GLP Capital LP                                                                    | CUSIP: 361841AK5<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167512.62    | 0.02%             | 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        |      6220 | NS      | $155577.35    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140W0VB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    306147 | PA      | $248186.82    | 0.03%             | 2052-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                             | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    229000 | PA      | $219748.56    | 0.03%             | 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        |       100 | NS      | $16264.52     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2022-DSC1, Class A1                            | CUSIP: 46656AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    609017 | PA      | $599254.40    | 0.07%             | 2063-01-25      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    340000 | PA      | $349190.46    | 0.04%             | 2035-04-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                      | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    251000 | PA      | $253363.46    | 0.03%             | 2028-03-12      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| BANK                                                                      | BANK, Series 2020-BN26, Class AS                                                  | CUSIP: 06540JBP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109000 | PA      | $98125.71     | 0.01%             | 2063-03-15      | Fixed         | 2.69%                 | No            | 2                  | On Loan: No      |
| Block, Inc.                                                               | Block, Inc.                                                                       | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     81000 | PA      | $79662.17     | 0.01%             | 2033-08-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Applied Materials, Inc.                                                   | Applied Materials, Inc.                                                           | CUSIP: 038222AT2<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294141.75    | 0.03%             | 2031-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                 | Aptiv Swiss Holdings Ltd.                                                         | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    185000 | PA      | $173144.82    | 0.02%             | 2032-03-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| LCM Investments Holdings II LLC                                           | LCM Investments Holdings II LLC                                                   | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    112000 | PA      | $108987.91    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| FCG Acquisitions, Inc.                                                    | FCG Acquisitions, Inc., 1st Lien Term Loan                                        | CUSIP: 30260UAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     36000 | PA      | $35955.00     | 0.00%             | 2033-03-04      | Variable      | 6.92%                 | 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        |     65000 | PA      | $65000.00     | 0.01%             | 2037-08-15      | Floating      | 5.27%                 | No            | 2                  | On Loan: No      |
| Ellucian Holdings, Inc.                                                   | Ellucian Holdings, Inc.                                                           | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |     67000 | PA      | $65443.17     | 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        |   1196000 | PA      | $1189609.62   | 0.14%             | 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        |     68363 | NS      | $4768319.25   | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    110000 | PA      | $884.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Europe SE                                                  | UDR, Inc., Series EN6s                                                            | CUSIP: 61780B475<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      3285 | NS      | $111305.23    | 0.01%             | 2026-04-24      | Fixed         | 22.56%                | No            | 2                  | On Loan: No      |
| Cipher Compute LLC                                                        | Cipher Compute LLC                                                                | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     83000 | PA      | $85990.41     | 0.01%             | 2030-11-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| HP, Inc.                                                                  | HP, Inc.                                                                          | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      9451 | NS      | $181553.71    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Ares Strategic Income Fund                                                | Ares Strategic Income Fund                                                        | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   1542000 | PA      | $1539608.33   | 0.18%             | 2028-03-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Arizona Public Service Co.                                                | Arizona Public Service Co.                                                        | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    245000 | PA      | $253560.55    | 0.03%             | 2034-08-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| NJ Trust                                                                  | NJ Trust, Series 2023-GSP, Class A                                                | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    833000 | PA      | $863253.48    | 0.10%             | 2029-01-06      | Variable      | 6.48%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                                 | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      2572 | NS      | $607712.16    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F022444<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    108000 | PA      | $102004.39    | 0.01%             | 2041-04-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| M&T Bank Corp.                                                            | M&T Bank Corp.                                                                    | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    127000 | PA      | $135719.36    | 0.02%             | 2029-10-30      | Variable      | 7.41%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | U.S. Treasury Ultra Bond                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       453 | NC      | $-1863627.96  | -0.22%            |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                  | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    170000 | PA      | $178494.54    | 0.02%             | 2029-11-20      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| Starwood Property Trust, Inc.                                             | Starwood Property Trust, Inc.                                                     | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    103000 | PA      | $104464.04    | 0.01%             | 2030-10-15      | Fixed         | 6.50%                 | 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        |    139169 | PA      | $136965.96    | 0.02%             | 2029-11-09      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     30000 | PA      | $-547.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WESCO Distribution, Inc.                                                  | WESCO Distribution, Inc.                                                          | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32500.02     | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Graham Packaging Co., Inc.                                                | Graham Packaging Co., Inc., 1st Lien Term Loan                                    | CUSIP: 38469EAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    177000 | PA      | $174983.97    | 0.02%             | 2033-01-26      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| Nabors Industries, Inc.                                                   | Nabors Industries, Inc.                                                           | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37874.96     | 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        |    110000 | PA      | $108005.48    | 0.01%             | 2034-03-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1110000 | PA      | $1115112.56   | 0.13%             | 2056-04-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Rakuten Group, Inc.                                                       | Rakuten Group, Inc.                                                               | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $213119.61    | 0.02%             | 2029-04-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Nordson Corp.                                                                     | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      1117 | NS      | $295834.52    | 0.03%             | 2026-05-19      | Fixed         | 14.03%                | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | UDR, Inc.                                                                         | CUSIP: 06370D795<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      3368 | NS      | $114968.90    | 0.01%             | 2026-05-05      | Fixed         | 23.27%                | No            | 2                  | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                  | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79272.57     | 0.01%             | 2036-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Won                                                                       | Won                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | KR        |  25822735 | OU      | $16859.42     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| US Bancorp                                                                | US Bancorp                                                                        | CUSIP: 91159HJW1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    149000 | PA      | $147429.77    | 0.02%             | 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        |    294276 | PA      | $281656.32    | 0.03%             | 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        |      4112 | NS      | $1405440.48   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Unibail-Rodamco-Westfield                                                 | Unibail-Rodamco-Westfield                                                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | EC               | CORP              | FR        |       856 | NS      | $94438.69     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    769000 | PA      | $3450.58      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CBOE Global Markets, Inc.                                                 | CBOE Global Markets, Inc.                                                         | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       174 | NS      | $48906.18     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Duke Energy Carolinas LLC                                                 | Duke Energy Carolinas LLC                                                         | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    132000 | PA      | $134404.09    | 0.02%             | 2030-03-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Outfront Media Capital LLC                                                | Outfront Media Capital LLC                                                        | CUSIP: 69007TAC8<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53065.43     | 0.01%             | 2030-03-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Allianz SE                                                                | Allianz SE (Registered)                                                           | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |      3443 | NS      | $1454043.01   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     81000 | PA      | $1091.71      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Radiate Holdco LLC                                                        | Radiate Holdco LLC, 1st Lien Term Loan                                            | CUSIP: 75025KAM0<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |    247887 | PA      | $219895.95    | 0.03%             | 2029-09-25      | Variable      | 7.28%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140QNUW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1567577 | PA      | $1340217.21   | 0.16%             | 2052-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Edenred SE                                                                | Edenred SE                                                                        | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | EC               | CORP              | FR        |       814 | NS      | $16214.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SV RNO Property Owner 1 LLC                                               | SV RNO Property Owner 1 LLC                                                       | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    301000 | PA      | $297536.26    | 0.03%             | 2031-03-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Brand Industrial Services, Inc.                                           | Brand Industrial Services, Inc.                                                   | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |     27000 | PA      | $24675.65     | 0.00%             | 2030-08-01      | Fixed         | 10.38%                | No            | 2                  | On Loan: No      |
| Garda World Security Corp.                                                | Garda World Security Corp.                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    182000 | PA      | $180095.15    | 0.02%             | 2032-08-01      | Fixed         | 8.25%                 | 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        |   1000000 | PA      | $997501.30    | 0.12%             | 2040-10-15      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                              | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    609000 | PA      | $605498.88    | 0.07%             | 2029-07-23      | Variable      | 4.20%                 | No            | 2                  | On Loan: No      |
| Brookfield Residential Properties, Inc.                                   | Brookfield Residential Properties, Inc.                                           | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    198000 | PA      | $187861.53    | 0.02%             | 2029-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    332367 | PA      | $292594.23    | 0.03%             | 2052-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CoreLogic, Inc.                                                           | CoreLogic, Inc., 1st Lien Term Loan                                               | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    151288 | PA      | $144386.45    | 0.02%             | 2028-06-02      | Variable      | 7.28%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Energy Co.                                             | Berkshire Hathaway Energy Co.                                                     | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     46000 | PA      | $39898.86     | 0.00%             | 2031-05-15      | Fixed         | 1.65%                 | 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        |     66258 | PA      | $66257.55     | 0.01%             | 2041-05-15      | Floating      | 5.31%                 | 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        |    256705 | PA      | $255693.68    | 0.03%             | 2031-05-09      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| Weatherford International Ltd.                                            | Weatherford International Ltd.                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    134000 | PA      | $136917.05    | 0.02%             | 2033-10-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series EE                                                        | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    432000 | PA      | $431805.43    | 0.05%             | 2030-02-15      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC                                                 | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    414000 | PA      | $417524.00    | 0.05%             | 2031-01-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Vale Overseas Ltd.                                                        | Vale Overseas Ltd.                                                                | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    640000 | PA      | $609216.00    | 0.07%             | 2030-07-08      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                         | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      1289 | NS      | $82031.96     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                  | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    644000 | PA      | $621134.78    | 0.07%             | 2029-03-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners LP                                               | Cheniere Energy Partners LP                                                       | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    688000 | PA      | $684990.68    | 0.08%             | 2029-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| New Mountain CLO 2 Ltd.                                                   | New Mountain CLO 2 Ltd., Series CLO-2A, Class A1R                                 | CUSIP: 64754LAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000599.90   | 0.12%             | 2038-01-15      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDIT                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   5837612 | PA      | $38196.84     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Interstate Power & Light Co.                                              | Interstate Power & Light Co.                                                      | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     82000 | PA      | $80684.07     | 0.01%             | 2034-09-30      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Brown-Forman Corp.                                                        | Brown-Forman Corp., Class B                                                       | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      3974 | NS      | $105072.56    | 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        |     50000 | PA      | $49810.06     | 0.01%             | 2029-09-15      | Fixed         | 6.60%                 | 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        |    200000 | PA      | $198282.58    | 0.02%             | 2031-01-30      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Fedex Freight Holding Co., Inc.                                           | Fedex Freight Holding Co., Inc.                                                   | CUSIP: 314352AA3<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    890000 | PA      | $879327.85    | 0.10%             | 2029-03-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Invitation Homes Operating Partnership LP                                 | Invitation Homes Operating Partnership LP                                         | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     77000 | PA      | $73480.07     | 0.01%             | 2035-02-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| FTAI Aviation Investors LLC                                               | FTAI Aviation Investors LLC                                                       | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    232000 | PA      | $237830.16    | 0.03%             | 2031-05-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                | CUSIP: 3132DUFM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16129 | PA      | $16771.53     | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Genesee & Wyoming, Inc.                                                   | Genesee & Wyoming, Inc., 1st Lien Term Loan                                       | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |    351259 | PA      | $349320.25    | 0.04%             | 2031-04-10      | Variable      | 5.45%                 | No            | 2                  | On Loan: No      |
| VS Buyer LLC                                                              | VS Buyer LLC, 1st Lien Term Loan                                                  | CUSIP: 91834WAG5<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |     79696 | PA      | $77703.46     | 0.01%             | 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        |    232000 | PA      | $217500.00    | 0.03%             | 2029-01-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                          | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    103000 | PA      | $107117.46    | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Cigna Group (The)                                                         | Cigna Group (The)                                                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      1272 | NS      | $339306.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Pikes Peak CLO 18                                                         | Pikes Peak CLO 18, Series 2025-18A, Class A1                                      | CUSIP: 720916AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1747858.18   | 0.20%             | 2038-04-20      | Floating      | 4.89%                 | 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        |   1000000 | PA      | $1000506.00   | 0.12%             | 2042-10-15      | Floating      | 5.46%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                  | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    786000 | PA      | $799157.64    | 0.09%             | 2030-05-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Charter Communications, Inc., Series GMTR                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       678 | NS      | $148056.34    | 0.02%             | 2026-04-21      | Fixed         | 33.23%                | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                             | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      2160 | NS      | $360089.69    | 0.04%             | 2026-05-20      | Fixed         | 20.77%                | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                | Pacific Gas & Electric Co.                                                        | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    472000 | PA      | $483653.42    | 0.06%             | 2034-05-15      | Fixed         | 5.80%                 | 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        |   1850000 | PA      | $1849524.55   | 0.21%             | 2038-10-15      | Floating      | 4.91%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    268000 | PA      | $264295.00    | 0.03%             | 2029-06-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| SailPoint, Inc.                                                           | SailPoint, Inc.                                                                   | CUSIP: 78781J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4564 | NS      | $60427.36     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| F5, Inc.                                                                  | F5, Inc.                                                                          | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       247 | NS      | $71464.51     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Bank of Canada                                                      | Simon Property Group, Inc.                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       714 | NS      | $134883.12    | 0.02%             | 2026-04-24      | Fixed         | 19.67%                | No            | 2                  | On Loan: No      |
| TC Energy Corp.                                                           | TC Energy Corp.                                                                   | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |      1441 | NS      | $90206.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nutrien Ltd.                                                              | Nutrien Ltd.                                                                      | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     18000 | PA      | $18148.50     | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Great Canadian Gaming Corp.                                               | Great Canadian Gaming Corp.                                                       | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |    101000 | PA      | $98536.26     | 0.01%             | 2029-11-15      | Fixed         | 8.75%                 | No            | 2                  | 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        |     60000 | PA      | $59187.60     | 0.01%             | 2028-05-01      | Variable      | 5.79%                 | No            | 2                  | On Loan: No      |
| Glencore Funding LLC                                                      | Glencore Funding LLC                                                              | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    644000 | PA      | $657392.25    | 0.08%             | 2029-04-04      | Fixed         | 5.37%                 | 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        |    303535 | PA      | $293321.37    | 0.03%             | 2031-09-15      | Variable      | 6.17%                 | 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        |    263550 | PA      | $261684.09    | 0.03%             | 2030-11-29      | Variable      | 6.17%                 | 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        |    424953 | PA      | $84399.85     | 0.01%             | 2029-05-25      | Variable      | 8.43%                 | 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        |   1000000 | PA      | $1002873.30   | 0.12%             | 2047-06-13      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| Qnity Electronics, Inc.                                                   | Qnity Electronics, Inc., 1st Lien Term Loan                                       | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |    293265 | PA      | $292531.84    | 0.03%             | 2032-10-29      | Variable      | 5.67%                 | 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        |     60000 | PA      | $54780.00     | 0.01%             | 2031-03-21      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| Sixth Street CLO XX Ltd.                                                  | Sixth Street CLO XX Ltd., Series 2021-20A, Class BR                               | CUSIP: 83012QAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750937.35    | 0.09%             | 2038-07-17      | Floating      | 5.32%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140LYNW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79560 | PA      | $69214.06     | 0.01%             | 2041-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 21H052645<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    964000 | PA      | $970139.47    | 0.11%             | 2056-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Shift4 Payments LLC                                                       | Shift4 Payments LLC                                                               | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |    156000 | PA      | $153401.83    | 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        |    289463 | PA      | $231408.31    | 0.03%             | 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        |     55860 | PA      | $56296.27     | 0.01%             | 2032-04-07      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                          | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    335000 | PA      | $338054.82    | 0.04%             | 2028-11-26      | Variable      | 5.09%                 | No            | 2                  | On Loan: No      |
| Target Corp.                                                              | Target Corp.                                                                      | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      5723 | NS      | $693627.60    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                             | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    340000 | PA      | $341478.15    | 0.04%             | 2029-05-09      | Variable      | 4.62%                 | No            | 2                  | On Loan: No      |
| Esab Corp.                                                                | Esab Corp.                                                                        | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     92000 | PA      | $92644.92     | 0.01%             | 2031-04-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Biomarin Pharmaceutical                                                   | Biomarin Pharmaceutical, 1st Lien Term Loan B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    143000 | PA      | $142553.84    | 0.02%             | 2033-01-28      | Variable      | 5.17%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    112000 | PA      | $113349.31    | 0.01%             | 2030-07-23      | Variable      | 5.05%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 3618N5A25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    283331 | PA      | $274250.87    | 0.03%             | 2054-11-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Australian Dollar                                                         | Australian Dollar                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |     10133 | OU      | $6991.17      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                              | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     76000 | PA      | $72313.65     | 0.01%             | 2029-06-01      | Variable      | 2.07%                 | No            | 2                  | On Loan: No      |
| Welltower OP LLC                                                          | Welltower OP LLC                                                                  | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    970000 | PA      | $970298.88    | 0.11%             | 2030-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                           | Intercontinental Exchange, Inc.                                                   | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    384000 | PA      | $377907.84    | 0.04%             | 2028-09-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Banner Health                                                             | Banner Health                                                                     | CUSIP: 06654DAD9<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    128000 | PA      | $113864.38    | 0.01%             | 2031-01-01      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Mavis Tire Express Services Topco Corp.                                   | Mavis Tire Express Services Topco Corp., 1st Lien Term Loan                       | CUSIP: 57777YAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    328458 | PA      | $327925.45    | 0.04%             | 2028-05-04      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| ConocoPhillips                                                            | ConocoPhillips                                                                    | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      9980 | NS      | $1317360.00   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 21H050649<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    719000 | PA      | $712027.38    | 0.08%             | 2056-04-15      | Fixed         | 5.00%                 | No            | 2                  | 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        |     98505 | PA      | $98489.24     | 0.01%             | 2031-01-22      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| NYC Trust                                                                 | NYC Trust, Series 2025-77C, Class A                                               | CUSIP: 67123LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1360000 | PA      | $1349112.11   | 0.16%             | 2036-01-10      | Variable      | 4.79%                 | No            | 2                  | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                 | Aptiv Swiss Holdings Ltd.                                                         | CUSIP: 03837AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    200000 | PA      | $204082.09    | 0.02%             | 2034-09-13      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| American Electric Power Co., Inc.                                         | American Electric Power Co., Inc.                                                 | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       950 | NS      | $124526.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                              | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    525000 | PA      | $534154.55    | 0.06%             | 2028-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| LABL, Inc.                                                                | LABL, Inc., 1st Lien Term Loan B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    305018 | PA      | $152508.97    | 0.02%             | 2028-10-30      | Variable      | 8.77%                 | No            | 3                  | 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        |    906642 | PA      | $906783.09    | 0.11%             | 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        |       899 | NS      | $40455.00     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Primaris REIT                                                             | Primaris REIT                                                                     | CUSIP: 74167K109<br>LEI: 549300WUM45OXSEVOT03 | Long             | EC               | CORP              | CA        |      7082 | NS      | $87818.63     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Montreal                                                          | Costco Wholesale Corp.                                                            | CUSIP: 06370F451<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       568 | NS      | $559079.40    | 0.06%             | 2026-05-15      | Fixed         | 14.29%                | No            | 2                  | On Loan: No      |
| QuidelOrtho Corp.                                                         | QuidelOrtho Corp., 1st Lien Term Loan B                                           | CUSIP: 74840YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    175120 | PA      | $174736.49    | 0.02%             | 2032-08-20      | Variable      | 7.67%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                    | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66247.75     | 0.01%             | 2030-04-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association                                             | CUSIP: 3140HXV72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204000 | PA      | $187865.49    | 0.02%             | 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        |     50000 | PA      | $51522.80     | 0.01%             | 2032-03-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Viper Energy Partners LLC                                                 | Viper Energy Partners LLC                                                         | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    195000 | PA      | $194871.30    | 0.02%             | 2030-08-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Veritas Newco                                                             | Veritas Newco, Series G-1                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       118 | NS      | $2245.42      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Palmer Square CLO Ltd.                                                    | Palmer Square CLO Ltd., Series 2021-4A, Class A1R                                 | CUSIP: 69702EAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3450000 | PA      | $3452536.10   | 0.40%             | 2038-07-15      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| KeyBank NA                                                                | Keybank National Association                                                      | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245776.03    | 0.03%             | 2032-08-08      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Broadridge Financial Solutions, Inc.                                      | Broadridge Financial Solutions, Inc.                                              | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       444 | NS      | $72141.12     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Crowdstrike Holdings, Inc.                                                        | CUSIP: 60701C844<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |        98 | NS      | $38467.14     | 0.00%             | 2026-04-15      | Fixed         | 20.37%                | No            | 2                  | On Loan: No      |
| HOMES Trust                                                               | Homes Trust, Series 2025-NQM3, Class A1                                           | CUSIP: 40446GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    542252 | PA      | $544918.41    | 0.06%             | 2070-02-25      | Variable      | 5.63%                 | No            | 2                  | On Loan: No      |
| Charles Schwab Corp. (The)                                                | Charles Schwab Corp. (The)                                                        | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      7447 | NS      | $699869.06    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Southern Copper Corp.                                                     | Southern Copper Corp.                                                             | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |       467 | NS      | $80352.02     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 21H020642<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    766000 | PA      | $632608.28    | 0.07%             | 2056-04-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                               | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50918.72     | 0.01%             | 2034-10-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                  | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    162000 | PA      | $159800.75    | 0.02%             | 2034-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CMG Media Corp.                                                           | CMG Media Corp.                                                                   | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $27669.38     | 0.00%             | 2029-06-18      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Everpure, Inc.                                                            | Everpure, Inc., Class A                                                           | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |       689 | NS      | $40678.56     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lennar Corp.                                                              | Lennar Corp., Class A                                                             | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      1060 | NS      | $92050.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Tenneco, Inc.                                                             | Tenneco, Inc., 1st Lien Term Loan B                                               | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    185000 | PA      | $180047.55    | 0.02%             | 2028-11-17      | Variable      | 8.76%                 | No            | 2                  | On Loan: No      |
| FTAI Aviation Investors LLC                                               | FTAI Aviation Investors LLC                                                       | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    106000 | PA      | $103709.18    | 0.01%             | 2033-04-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                             | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     91000 | PA      | $89861.09     | 0.01%             | 2032-02-06      | Variable      | 4.46%                 | No            | 2                  | On Loan: No      |
| LQR Trust                                                                 | LQR Trust, Series 2025-CALI, Class A                                              | CUSIP: 50216WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    894000 | PA      | $887880.03    | 0.10%             | 2043-01-15      | Floating      | 5.27%                 | No            | 2                  | On Loan: No      |
| Philip Morris International, Inc.                                         | Philip Morris International, Inc.                                                 | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    341000 | PA      | $342550.23    | 0.04%             | 2031-11-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| FedEx Corp.                                                               | FedEx Corp.                                                                       | CUSIP: 31428XCD6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    105000 | PA      | $94552.39     | 0.01%             | 2031-05-15      | Fixed         | 2.40%                 | 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        |    381947 | PA      | $380850.57    | 0.04%             | 2030-06-20      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| AIB Group plc                                                             | AIB Group plc                                                                     | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |      7917 | NS      | $84514.87     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| RHP Hotel Properties LP                                                   | RHP Hotel Properties LP                                                           | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    227000 | PA      | $231148.65    | 0.03%             | 2033-06-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    436000 | PA      | $1629.34      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC                                 | Oryx Midstream Services Permian Basin LLC, 1st Lien Term Loan                     | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |    263847 | PA      | $263921.12    | 0.03%             | 2028-10-05      | Variable      | 5.93%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association, Series 2020-146                         | CUSIP: 38382KVC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1775891 | PA      | $333475.88    | 0.04%             | 2050-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    556000 | PA      | $528000.48    | 0.06%             | 2030-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Akamai Technologies, Inc.                                                 | Akamai Technologies, Inc.                                                         | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       845 | NS      | $97048.25     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Avery Dennison Corp.                                                      | Avery Dennison Corp.                                                              | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       437 | NS      | $75461.16     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AerCap Ireland Capital DAC                                                | AerCap Ireland Capital DAC                                                        | CUSIP: 00774MBR5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    150000 | PA      | $147320.77    | 0.02%             | 2030-11-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Ashton Woods USA LLC                                                      | Ashton Woods USA LLC                                                              | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $61256.57     | 0.01%             | 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        |      1400 | NS      | $51428.69     | 0.01%             |  |  |  | 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        |    256394 | PA      | $241331.32    | 0.03%             | 2031-12-09      | Variable      | 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        |      9494 | NS      | $163382.91    | 0.02%             | 2026-04-22      | Fixed         | 26.33%                | No            | 2                  | On Loan: No      |
| LYB International Finance II BV                                           | LYB International Finance II BV                                                   | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |     17000 | PA      | $16833.13     | 0.00%             | 2027-03-02      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BlackRock Funds V                                                         | BlackRock Floating Rate Income Portfolio, Class K Shares                          | CUSIP: 09260B739<br>LEI: NKCTR56VMOQV9WKO8Q71 | Long             |  | RF                | US        |     34816 | NS      | $325177.09    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    709000 | PA      | $589.96       | 0.00%             |  |  |  | No            | 2                  | 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        |    131000 | PA      | $131082.53    | 0.02%             | 2032-09-24      | Variable      | 5.68%                 | No            | 2                  | On Loan: No      |
| Roche Holding AG                                                          | Roche Holding AG                                                                  | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |       109 | NS      | $45165.48     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Targa Resources Corp.                                                     | Targa Resources Corp.                                                             | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18153.87     | 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        |   1500000 | PA      | $1499500.80   | 0.17%             | 2037-10-22      | Floating      | 5.32%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                                            | Southern California Edison Co., Series G                                          | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    237000 | PA      | $211675.47    | 0.02%             | 2031-06-01      | Fixed         | 2.50%                 | 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        |    364000 | PA      | $363621.44    | 0.04%             | 2032-03-29      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| Allison Transmission, Inc.                                                | Allison Transmission, Inc., 1st Lien Term Loan                                    | CUSIP: 01973KAJ5<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | LON              | CORP              | US        |    165000 | PA      | $165412.50    | 0.02%             | 2033-01-03      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | Walmart, Inc.                                                                     | CUSIP: 06370F261<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      3590 | NS      | $447847.88    | 0.05%             | 2026-04-29      | Fixed         | 18.65%                | No            | 2                  | On Loan: No      |
| Santander UK Group Holdings plc                                           | Santander UK Group Holdings plc                                                   | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    632000 | PA      | $652102.21    | 0.08%             | 2029-01-10      | Variable      | 6.53%                 | No            | 2                  | On Loan: No      |
| Prologis LP                                                               | Prologis LP                                                                       | CUSIP: 74340XCQ2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21216.32     | 0.00%             | 2031-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 3618N5ES4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    113226 | PA      | $106141.60    | 0.01%             | 2055-01-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Goat Holdco LLC                                                           | Goat Holdco LLC                                                                   | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132000 | PA      | $132809.03    | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F030447<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |     -4000 | PA      | $-3819.87     | -0.00%            | 2041-04-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140XP2W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    931826 | PA      | $896256.02    | 0.10%             | 2051-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MFA Trust                                                                 | MFA Trust, Series 2026-NQM1, Class A1                                             | CUSIP: 55287YAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $993904.10    | 0.12%             | 2071-02-25      | Variable      | 5.05%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     77000 | PA      | $78475.68     | 0.01%             | 2034-09-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    157000 | PA      | $161462.88    | 0.02%             | 2030-12-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Dayforce Bidco LLC                                                        | Dayforce Bidco LLC, 1st Lien Term Loan                                            | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    225000 | PA      | $212562.00    | 0.02%             | 2033-02-04      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| RealTruck Group, Inc.                                                     | RealTruck Group, Inc., 1st Lien Term Loan                                         | CUSIP: 89778PAG2<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |     34542 | PA      | $23175.84     | 0.00%             | 2028-01-31      | Variable      | 7.68%                 | No            | 2                  | On Loan: No      |
| Asbury Automotive Group, Inc.                                             | Asbury Automotive Group, Inc.                                                     | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     72000 | PA      | $68184.87     | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                        | Banco Bilbao Vizcaya Argentaria SA                                                | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |     42123 | NS      | $909838.65    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Sabre Financial Borrower LLC                                              | Sabre Financial Borrower LLC                                                      | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $122798.76    | 0.01%             | 2029-06-15      | Fixed         | 11.12%                | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                | CUSIP: 3132DT6G0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    176053 | PA      | $182405.60    | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Philip Morris International, Inc.                                         | Philip Morris International, Inc.                                                 | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    168000 | PA      | $164440.30    | 0.02%             | 2030-10-29      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Veolia Environnement SA                                                   | Veolia Environnement SA                                                           | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |      2143 | NS      | $81618.33     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                  | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    171000 | PA      | $153074.69    | 0.02%             | 2034-05-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Transmission LLC                                              | FirstEnergy Transmission LLC                                                      | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    246000 | PA      | $245614.55    | 0.03%             | 2030-01-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Anywhere Real Estate Group LLC                                            | Anywhere Real Estate Group LLC                                                    | CUSIP: 75606DAS0<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27037.56     | 0.00%             | 2030-04-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $712681.94    | 0.08%             | 2056-05-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                                                 | OAK-Eagle Acquireco, Inc.                                                         | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    163000 | PA      | $168883.39    | 0.02%             | 2033-07-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Gray Media, Inc.                                                          | Gray Media, Inc.                                                                  | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    107000 | PA      | $107820.80    | 0.01%             | 2033-08-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Teledyne Technologies, Inc.                                               | Teledyne Technologies, Inc.                                                       | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       116 | NS      | $70181.16     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| DCC plc                                                                   | DCC plc                                                                           | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |       334 | NS      | $20686.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F022444<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |     -2000 | PA      | $-1888.97     | -0.00%            | 2041-04-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fidelity National Information Services, Inc.                              | Fidelity National Information Services, Inc.                                      | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74411.34     | 0.01%             | 2031-03-10      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Fortrex Holdings LLC                                                      | Fortrex Holdings LLC                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       498 | NS      | $14442.00     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Quartz AcquireCo LLC                                                      | Quartz AcquireCo LLC, 1st Lien Term Loan B2                                       | CUSIP: 74773KAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    173416 | PA      | $143935.49    | 0.02%             | 2030-06-28      | Variable      | 5.95%                 | No            | 3                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F060642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    949000 | PA      | $967342.27    | 0.11%             | 2056-04-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Berry Global, Inc.                                                        | Berry Global, Inc.                                                                | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    351000 | PA      | $363325.43    | 0.04%             | 2031-06-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                          | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28715.09     | 0.00%             | 2028-12-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                        | VICI Properties LP                                                                | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    649000 | PA      | $649586.49    | 0.08%             | 2028-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Ameren Corp.                                                              | Ameren Corp.                                                                      | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      1745 | NS      | $191810.40    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Toyota Motor Corp.                                                        | Toyota Motor Corp.                                                                | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |     15000 | NS      | $311810.24    | 0.04%             |  |  |  | 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        |     96504 | PA      | $96760.69     | 0.01%             | 2032-04-01      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Foreign Exchange EUR/USD                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -19 | NC      | $10592.75     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Coca-Cola Co. (The)                                                       | Coca-Cola Co. (The)                                                               | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     15850 | NS      | $1205392.50   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Bank of Canada                                                      | Berkshire Hathaway, Inc.                                                          | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       393 | NS      | $189569.49    | 0.02%             | 2026-05-08      | Fixed         | 8.84%                 | No            | 2                  | On Loan: No      |
| Reworld Holding Corp.                                                     | Reworld Holding Corp., 1st Lien Term Loan                                         | CUSIP: 22282GAR8<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |     66832 | PA      | $66623.98     | 0.01%             | 2031-01-15      | Variable      | 5.93%                 | No            | 2                  | On Loan: No      |
| USA Compression Partners LP                                               | USA Compression Partners LP                                                       | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $63798.72     | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| HDFC Bank Ltd.                                                            | HDFC Bank Ltd.                                                                    | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |     19371 | NS      | $481950.48    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Quikrete Holdings, Inc.                                                   | Quikrete Holdings, Inc.                                                           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    205000 | PA      | $208206.20    | 0.02%             | 2033-03-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140W3R43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    411184 | PA      | $419873.71    | 0.05%             | 2055-07-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 21H040640<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -113000 | PA      | $-105833.11   | -0.01%            | 2056-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Henkel AG & Co. KGaA                                                      | Henkel AG & Co. KGaA                                                              | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EC               | CORP              | DE        |       359 | NS      | $25787.12     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DuPont de Nemours, Inc.                                                   | DuPont de Nemours, Inc.                                                           | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       871 | NS      | $39891.80     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Caterpillar, Inc.                                                         | Caterpillar, Inc.                                                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       184 | NS      | $130356.64    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| System Energy Resources, Inc.                                             | System Energy Resources, Inc.                                                     | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $79790.27     | 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        |     97000 | PA      | $95666.25     | 0.01%             | 2032-11-15      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| CMS Energy Corp.                                                          | CMS Energy Corp.                                                                  | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     18546 | NS      | $1438798.68   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    770000 | PA      | $794401.89    | 0.09%             | 2030-04-25      | Variable      | 5.73%                 | No            | 2                  | On Loan: No      |
| Honeywell Aerospace, Inc.                                                 | Honeywell Aerospace, Inc.                                                         | CUSIP: 43849RAA3<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62536.07     | 0.01%             | 2028-03-16      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Standard Building Solutions, Inc.                                         | Standard Building Solutions, Inc.                                                 | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    117000 | PA      | $115684.39    | 0.01%             | 2033-08-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Baxter International, Inc.                                                | Baxter International, Inc.                                                        | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     63000 | PA      | $60390.48     | 0.01%             | 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        |     32000 | PA      | $31759.10     | 0.00%             | 2033-02-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                | CUSIP: 3133KYVX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119532 | PA      | $100741.20    | 0.01%             | 2041-10-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                   | ABB Ltd.                                                                          | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      2657 | NS      | $213229.48    | 0.02%             | 2026-05-06      | Fixed         | 23.63%                | No            | 2                  | On Loan: No      |
| L3Harris Technologies, Inc.                                               | L3Harris Technologies, Inc.                                                       | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       432 | NS      | $149104.80    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Azorra Finance Ltd.                                                       | Azorra Finance Ltd.                                                               | CUSIP: 05480AAC9<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     17000 | PA      | $15800.37     | 0.00%             | 2034-02-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                       | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      1318 | NS      | $228607.10    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                      | Anheuser-Busch InBev Worldwide, Inc.                                              | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    156000 | PA      | $157983.08    | 0.02%             | 2029-01-23      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Carnival Corp.                                                            | Carnival Corp.                                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    355000 | PA      | $354884.55    | 0.04%             | 2032-08-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| TJX Cos., Inc. (The)                                                      | TJX Cos., Inc. (The)                                                              | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      4554 | NS      | $727273.80    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F030645<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    929000 | PA      | $815828.71    | 0.09%             | 2056-04-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc., 1st Lien Term Loan                                              | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |    289070 | PA      | $289384.66    | 0.03%             | 2031-04-16      | Variable      | 5.52%                 | No            | 2                  | On Loan: No      |
| Welltower, Inc.                                                           | Welltower, Inc.                                                                   | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |      1863 | NS      | $368333.73    | 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        |     95852 | PA      | $60626.32     | 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        |    186000 | PA      | $186516.71    | 0.02%             | 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        |    995000 | PA      | $1000238.87   | 0.12%             | 2042-12-13      | Variable      | 5.03%                 | 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        |        -5 | NC      | $8508.43      | 0.00%             |  |  |  | No            | 1                  | 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        |     86348 | PA      | $85862.23     | 0.01%             | 2031-10-09      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| Coterra Energy, Inc.                                                      | Coterra Energy, Inc.                                                              | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      9320 | NS      | $327504.80    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Asurion LLC                                                               | Asurion LLC, 1st Lien Term Loan B12                                               | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     79321 | PA      | $78414.33     | 0.01%             | 2030-09-19      | Variable      | 7.92%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 3618N5PK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    272935 | PA      | $277689.08    | 0.03%             | 2055-06-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Chobani LLC                                                               | Chobani LLC, 1st Lien Term Loan                                                   | CUSIP: 17026YAL3<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |    292268 | PA      | $292144.75    | 0.03%             | 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        |     25000 | PA      | $25546.41     | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| HUB International Ltd.                                                    | HUB International Ltd.                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    605000 | PA      | $619764.42    | 0.07%             | 2030-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     40000 | PA      | $-749.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GCAT Trust                                                                | GCAT Trust, Series 2025-NQM3, Class A1                                            | CUSIP: 36171MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    861539 | PA      | $864753.89    | 0.10%             | 2070-05-25      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Learfield Communications LLC                                              | Learfield Communications LLC                                                      | CUSIP: N/A<br>LEI: 549300177GK4LMS8T214       | Long             | EC               | CORP              | US        |       571 | NS      | $63952.00     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Sunrise Financing Partnership                                             | Sunrise Financing Partnership, Facility 1st Lien Term Loan B                      | CUSIP: N9000DAK3<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |     80000 | PA      | $79375.20     | 0.01%             | 2032-02-16      | Variable      | 6.10%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                    | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    660000 | PA      | $653339.61    | 0.08%             | 2030-01-09      | Variable      | 4.24%                 | 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        |    281496 | PA      | $270905.79    | 0.03%             | 2031-07-16      | Variable      | 6.45%                 | No            | 2                  | On Loan: No      |
| Transcontinental Gas Pipe Line Co. LLC                                    | Transcontinental Gas Pipe Line Co. LLC                                            | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    223000 | PA      | $211978.13    | 0.02%             | 2030-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Wolverine Escrow LLC                                                      | Wolverine Escrow LLC                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     92000 | PA      | $0.01         | 0.00%             | 2026-11-15      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| Concentra Health Services, Inc.                                           | Concentra Health Services, Inc.                                                   | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |     63000 | PA      | $65133.43     | 0.01%             | 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        |    373296 | PA      | $368157.69    | 0.04%             | 2057-09-24      | Variable      | 3.90%                 | No            | 2                  | On Loan: No      |
| Simon Property Group LP                                                   | Simon Property Group LP                                                           | CUSIP: 828807DZ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    540000 | PA      | $536937.19    | 0.06%             | 2030-10-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| MF1 LLC                                                                   | MF1 LLC, Series 2026-FL21, Class A                                                | CUSIP: 55287NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $996281.70    | 0.12%             | 2041-02-18      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| Hertz Corp. (The)                                                         | Hertz Corp. (The)                                                                 | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     29000 | PA      | $25446.16     | 0.00%             | 2029-07-15      | Fixed         | 12.62%                | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 21H030641<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    777000 | PA      | $693545.16    | 0.08%             | 2056-04-15      | Fixed         | 3.00%                 | No            | 2                  | 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        |   1000000 | PA      | $999677.20    | 0.12%             | 2037-10-22      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| HealthEquity, Inc.                                                        | HealthEquity, Inc.                                                                | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    169000 | PA      | $163505.29    | 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        |    180392 | PA      | $178813.67    | 0.02%             | 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        |    683000 | PA      | $674877.34    | 0.08%             | 2026-09-20      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| 3M Co.                                                                    | 3M Co.                                                                            | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    575000 | PA      | $581157.58    | 0.07%             | 2030-03-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 3622ADXP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    117691 | PA      | $119527.70    | 0.01%             | 2055-04-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| PRKCM Trust                                                               | PRKCM Trust, Series 2022-AFC2, Class A1                                           | CUSIP: 69377TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    612080 | PA      | $610266.97    | 0.07%             | 2057-08-25      | Variable      | 5.33%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                          | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    156000 | PA      | $156293.51    | 0.02%             | 2027-07-23      | Variable      | 5.10%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1289000 | PA      | $1164402.55   | 0.14%             | 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        |     58000 | PA      | $58756.72     | 0.01%             | 2030-08-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| iShares Trust                                                             | iShares Broad USD High Yield Corporate Bond ETF                                   | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Long             |  | RF                | US        |    269775 | NS      | $9938511.00   | 1.16%             |  |  |  | No            | 1                  | On Loan: —       |
| Singapore Dollar                                                          | Singapore Dollar                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SG        |      1552 | OU      | $1207.03      | 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        |      2660 | NS      | $69292.07     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Diamondback Energy, Inc.                                                  | Diamondback Energy, Inc.                                                          | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    375000 | PA      | $382634.38    | 0.04%             | 2030-01-30      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | U.S. Treasury 2-Year Note                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         8 | NC      | $-2066.16     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PAREXEL International Corp.                                               | PAREXEL International Corp., 1st Lien Term Loan                                   | CUSIP: 71911KAF1<br>LEI: 549300GCZVUYB6P2OA17 | Long             | LON              | CORP              | US        |     44219 | PA      | $44034.40     | 0.01%             | 2031-12-12      | Variable      | 6.42%                 | 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        |    182534 | PA      | $182090.11    | 0.02%             | 2030-03-18      | Variable      | 6.70%                 | No            | 2                  | On Loan: No      |
| UKG, Inc.                                                                 | UKG, Inc.                                                                         | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     84000 | PA      | $82094.50     | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Tenneco, Inc.                                                             | Tenneco, Inc.                                                                     | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109608.76    | 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        |    134000 | PA      | $132262.40    | 0.02%             | 2029-03-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                | CUSIP: 3133KYV48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    116640 | PA      | $101433.09    | 0.01%             | 2041-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 36179WZA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    449753 | PA      | $401808.69    | 0.05%             | 2052-03-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Finastra USA, Inc.                                                        | Finastra USA, Inc., 1st Lien Term Loan                                            | CUSIP: 31772YAD8<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |    254000 | PA      | $238125.00    | 0.03%             | 2032-09-15      | Variable      | 7.67%                 | No            | 2                  | On Loan: No      |
| TRQ Sales LLC                                                             | TRQ Sales LLC, 1st Lien Term Loan                                                 | CUSIP: 89776TAB7<br>LEI: 254900RI25V4FBT02P38 | Long             | LON              | CORP              | US        |    137000 | PA      | $132462.56    | 0.02%             | 2032-12-30      | Variable      | 6.94%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Banco Bilbao Vizcaya Argentaria SA, Series DmsZ                                   | CUSIP: 61780B335<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      4898 | NS      | $99566.15     | 0.01%             | 2026-04-01      | Fixed         | 20.67%                | 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        |    106219 | PA      | $21952.19     | 0.00%             | 2030-01-24      | Variable      | 4.80%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    187000 | PA      | $190611.53    | 0.02%             | 2030-02-10      | Variable      | 6.85%                 | No            | 2                  | On Loan: No      |
| Mitsui Fudosan Co. Ltd.                                                   | Mitsui Fudosan Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |     30100 | NS      | $320879.20    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Insulet Corp.                                                             | Insulet Corp.                                                                     | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     71000 | PA      | $72469.84     | 0.01%             | 2033-04-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | Safran SA                                                                         | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       623 | NS      | $204206.38    | 0.02%             | 2026-05-06      | Fixed         | 18.32%                | 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        |    127000 | PA      | $126787.91    | 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        |      6374 | NS      | $920660.56    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    710000 | PA      | $706295.42    | 0.08%             | 2029-09-06      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE, Series BSKD                                             | CUSIP: 61780B392<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       802 | NS      | $164897.09    | 0.02%             | 2026-04-15      | Fixed         | 24.39%                | No            | 2                  | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                     | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |      3967 | NS      | $284607.68    | 0.03%             |  |  |  | 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        |    103601 | PA      | $100407.43    | 0.01%             | 2027-10-01      | Variable      | 7.80%                 | 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        |     82792 | PA      | $83128.64     | 0.01%             | 2032-10-01      | Variable      | 6.69%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                        | General Motors Financial Co., Inc.                                                | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    465000 | PA      | $467316.71    | 0.05%             | 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        |    236322 | PA      | $228937.23    | 0.03%             | 2031-02-06      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                         | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    402000 | PA      | $395527.56    | 0.05%             | 2031-01-31      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136341.93    | 0.02%             | 2030-04-15      | Fixed         | 3.88%                 | 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        |     87000 | PA      | $83012.79     | 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        |    276000 | PA      | $269238.00    | 0.03%             | 2032-10-01      | Variable      | 7.41%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Rollins, Inc.                                                                     | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      6801 | NS      | $364566.50    | 0.04%             | 2026-05-13      | Fixed         | 15.46%                | No            | 2                  | On Loan: No      |
| Performance Food Group, Inc.                                              | Performance Food Group, Inc.                                                      | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     97000 | PA      | $97179.16     | 0.01%             | 2032-09-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Wilsonart LLC                                                             | Wilsonart LLC, 1st Lien Term Loan                                                 | CUSIP: 97246FAM8<br>LEI: 549300SAZRUMYKDJBY14 | Long             | LON              | CORP              | US        |    302361 | PA      | $262298.49    | 0.03%             | 2031-08-05      | Variable      | 7.95%                 | No            | 2                  | On Loan: No      |
| Georgia Power Co.                                                         | Georgia Power Co.                                                                 | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28593.26     | 0.00%             | 2034-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Fiserv, Inc.                                                              | Fiserv, Inc.                                                                      | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47440.49     | 0.01%             | 2033-08-21      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| BlackRock Allocation Target Shares                                        | BlackRock Allocation Target Shares- High Income Taxable Series, Class A           | CUSIP: 092480706<br>LEI: 5493001N6IPQ853IL862 | Long             |  | RF                | US        |    747032 | NS      | $7134152.77   | 0.83%             |  |  |  | No            | N/A                | On Loan: No      |
| Fortress Intermediate 3, Inc.                                             | Fortress Intermediate 3, Inc.                                                     | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    123000 | PA      | $122243.37    | 0.01%             | 2031-06-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Amneal Pharmaceuticals LLC                                                | Amneal Pharmaceuticals LLC                                                        | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |     74000 | PA      | $76179.15     | 0.01%             | 2032-08-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Domino's Pizza, Inc.                                                      | Domino's Pizza, Inc.                                                              | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       123 | NS      | $44131.17     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                      | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $194415.59    | 0.02%             | 2035-02-05      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                   | Roper Technologies, Inc.                                                          | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      1169 | NS      | $466707.68    | 0.05%             | 2026-04-17      | Fixed         | 27.78%                | No            | 2                  | On Loan: No      |
| Diameter Capital CLO 12 Ltd.                                              | Diameter Capital CLO 12 Ltd., Series 2025-12A, Class A                            | CUSIP: 25255YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1998932.80   | 0.23%             | 2038-10-20      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1390000 | PA      | $1356.03      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kaiser Aluminum Corp.                                                     | Kaiser Aluminum Corp.                                                             | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    198000 | PA      | $187057.87    | 0.02%             | 2031-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ICON Luxembourg SARL                                                      | ICON Luxembourg SARL, 1st Lien Term Loan                                          | CUSIP: L5000DAE7<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |     43866 | PA      | $43884.83     | 0.01%             | 2028-07-03      | Variable      | 5.70%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1488000 | PA      | $1467356.44   | 0.17%             | 2056-04-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Advanced Micro Devices, Inc.                                                      | CUSIP: 60701C760<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |       820 | NS      | $167062.39    | 0.02%             | 2026-04-03      | Fixed         | 27.65%                | No            | 2                  | On Loan: No      |
| Chord Energy Corp.                                                        | Chord Energy Corp.                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33038.15     | 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        |   1000000 | PA      | $1000098.20   | 0.12%             | 2040-01-15      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| Illuminate Buyer LLC                                                      | Illuminate Buyer LLC                                                              | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $3002.42      | 0.00%             | 2028-07-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Endesa SA                                                                 | Endesa SA                                                                         | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |      1077 | NS      | $44914.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                  | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    575000 | PA      | $565359.44    | 0.07%             | 2031-12-10      | Variable      | 4.47%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2021-22A, Class AR                                           | CUSIP: 67117TAN5<br>LEI: 254900PS626FB00CVF06 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000155.80   | 0.12%             | 2037-10-20      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                   | Energizer Holdings, Inc.                                                          | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      1322 | NS      | $219121.37    | 0.03%             | 2026-04-17      | Fixed         | 33.59%                | 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        |   1146000 | PA      | $1138837.50   | 0.13%             | 2042-02-15      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                                       | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116705.34    | 0.01%             | 2032-04-01      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    422000 | PA      | $430069.35    | 0.05%             | 2028-02-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                          | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40245.11     | 0.00%             | 2031-05-13      | Variable      | 4.90%                 | No            | 2                  | On Loan: No      |
| QUALCOMM, Inc.                                                            | QUALCOMM, Inc.                                                                    | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    309000 | PA      | $282835.49    | 0.03%             | 2030-05-20      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | AMETEK, Inc.                                                                      | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       828 | NS      | $179144.48    | 0.02%             | 2026-05-05      | Fixed         | 16.31%                | No            | 2                  | On Loan: No      |
| SentinelOne, Inc.                                                         | SentinelOne, Inc., Class A                                                        | CUSIP: 81730H109<br>LEI: 984500DCD44DBF954221 | Long             | EC               | CORP              | US        |      1829 | NS      | $23557.52     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    112000 | PA      | $414.29       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Private Bank NA                                            | Morgan Stanley Private Bank NA                                                    | CUSIP: 61776NZT3<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    335000 | PA      | $334705.20    | 0.04%             | 2028-11-17      | Floating      | 4.45%                 | No            | 2                  | On Loan: No      |
| Edelman Financial Engines Center LLC (The)                                | Edelman Financial Engines Center LLC (The), 1st Lien Term Loan                    | CUSIP: 27943UAM8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    205922 | PA      | $205586.28    | 0.02%             | 2028-04-07      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| CyberArk Software, Inc.                                                   | CyberArk Software, Inc.                                                           | CUSIP: N/A<br>LEI: 2549006DYHAFRZEQD459       | Long             | EC               | CORP              | US        |        50 | NS      | $2250.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cotiviti, Inc.                                                            | Cotiviti, Inc., 1st Lien Term Loan B                                              | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    200778 | PA      | $184591.03    | 0.02%             | 2031-05-01      | Variable      | 6.42%                 | 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        |   2500000 | PA      | $2500052.00   | 0.29%             | 2038-01-15      | Floating      | 5.00%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | Alphabet, Inc.                                                                    | CUSIP: 06370F485<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      2170 | NS      | $633478.69    | 0.07%             | 2026-05-15      | Fixed         | 20.17%                | No            | 2                  | On Loan: No      |
| Hubbell, Inc.                                                             | Hubbell, Inc.                                                                     | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       157 | NS      | $77046.18     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                    | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    570000 | PA      | $564347.00    | 0.07%             | 2029-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | U.S. Treasury Long Bond                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -4 | NC      | $10400.21     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Terawulf, Inc.                                                            | Terawulf, Inc.                                                                    | CUSIP: 88080T104<br>LEI: 254900CVMW1SX2T78A64 | Long             | EC               | CORP              | US        |       544 | NS      | $7849.92      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nordson Corp.                                                             | Nordson Corp.                                                                     | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       199 | NS      | $52945.94     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Century Communities, Inc.                                                 | Century Communities, Inc.                                                         | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31348.67     | 0.00%             | 2033-09-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                   | CenterPoint Energy Houston Electric LLC, Series AR                                | CUSIP: 15189XBL1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137101.03    | 0.02%             | 2036-04-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corp.                                                     | Lockheed Martin Corp.                                                             | CUSIP: 539830BZ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23136.94     | 0.00%             | 2028-05-15      | Fixed         | 4.45%                 | 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        |    263129 | PA      | $270352.25    | 0.03%             | 2037-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                    | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    267000 | PA      | $266258.69    | 0.03%             | 2027-05-04      | Variable      | 1.59%                 | No            | 2                  | On Loan: No      |
| Symphony CLO XXIX Ltd.                                                    | Symphony CLO XXIX Ltd., Series 2021-29A, Class BR                                 | CUSIP: 87168GAQ2<br>LEI: 254900H6EAUOGL2U2U64 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999449.90    | 0.12%             | 2035-10-15      | Floating      | 5.32%                 | No            | 2                  | On Loan: No      |
| DaVita, Inc.                                                              | DaVita, Inc.                                                                      | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60012.03     | 0.01%             | 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        |     92000 | PA      | $90822.61     | 0.01%             | 2033-08-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Fidelity National Information Services, Inc.                              | Fidelity National Information Services, Inc.                                      | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    634000 | PA      | $631010.58    | 0.07%             | 2029-03-10      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XXXVIII Ltd.                                         | Madison Park Funding XXXVIII Ltd., Series 2021-38A, Class A1R                     | CUSIP: 55821KAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1499236.95   | 0.17%             | 2038-10-17      | Floating      | 4.91%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                         | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    462000 | PA      | $464748.11    | 0.05%             | 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        |     61000 | PA      | $56729.01     | 0.01%             | 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        |    510000 | PA      | $511056.06    | 0.06%             | 2039-11-10      | Fixed         | 5.52%                 | 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        |    770000 | PA      | $769037.50    | 0.09%             | 2041-10-15      | Floating      | 5.62%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Tesla, Inc.                                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        98 | NS      | $36739.41     | 0.00%             | 2026-05-19      | Fixed         | 20.62%                | No            | 2                  | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc.                                             | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     49000 | PA      | $46361.04     | 0.01%             | 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        |    440000 | PA      | $439997.67    | 0.05%             | 2043-08-18      | Floating      | 5.18%                 | No            | 2                  | On Loan: No      |
| AEGON Funding Co. LLC                                                     | Aegon Funding Co. LLC                                                             | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |    786000 | PA      | $792912.41    | 0.09%             | 2027-04-16      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| EG America LLC                                                            | EG America LLC, 1st Lien Term Loan                                                | CUSIP: 28228QAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    253000 | PA      | $252810.25    | 0.03%             | 2031-02-10      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| Endeavour Mining plc                                                      | Endeavour Mining plc                                                              | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | EC               | CORP              | GB        |       673 | NS      | $40548.10     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Baxter International, Inc.                                                | Baxter International, Inc.                                                        | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     93000 | PA      | $86661.26     | 0.01%             | 2028-12-01      | Fixed         | 2.27%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                       | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122816.33    | 0.01%             | 2036-02-19      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Wildfire Intermediate Holdings LLC                                        | Wildfire Intermediate Holdings LLC                                                | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106393.14    | 0.01%             | 2029-10-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| CommonSpirit Health                                                       | CommonSpirit Health                                                               | CUSIP: 20268JAK9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35870.32     | 0.00%             | 2027-11-01      | Fixed         | 6.07%                 | No            | 2                  | On Loan: No      |
| Poste Italiane SpA                                                        | Poste Italiane SpA                                                                | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |      1570 | NS      | $36955.84     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       797 | NS      | $674254.03    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| First Franklin Mortgage Loan Trust                                        | First Franklin Mortgage Loan Trust, Series 2005-FF10, Class A6M                   | CUSIP: 32027NWQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    466471 | PA      | $440701.35    | 0.05%             | 2035-11-25      | Floating      | 4.49%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association, Series 2025-214, Class DI               | CUSIP: 38385KR69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    748395 | PA      | $163142.02    | 0.02%             | 2055-12-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| USI, Inc.                                                                 | USI, Inc.                                                                         | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |    122000 | PA      | $123605.40    | 0.01%             | 2032-01-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F042442<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    804000 | PA      | $798208.86    | 0.09%             | 2041-04-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fortrex LLC                                                               | Fortrex LLC, 1st Lien Term Loan                                                   | CUSIP: 34967RAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     11677 | PA      | $11201.33     | 0.00%             | 2031-03-10      | Variable      | 4.77%                 | 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        |    270322 | PA      | $259890.75    | 0.03%             | 2032-11-03      | Variable      | 6.95%                 | 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        |    222627 | PA      | $212702.43    | 0.02%             | 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        |      2366 | NS      | $81056.56     | 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        |    228600 | PA      | $225063.52    | 0.03%             | 2032-03-08      | Variable      | 5.41%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | O'Reilly Automotive, Inc.                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      4779 | NS      | $444691.08    | 0.05%             | 2026-05-05      | Fixed         | 19.51%                | No            | 2                  | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc.                                             | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     72000 | PA      | $69982.03     | 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        |     19000 | PA      | $18791.00     | 0.00%             | 2027-06-01      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| System Energy Resources, Inc.                                             | System Energy Resources, Inc.                                                     | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $190018.29    | 0.02%             | 2028-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Hilcorp Energy I LP                                                       | Hilcorp Energy I LP                                                               | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    126000 | PA      | $122643.84    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| American Axle & Manufacturing, Inc.                                       | American Axle & Manufacturing, Inc.                                               | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26284.45     | 0.00%             | 2033-10-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                         | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76819.91     | 0.01%             | 2029-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | Intuit, Inc.                                                                      | CUSIP: 06370D787<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       101 | NS      | $44477.13     | 0.01%             | 2026-05-05      | Fixed         | 23.74%                | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140W34A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    355372 | PA      | $369973.07    | 0.04%             | 2055-01-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F060642<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -713000 | PA      | $-726780.86   | -0.08%            | 2056-04-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BAT International Finance plc                                             | BAT International Finance plc                                                     | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    168000 | PA      | $174280.54    | 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        |       611 | NS      | $74514.73     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                    | DTE Energy Co.                                                                    | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      6468 | NS      | $239319.77    | 0.03%             | 2026-05-06      | Fixed         | 34.20%                | No            | 2                  | On Loan: No      |
| Carnival Corp.                                                            | Carnival Corp.                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    149000 | PA      | $150493.73    | 0.02%             | 2033-02-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Olympus Water US Holding Corp.                                            | Olympus Water US Holding Corp.                                                    | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190820.24    | 0.02%             | 2033-02-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Canadian Imperial Bank of Commerce                                        | ASML Holding NV                                                                   | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |       317 | NS      | $422644.42    | 0.05%             | 2026-04-15      | Floating      | 23.80%                | 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        |    115946 | PA      | $115656.59    | 0.01%             | 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        |      6382 | NS      | $1247936.26   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                           | Nissan Motor Acceptance Co. LLC                                                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    296000 | PA      | $284468.14    | 0.03%             | 2030-09-30      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | NVIDIA Corp.                                                                      | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      4812 | NS      | $838854.65    | 0.10%             | 2026-05-13      | Fixed         | 22.04%                | No            | 2                  | On Loan: No      |
| ICG US CLO Ltd.                                                           | ICG US CLO Ltd., Series 2025-2A, Class A                                          | CUSIP: 44936BAA0<br>LEI: 213800Q8XLI78LCJR944 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999393.00    | 0.12%             | 2039-01-18      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| SK hynix, Inc.                                                            | SK hynix, Inc.                                                                    | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |       764 | NS      | $433466.96    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Global Payments, Inc.                                                     | Global Payments, Inc.                                                             | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1134257.10   | 0.13%             | 2030-11-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Treehouse Foods, Inc.                                                     | Treehouse Foods, Inc., 1st Lien Term Loan                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    120000 | PA      | $119300.40    | 0.01%             | 2033-02-11      | Variable      | 7.92%                 | No            | 2                  | On Loan: No      |
| Arizona Public Service Co.                                                | Arizona Public Service Co.                                                        | CUSIP: 040555DK7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    260000 | PA      | $255625.49    | 0.03%             | 2036-03-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                         | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1023000 | PA      | $1026092.53   | 0.12%             | 2026-12-30      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| General Electric Co.                                                      | General Electric Co.                                                              | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299280.66    | 0.03%             | 2030-07-29      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                         | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    242000 | PA      | $241513.11    | 0.03%             | 2026-05-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| QUALCOMM, Inc.                                                            | QUALCOMM, Inc.                                                                    | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    319000 | PA      | $318514.94    | 0.04%             | 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        |    114524 | PA      | $113292.62    | 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        |     32000 | PA      | $33342.08     | 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        |     70000 | PA      | $67860.06     | 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        |       546 | NS      | $16661.86     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ally Financial, Inc.                                                      | Ally Financial, Inc.                                                              | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49764.19     | 0.01%             | 2029-05-15      | Variable      | 5.74%                 | No            | 2                  | On Loan: No      |
| Galileo Parent, Inc.                                                      | Galileo Parent, Inc., 1st Lien Term Loan                                          | CUSIP: 36355RAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     89000 | PA      | $87108.75     | 0.01%             | 2033-03-03      | Variable      | 8.12%                 | No            | 2                  | On Loan: No      |
| ERO Copper Corp.                                                          | ERO Copper Corp.                                                                  | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |    142000 | PA      | $140564.38    | 0.02%             | 2030-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46427.12     | 0.01%             | 2027-10-01      | Fixed         | 3.90%                 | 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        |    243000 | PA      | $243576.49    | 0.03%             | 2042-08-11      | Variable      | 5.06%                 | No            | 2                  | On Loan: No      |
| AGL CLO 7 Ltd.                                                            | AGL CLO 7 Ltd., Series 2020-7A, Class AR2                                         | CUSIP: 008511AW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1998288.60   | 0.23%             | 2038-10-15      | Floating      | 4.92%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                         | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224504.45    | 0.03%             | 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        |     27000 | PA      | $27827.98     | 0.00%             | 2030-04-22      | Variable      | 5.58%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp.                                                           | Microsoft Corp.                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      8163 | NS      | $3021697.71   | 0.35%             |  |  |  | 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        |   1556943 | PA      | $1554023.95   | 0.18%             | 2039-12-15      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series EMTY                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       110 | NS      | $97564.18     | 0.01%             | 2026-05-19      | Fixed         | 28.16%                | No            | 2                  | On Loan: No      |
| CRSNT Trust                                                               | CRSNT Trust, Series 2026-MOON, Class A                                            | CUSIP: 12642SAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $995625.00    | 0.12%             | 2031-02-15      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | Crowdstrike Holdings, Inc.                                                        | CUSIP: 06370D696<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        99 | NS      | $38757.49     | 0.00%             | 2026-04-06      | Fixed         | 22.93%                | 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        |    150769 | PA      | $146057.35    | 0.02%             | 2031-11-25      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Ryder System, Inc.                                                        | Ryder System, Inc.                                                                | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133124.81    | 0.02%             | 2027-03-01      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                             | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      1091 | NS      | $290536.76    | 0.03%             | 2026-05-27      | Fixed         | 12.30%                | No            | 2                  | On Loan: No      |
| Textron, Inc.                                                             | Textron, Inc.                                                                     | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       553 | NS      | $48420.68     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cyprium Corp.                                                             | Cyprium Corp.                                                                     | CUSIP: 23292NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29574.52     | 0.00%             | 2031-04-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| JUPITER BORROWER, Inc.                                                    | JUPITER BORROWER, Inc. Term Loan First Lien                                       | CUSIP: 48207CAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     57000 | PA      | $56857.50     | 0.01%             | 2033-03-25      | Variable      | 6.22%                 | No            | 3                  | On Loan: No      |
| Renesas Electronics Corp.                                                 | Renesas Electronics Corp.                                                         | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Long             | EC               | CORP              | JP        |      6200 | NS      | $88642.83     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     10000 | PA      | $-167.15      | -0.00%            |  |  |  | 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        |      4254 | NS      | $20190.82     | 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        |    111834 | PA      | $105735.58    | 0.01%             | 2028-09-15      | Variable      | 7.45%                 | 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        |      9969 | PA      | $9670.15      | 0.00%             | 2030-02-06      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| Cougar JV Subsidiary LLC                                                  | Cougar JV Subsidiary LLC                                                          | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72000 | PA      | $74451.89     | 0.01%             | 2032-05-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| SCG Trust                                                                 | SCG Trust, Series 2025-SNIP, Class A                                              | CUSIP: 78398JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    977000 | PA      | $977000.00    | 0.11%             | 2042-09-15      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    133000 | PA      | $128220.72    | 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        |     64000 | PA      | $63343.55     | 0.01%             | 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      | $701731.78    | 0.08%             | 2044-01-19      | Floating      | 5.13%                 | No            | 2                  | On Loan: No      |
| Travelport Technology Ltd.                                                | Travelport Technology Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |        30 | NS      | $30890.70     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Icahn Enterprises LP                                                      | Icahn Enterprises LP                                                              | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    165000 | PA      | $161684.72    | 0.02%             | 2027-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | Bank of Montreal                                                                  | CUSIP: 06370F667<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       981 | NS      | $69385.56     | 0.01%             | 2026-05-27      | Fixed         | 23.11%                | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     17714 | NS      | $863557.50    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| MAIN Trust                                                                | MAIN Trust, Series 2026-OLAS, Class A                                             | CUSIP: 56036BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999994.67    | 0.12%             | 2041-01-15      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | AppLovin Corp.                                                                    | CUSIP: 06370D829<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        95 | NS      | $38514.43     | 0.00%             | 2026-04-28      | Fixed         | 19.07%                | No            | 2                  | On Loan: No      |
| Blue Owl Credit Income Corp.                                              | Blue Owl Credit Income Corp.                                                      | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    106000 | PA      | $102208.88    | 0.01%             | 2030-03-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Duke Energy Corp., Series DMUf                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      3764 | NS      | $493864.25    | 0.06%             | 2026-04-22      | Fixed         | 9.84%                 | No            | 2                  | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                  | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    237000 | PA      | $226713.84    | 0.03%             | 2030-10-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Public Storage                                                            | Public Storage                                                                    | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |       668 | NS      | $180947.84    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    880000 | PA      | $858.49       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Johnson Controls International plc                                        | Johnson Controls International plc                                                | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |       167 | NS      | $21868.65     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F020448<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    372000 | PA      | $342114.51    | 0.04%             | 2041-04-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Ventas Realty LP                                                          | Ventas Realty LP                                                                  | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    126000 | PA      | $124737.86    | 0.01%             | 2028-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                       | GS Mortgage-Backed Securities Trust, Series 2026-R1, Class A1                     | CUSIP: 36274QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999987.90    | 0.12%             | 2063-04-25      | Variable      | 5.53%                 | No            | 2                  | On Loan: No      |
| Enbridge, Inc.                                                            | Enbridge, Inc.                                                                    | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     36000 | PA      | $37819.15     | 0.00%             | 2055-03-15      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | Hartford Insurance Group, Inc. (The)                                              | CUSIP: 06370F386<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      2996 | NS      | $403142.72    | 0.05%             | 2026-05-13      | Fixed         | 13.71%                | No            | 2                  | On Loan: No      |
| Evergy, Inc.                                                              | Evergy, Inc.                                                                      | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      1086 | NS      | $88965.12     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Midwest Gaming Borrower LLC                                               | Midwest Gaming Borrower LLC                                                       | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $31034.21     | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Nutanix, Inc.                                                             | Nutanix, Inc., Class A                                                            | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |      1954 | NS      | $74271.54     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Truist Financial Corp.                                                    | Truist Financial Corp.                                                            | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    223000 | PA      | $237011.91    | 0.03%             | 2029-10-30      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| Prologis, Inc.                                                            | Prologis, Inc.                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      2521 | NS      | $333225.78    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F062648<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    321000 | PA      | $332075.71    | 0.04%             | 2056-04-25      | Fixed         | 6.50%                 | 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        |     64011 | NS      | $120557.33    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399782.43    | 0.05%             | 2027-03-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Steel Dynamics, Inc.                                                      | Steel Dynamics, Inc.                                                              | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51520.85     | 0.01%             | 2031-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Brand Industrial Services, Inc.                                           | Brand Industrial Services, Inc., 1st Lien Term Loan C                             | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |    205619 | PA      | $175974.80    | 0.02%             | 2030-08-01      | Variable      | 8.16%                 | 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        |     51551 | PA      | $51692.35     | 0.01%             | 2032-03-04      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                             | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26588.14     | 0.00%             | 2033-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                      | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17182.71     | 0.00%             | 2031-04-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Essex Property Trust, Inc.                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       631 | NS      | $153475.01    | 0.02%             | 2026-05-15      | Fixed         | 26.16%                | No            | 2                  | On Loan: No      |
| Safran SA                                                                 | Safran SA                                                                         | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |       236 | NS      | $77226.12     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     53000 | PA      | $47410.81     | 0.01%             | 2032-05-01      | Variable      | 2.56%                 | No            | 2                  | On Loan: No      |
| Gray Media, Inc.                                                          | Gray Media, Inc.                                                                  | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     97000 | PA      | $96993.84     | 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        |     37000 | PA      | $37442.19     | 0.00%             | 2028-04-13      | Variable      | 5.65%                 | No            | 2                  | On Loan: No      |
| Trend Micro, Inc.                                                         | Trend Micro, Inc.                                                                 | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |       500 | NS      | $16668.29     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    670000 | PA      | $167.29       | 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        |    792000 | PA      | $786555.00    | 0.09%             | 2042-03-15      | Floating      | 5.12%                 | 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        |   1611527 | PA      | $1611023.67   | 0.19%             | 2039-02-15      | Floating      | 5.11%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE, Series EmUI                                             | CUSIP: 61780B632<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      4836 | NS      | $831740.41    | 0.10%             | 2026-05-20      | Fixed         | 23.38%                | 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        |    437980 | PA      | $437739.42    | 0.05%             | 2032-08-20      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 31418D6L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115668 | PA      | $100591.38    | 0.01%             | 2041-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp., Series RR                                                  | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85943.72     | 0.01%             | 2027-01-27      | Variable      | 4.38%                 | 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        |      1981 | NS      | $235006.03    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                     | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     84000 | PA      | $87237.71     | 0.01%             | 2032-11-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Baker Hughes Co., Series 000r                                                     | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      4855 | NS      | $291677.46    | 0.03%             | 2026-05-08      | Fixed         | 22.88%                | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Linde plc                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       768 | NS      | $381448.81    | 0.04%             | 2026-04-08      | Fixed         | 15.96%                | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                               | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    869000 | PA      | $871250.71    | 0.10%             | 2029-01-23      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| APi Group DE, Inc.                                                        | APi Group DE, Inc., 1st Lien Term Loan                                            | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |    234489 | PA      | $234141.78    | 0.03%             | 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        |       394 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                              | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43388.81     | 0.01%             | 2035-01-31      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    222000 | PA      | $233838.94    | 0.03%             | 2030-06-10      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| Hexcel Corp.                                                              | Hexcel Corp.                                                                      | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |       483 | NS      | $39089.19     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Emerson Electric Co.                                                      | Emerson Electric Co.                                                              | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       681 | NS      | $89224.62     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MFA Trust                                                                 | MFA Trust, Series 2022-CHM1, Class A1                                             | CUSIP: 552758AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    509985 | PA      | $501057.06    | 0.06%             | 2056-09-25      | Variable      | 4.88%                 | No            | 2                  | On Loan: No      |
| Techtronic Industries Co. Ltd.                                            | Techtronic Industries Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |      5000 | NS      | $66401.18     | 0.01%             |  |  |  | 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        |     72112 | PA      | $71661.76     | 0.01%             | 2031-11-03      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Glencore Funding LLC                                                      | Glencore Funding LLC                                                              | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    452000 | PA      | $450010.95    | 0.05%             | 2027-03-27      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| DigitalOcean Holdings, Inc.                                               | DigitalOcean Holdings, Inc.                                                       | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |       446 | NS      | $38257.88     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                             | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19622.21     | 0.00%             | 2027-01-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Teck Resources Ltd.                                                       | Teck Resources Ltd., Class B                                                      | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |     17087 | NS      | $885610.45    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140XMZX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    431994 | PA      | $380412.88    | 0.04%             | 2052-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Light & Wonder International, Inc.                                        | Light & Wonder International, Inc.                                                | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32841.60     | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| LABL, Inc.                                                                | LABL, Inc., 1st Lien Term Loan                                                    | CUSIP: 62538LAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     13814 | PA      | $13779.09     | 0.00%             | 2026-11-03      | Variable      | 10.41%                | No            | 2                  | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                     | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    187000 | PA      | $156921.65    | 0.02%             | 2031-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Digital Realty Trust, Inc.                                                | Digital Realty Trust, Inc.                                                        | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11644.93     | 0.00%             | 2029-11-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Fidelity National Information Services, Inc.                              | Fidelity National Information Services, Inc.                                      | CUSIP: 31620MBJ4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82501.19     | 0.01%             | 2029-05-21      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     10417 | NS      | $173605.48    | 0.02%             | 2026-05-20      | Fixed         | 30.89%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Mastercard, Inc., Series GMTT                                                     | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       318 | NS      | $159739.23    | 0.02%             | 2026-05-12      | Fixed         | 19.66%                | No            | 2                  | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                               | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    243000 | PA      | $236771.49    | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                              | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    113000 | PA      | $111719.28    | 0.01%             | 2026-09-15      | Variable      | 3.55%                 | No            | 2                  | On Loan: No      |
| 1345T                                                                     | 1345T, Series 2025-AOA, Class E                                                   | CUSIP: 68271CAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $201462.20    | 0.02%             | 2042-06-15      | Floating      | 8.17%                 | No            | 2                  | On Loan: No      |
| PG&E Corp.                                                                | PG&E Corp.                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    227000 | PA      | $228456.07    | 0.03%             | 2055-03-15      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| Perrigo Finance Unlimited Co.                                             | Perrigo Finance Unlimited Co.                                                     | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     37000 | PA      | $33759.94     | 0.00%             | 2032-09-30      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Penske Truck Leasing Co. LP                                               | Penske Truck Leasing Co. LP                                                       | CUSIP: 709599BN3<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32889.13     | 0.00%             | 2027-07-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Honeywell International, Inc.                                             | Honeywell International, Inc.                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       309 | NS      | $69843.27     | 0.01%             |  |  |  | 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        |     14718 | PA      | $14580.58     | 0.00%             | 2032-10-27      | Variable      | 5.11%                 | No            | 2                  | On Loan: No      |
| Perimeter Holdings LLC                                                    | Perimeter Holdings LLC                                                            | CUSIP: 71384AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $79440.78     | 0.01%             | 2034-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                          | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    333000 | PA      | $335316.81    | 0.04%             | 2030-08-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                        | VICI Properties LP                                                                | CUSIP: 92564RAB1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36375.98     | 0.00%             | 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        |    110000 | PA      | $110779.09    | 0.01%             | 2034-09-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| TotalEnergies SE                                                          | TotalEnergies SE                                                                  | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |      4404 | NS      | $404173.29    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    336000 | PA      | $-384.27      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP, Series G                                                      | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26463.45     | 0.00%             | 2030-05-15      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| LBM Acquisition LLC                                                       | LBM Acquisition LLC                                                               | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     37000 | PA      | $32206.52     | 0.00%             | 2031-06-15      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                          | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    506000 | PA      | $511641.14    | 0.06%             | 2032-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                                               | Capital One Financial Corp.                                                       | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    375000 | PA      | $374133.87    | 0.04%             | 2026-07-28      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Naturgy Energy Group SA                                                   | Naturgy Energy Group SA                                                           | CUSIP: N/A<br>LEI: TL2N6M87CW970S5SV098       | Long             | EC               | CORP              | ES        |       650 | NS      | $19458.73     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ellington Financial Mortgage Trust                                        | Ellington Financial Mortgage Trust, Series 2025-NQM5, Class A1                    | CUSIP: 28225KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    789439 | PA      | $785374.13    | 0.09%             | 2070-11-25      | Variable      | 5.03%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                       | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    315000 | PA      | $323453.11    | 0.04%             | 2030-03-02      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Extra Space Storage LP                                                    | Extra Space Storage LP                                                            | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152961.77    | 0.02%             | 2033-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Hewlett Packard Enterprise Co.                                            | Hewlett Packard Enterprise Co.                                                    | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    128000 | PA      | $123902.31    | 0.01%             | 2034-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Foundry JV Holdco LLC                                                     | Foundry JV Holdco LLC                                                             | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    409000 | PA      | $423273.04    | 0.05%             | 2030-01-25      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Kone OYJ                                                                  | Kone OYJ, Class B                                                                 | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |      1133 | NS      | $72331.56     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Indicor LLC                                                               | Indicor LLC, 1st Lien Term Loan A1                                                | CUSIP: 77669LAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    135611 | PA      | $135479.69    | 0.02%             | 2029-11-22      | Variable      | 6.20%                 | No            | 2                  | On Loan: No      |
| Trimaran CAVU Ltd.                                                        | Trimaran CAVU Ltd., Series 2025-2A, Class A                                       | CUSIP: 89625FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000491.70   | 0.12%             | 2038-03-18      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP, 1st Lien Term Loan                                           | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    438622 | PA      | $439100.55    | 0.05%             | 2030-10-23      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| Simmons Foods, Inc.                                                       | Simmons Foods, Inc.                                                               | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $42344.98     | 0.00%             | 2029-03-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| BT Group plc                                                              | BT Group plc                                                                      | CUSIP: N/A<br>LEI: 213800LRO7NS5CYQMN21       | Long             | EC               | CORP              | GB        |     20617 | NS      | $57780.53     | 0.01%             |  |  |  | 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        |   1000000 | PA      | $1003754.30   | 0.12%             | 2032-10-15      | Floating      | 5.87%                 | No            | 2                  | On Loan: No      |
| TGNR Intermediate Holdings LLC                                            | TGNR Intermediate Holdings LLC                                                    | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |     98000 | PA      | $95819.71     | 0.01%             | 2029-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Healthpeak OP LLC                                                         | Healthpeak OP LLC                                                                 | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67442.73     | 0.01%             | 2032-12-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Cipher Digital, Inc.                                                      | Cipher Digital, Inc.                                                              | CUSIP: 17253J106<br>LEI: 254900QABG5HCQZ28A17 | Long             | EC               | CORP              | US        |       573 | NS      | $7374.51      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association, Series 2021-87, Class NI                | CUSIP: 38382TKQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1180558 | PA      | $196387.05    | 0.02%             | 2051-05-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Prairie Acquiror LP                                                       | Prairie Acquiror LP                                                               | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40286.45     | 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        |      2938 | NS      | $288191.51    | 0.03%             |  |  |  | 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        |    299482 | PA      | $293232.29    | 0.03%             | 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        |       894 | NS      | $37392.23     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| California Resources Corp.                                                | California Resources Corp.                                                        | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19155.08     | 0.00%             | 2034-01-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73984.76     | 0.01%             | 2029-04-23      | Variable      | 3.81%                 | No            | 2                  | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                            | K. Hovnanian Enterprises, Inc.                                                    | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53400.19     | 0.01%             | 2033-10-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Broadcom, Inc.                                                                    | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      1221 | NS      | $386430.81    | 0.04%             | 2026-05-05      | Fixed         | 30.49%                | No            | 2                  | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                          | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     51000 | PA      | $55146.01     | 0.01%             | 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        |      4570 | NS      | $69302.98     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Canadian Tire Corp. Ltd.                                                  | Canadian Tire Corp. Ltd., Class A                                                 | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |       167 | NS      | $22458.74     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Penske Truck Leasing Co. LP                                               | Penske Truck Leasing Co. LP                                                       | CUSIP: 709599BR4<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25471.00     | 0.00%             | 2027-11-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| OneSky Flight LLC                                                         | OneSky Flight LLC                                                                 | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50578.54     | 0.01%             | 2029-12-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Novelis Corp.                                                             | Novelis Corp.                                                                     | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132420.51    | 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        |     18000 | PA      | $18032.64     | 0.00%             | 2029-10-15      | Fixed         | 6.38%                 | 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        |    114358 | PA      | $114229.57    | 0.01%             | 2031-03-14      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| AES Corp. (The)                                                           | AES Corp. (The)                                                                   | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     43000 | PA      | $40118.11     | 0.00%             | 2055-07-15      | Variable      | 6.95%                 | No            | 2                  | On Loan: No      |
| Hyundai Capital America                                                   | Hyundai Capital America                                                           | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175704.33    | 0.02%             | 2027-06-23      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    149000 | PA      | $551.27       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Iliad Holding SAS                                                         | Maya SAS                                                                          | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $200239.60    | 0.02%             | 2032-04-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Sagard-HalseyPoint CLO 10 Ltd.                                            | Sagard-HalseyPoint CLO 10 Ltd., Series 2025-10A, Class A1                         | CUSIP: 78663BAA7<br>LEI: 254900N7LSI0GVY3UO19 | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1301123.07   | 0.15%             | 2038-10-20      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| Garrett Motion Holdings, Inc.                                             | Garrett Motion Holdings, Inc.                                                     | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $63160.93     | 0.01%             | 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        |    150493 | PA      | $149427.46    | 0.02%             | 2029-04-20      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| WEX, Inc.                                                                 | WEX, Inc.                                                                         | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |    149000 | PA      | $145956.21    | 0.02%             | 2033-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                            | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     97000 | PA      | $96105.34     | 0.01%             | 2032-11-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Constellation Renewables LLC                                              | Constellation Renewables LLC, 1st Lien Term Loan                                  | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |    175827 | PA      | $175789.96    | 0.02%             | 2027-12-15      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       540 | NS      | $67899.68     | 0.01%             | 2026-05-27      | Fixed         | 27.05%                | No            | 2                  | On Loan: No      |
| BRAVO Residential Funding Trust                                           | BRAVO Residential Funding Trust, Series 2025-NQM6, Class A1                       | CUSIP: 10570MAC4<br>LEI: 254900U9H6FFPW4O4S55 | Long             | ABS-MBS          | CORP              | US        |    782520 | PA      | $783507.08    | 0.09%             | 2065-06-25      | Variable      | 5.33%                 | No            | 2                  | On Loan: No      |
| Station Casinos LLC                                                       | Station Casinos LLC                                                               | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     36000 | PA      | $33612.84     | 0.00%             | 2031-12-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Star Parent, Inc.                                                         | Star Parent, Inc., 1st Lien Term Loan                                             | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    151316 | PA      | $149452.20    | 0.02%             | 2030-09-27      | Variable      | 7.70%                 | No            | 2                  | On Loan: No      |
| Kongsberg Gruppen ASA                                                     | Kongsberg Gruppen ASA                                                             | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |      4937 | NS      | $210447.98    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Fincantieri SpA                                                           | Fincantieri SpA                                                                   | CUSIP: N/A<br>LEI: 8156005BDF49128B6239       | Long             | EC               | CORP              | IT        |      2887 | NS      | $44547.70     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| PRPM Issuer LLC                                                           | PRPM Issuer LLC, Series 2026-CRE1, Class A                                        | CUSIP: 74391FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    900000 | PA      | $897165.99    | 0.10%             | 2043-03-19      | Floating      | 5.35%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                         | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    167000 | PA      | $164854.78    | 0.02%             | 2027-03-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     50000 | PA      | $-592.28      | -0.00%            |  |  |  | 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        |    221722 | PA      | $221407.05    | 0.03%             | 2029-03-19      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| Azuria Water Solutions, Inc.                                              | Azuria Water Solutions, Inc., 1st Lien Term Loan B                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    206652 | PA      | $204327.40    | 0.02%             | 2033-01-27      | Variable      | 6.19%                 | No            | 2                  | On Loan: No      |
| Coca-Cola HBC AG                                                          | Coca-Cola HBC AG                                                                  | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |       769 | NS      | $43317.15     | 0.01%             |  |  |  | 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        |    282000 | PA      | $254344.26    | 0.03%             | 2031-10-17      | Variable      | 8.17%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Meta Platforms, Inc.                                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       870 | NS      | $504989.15    | 0.06%             | 2026-05-05      | Fixed         | 22.22%                | No            | 2                  | On Loan: No      |
| Pinnacle West Capital Corp.                                               | Pinnacle West Capital Corp.                                                       | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       802 | NS      | $80801.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                      | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $436302.00    | 0.05%             | 2029-12-15      | Variable      | 9.62%                 | No            | 2                  | On Loan: No      |
| Leidos, Inc.                                                              | Leidos, Inc.                                                                      | CUSIP: 52532XAM7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    955000 | PA      | $945551.68    | 0.11%             | 2029-03-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Rollins, Inc., Series Dmth                                                        | CUSIP: 61780B467<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      6493 | NS      | $349878.28    | 0.04%             | 2026-04-22      | Fixed         | 15.02%                | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                   | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    251000 | PA      | $254297.58    | 0.03%             | 2035-02-13      | Variable      | 5.83%                 | 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        |     40146 | PA      | $40045.18     | 0.00%             | 2031-09-15      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| LBM Acquisition LLC                                                       | LBM Acquisition LLC, 1st Lien Term Loan                                           | CUSIP: 50179JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    109721 | PA      | $87489.18     | 0.01%             | 2031-06-06      | Variable      | 7.52%                 | No            | 2                  | On Loan: No      |
| Hikma Pharmaceuticals plc                                                 | Hikma Pharmaceuticals plc                                                         | CUSIP: N/A<br>LEI: 549300BNS685UXH4JI75       | Long             | EC               | CORP              | GB        |       580 | NS      | $9741.59      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20097.71     | 0.00%             | 2028-04-23      | Variable      | 4.94%                 | No            | 2                  | On Loan: No      |
| RTX Corp.                                                                 | RTX Corp.                                                                         | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      1808 | NS      | $348763.20    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| STERIS plc                                                                | STERIS plc                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       229 | NS      | $50638.77     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       859 | NS      | $423895.21    | 0.05%             | 2026-05-20      | Fixed         | 15.58%                | No            | 2                  | On Loan: No      |
| Gartner, Inc.                                                             | Gartner, Inc.                                                                     | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    221000 | PA      | $217273.03    | 0.03%             | 2028-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Project Aurora US Finco, Inc.                                             | Project Aurora US Finco, Inc., Facility 1st Lien Term Loan B2                     | CUSIP: 74352DAB6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     43000 | PA      | $43000.00     | 0.00%             | 2032-12-06      | Variable      | 6.45%                 | No            | 2                  | On Loan: No      |
| Unipol Assicurazioni SpA                                                  | Unipol Assicurazioni SpA                                                          | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |      1224 | NS      | $28433.74     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Baker Hughes Co.                                                                  | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      4942 | NS      | $285268.42    | 0.03%             | 2026-04-28      | Fixed         | 22.17%                | No            | 2                  | On Loan: No      |
| Beignet Investor LLC                                                      | Beignet Investor LLC                                                              | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4907000 | PA      | $5045162.23   | 0.59%             | 2049-05-30      | Fixed         | 6.58%                 | No            | 2                  | On Loan: No      |
| Valero Energy Corp.                                                       | Valero Energy Corp.                                                               | CUSIP: 91913YBG4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    395000 | PA      | $389379.94    | 0.05%             | 2036-03-10      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Gibraltar Industries, Inc.                                                | Gibraltar Industries, Inc., 1st Lien Term Loan B                                  | CUSIP: 37468UAL4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     37692 | PA      | $37456.74     | 0.00%             | 2033-02-02      | Variable      | 5.92%                 | No            | 3                  | On Loan: No      |
| General Motors Financial Co., Inc.                                        | General Motors Financial Co., Inc.                                                | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    595000 | PA      | $588871.01    | 0.07%             | 2028-10-27      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| HCA Healthcare, Inc.                                                      | HCA Healthcare, Inc.                                                              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       386 | NS      | $182670.64    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     79000 | PA      | $675.95       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Metropolitan Life Global Funding I                                        | Metropolitan Life Global Funding I                                                | CUSIP: 592179KR5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149538.13    | 0.02%             | 2028-08-25      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    139000 | PA      | $136429.02    | 0.02%             | 2035-10-23      | Variable      | 5.02%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE, Series Dmsa                                             | CUSIP: 61780B293<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      5360 | NS      | $196531.11    | 0.02%             | 2026-04-01      | Fixed         | 17.46%                | No            | 2                  | On Loan: No      |
| Alliant Energy Corp.                                                      | Alliant Energy Corp.                                                              | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      1849 | NS      | $132684.24    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    460000 | PA      | $261.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Truist Financial Corp.                                                    | Truist Financial Corp., Series I.                                                 | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    168000 | PA      | $166209.69    | 0.02%             | 2032-01-27      | Variable      | 4.60%                 | No            | 2                  | On Loan: No      |
| Dassault Aviation SA                                                      | Dassault Aviation SA                                                              | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |       418 | NS      | $155580.73    | 0.02%             |  |  |  | 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        |     64059 | PA      | $52528.63     | 0.01%             | 2029-03-08      | Variable      | 9.67%                 | No            | 2                  | On Loan: No      |
| Equity Residential                                                        | Equity Residential                                                                | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      3641 | NS      | $215365.15    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      1162 | NS      | $340175.50    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Trestles CLO VI Ltd.                                                      | Trestles CLO VI Ltd., Series 2023-6A, Class A1R                                   | CUSIP: 894940AQ8<br>LEI: 254900837GHK5VH7YU15 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $997954.90    | 0.12%             | 2038-04-25      | Floating      | 4.85%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Cisco Systems, Inc., Series DMUe                                                  | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      1525 | NS      | $118602.75    | 0.01%             | 2026-04-22      | Fixed         | 18.74%                | 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        |    180525 | PA      | $176125.60    | 0.02%             | 2031-02-18      | Variable      | 6.37%                 | No            | 2                  | On Loan: No      |
| Southern Co. (The)                                                        | Southern Co. (The), Series 21-B                                                   | CUSIP: 842587DH7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285427.37    | 0.03%             | 2028-03-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch Cos. LLC                                                   | Anheuser-Busch Cos. LLC                                                           | CUSIP: 03522AAH3<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35063.02     | 0.00%             | 2036-02-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| State Street Corp.                                                        | State Street Corp.                                                                | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      1215 | NS      | $153770.40    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Societe Generale SA                                                       | Intel Corp.                                                                       | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      1711 | NS      | $77139.74     | 0.01%             | 2026-05-08      | Fixed         | 33.46%                | No            | 2                  | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                    | Mauser Packaging Solutions Holding Co.                                            | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    543000 | PA      | $543000.00    | 0.06%             | 2030-04-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Eaton Corp. plc                                                           | Eaton Corp. plc                                                                   | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |        86 | NS      | $30759.62     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Penske Truck Leasing Co. LP                                               | Penske Truck Leasing Co. LP                                                       | CUSIP: 709599BS2<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    161000 | PA      | $163514.62    | 0.02%             | 2028-02-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Walker & Dunlop, Inc.                                                     | Walker & Dunlop, Inc.                                                             | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $51817.08     | 0.01%             | 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        |     11921 | PA      | $11920.96     | 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        |    295617 | PA      | $294969.47    | 0.03%             | 2031-01-27      | Variable      | 5.67%                 | 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        |    441658 | PA      | $442355.91    | 0.05%             | 2029-08-15      | Floating      | 5.66%                 | No            | 2                  | On Loan: No      |
| Mondelez International, Inc.                                              | Mondelez International, Inc., Class A                                             | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      9795 | NS      | $564583.80    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Aggreko Holdings, Inc.                                                    | Aggreko Holdings, Inc., 1st Lien Term Loan                                        | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | LU        |    247699 | PA      | $247312.10    | 0.03%             | 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        |     43000 | PA      | $42273.53     | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Kodiak Gas Services LLC                                                   | Kodiak Gas Services LLC                                                           | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72356.57     | 0.01%             | 2031-04-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                   | Texas Instruments, Inc.                                                           | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |       337 | NS      | $66081.10     | 0.01%             | 2026-04-21      | Fixed         | 21.60%                | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     70000 | PA      | $-1064.94     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DBWF Mortgage Trust                                                       | DBWF Mortgage Trust, Series 2024-LCRS, Class A                                    | CUSIP: 23307KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    640000 | PA      | $638000.00    | 0.07%             | 2037-04-15      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | Western Digital Corp.                                                             | CUSIP: 06370D803<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       144 | NS      | $38731.99     | 0.00%             | 2026-04-29      | Fixed         | 22.95%                | No            | 2                  | On Loan: No      |
| Black Pearl Compute LLC                                                   | Black Pearl Compute LLC                                                           | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    118000 | PA      | $120100.05    | 0.01%             | 2031-02-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Sabine Pass Liquefaction LLC                                              | Sabine Pass Liquefaction LLC                                                      | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     96000 | PA      | $95303.01     | 0.01%             | 2030-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | International Business Machines Corp.                                             | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       354 | NS      | $86541.92     | 0.01%             | 2026-05-08      | Fixed         | 21.20%                | 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        |   2000000 | PA      | $2001810.80   | 0.23%             | 2037-07-23      | Floating      | 5.09%                 | 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        |     13000 | NS      | $71721.08     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SS&C Technologies, Inc.                                                   | SS&C Technologies, Inc.                                                           | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     97000 | PA      | $97003.30     | 0.01%             | 2032-06-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Algonquin Power & Utilities Corp.                                         | Algonquin Power & Utilities Corp.                                                 | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    218000 | PA      | $218179.71    | 0.03%             | 2026-06-15      | Variable      | 5.37%                 | No            | 2                  | On Loan: No      |
| Vail Resorts, Inc.                                                        | Vail Resorts, Inc.                                                                | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    118000 | PA      | $119329.86    | 0.01%             | 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        |    127000 | PA      | $126036.41    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                             | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    111000 | PA      | $110259.91    | 0.01%             | 2028-03-01      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Madison IAQ LLC                                                           | Madison IAQ LLC                                                                   | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    131000 | PA      | $128466.41    | 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        |     99000 | PA      | $95032.53     | 0.01%             | 2031-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                       | Hilton Domestic Operating Co., Inc.                                               | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    167000 | PA      | $168019.54    | 0.02%             | 2033-03-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Meta Platforms, Inc.                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       842 | NS      | $487974.74    | 0.06%             | 2026-05-15      | Fixed         | 22.54%                | No            | 2                  | On Loan: No      |
| MF1 LLC                                                                   | MF1 Multifamily Housing Mortgage Loan Trust, Series 2025-FL20, Class A            | CUSIP: 59319CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    700000 | PA      | $698104.96    | 0.08%             | 2043-02-18      | Floating      | 5.13%                 | No            | 2                  | On Loan: No      |
| Symphony CLO 40 Ltd.                                                      | Symphony CLO 40 Ltd., Series 2023-40A, Class AR                                   | CUSIP: 871989AP4<br>LEI: 25490001HYY3IX1I5Z32 | Long             | ABS-CBDO         | CORP              | BM        |   2500000 | PA      | $2500891.25   | 0.29%             | 2038-01-05      | Floating      | 4.98%                 | 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        |    139043 | PA      | $139304.08    | 0.02%             | 2029-06-22      | Variable      | 7.20%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                                               | Goldman Sachs International                                                       | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |      1182 | NS      | $319678.88    | 0.04%             | 2026-05-20      | Fixed         | 25.72%                | No            | 2                  | On Loan: No      |
| Ares Capital Corp.                                                        | Ares Capital Corp.                                                                | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    159000 | PA      | $160127.66    | 0.02%             | 2029-03-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BIP Pipeco Holding LLC                                                    | BIP Pipeco Holding LLC, 1st Lien Term Loan                                        | CUSIP: 05554DAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     81160 | PA      | $81193.83     | 0.01%             | 2030-12-05      | Variable      | 5.65%                 | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Avery Dennison Corp.                                                              | CUSIP: 60701C869<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |      1163 | NS      | $202405.90    | 0.02%             | 2026-04-21      | Fixed         | 17.02%                | No            | 2                  | On Loan: No      |
| JetBlue Airways Corp.                                                     | JetBlue Airways Corp.                                                             | CUSIP: 476920AA1<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |     61000 | PA      | $57648.56     | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            | 2                  | On Loan: No      |
| CONE Trust                                                                | CONE Trust, Series 2024-DFW1, Class A                                             | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    442000 | PA      | $438823.13    | 0.05%             | 2041-08-15      | Floating      | 5.31%                 | No            | 2                  | On Loan: No      |
| WEC Energy Group, Inc.                                                    | WEC Energy Group, Inc.                                                            | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      3240 | NS      | $375094.80    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| CLP Holdings Ltd.                                                         | CLP Holdings Ltd.                                                                 | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               | CORP              | HK        |      5500 | NS      | $51781.88     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                               | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1857000 | PA      | $1872432.73   | 0.22%             | 2030-03-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                                    | Siemens AG                                                                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      1277 | NS      | $305198.17    | 0.04%             | 2026-04-10      | Fixed         | 17.44%                | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                 | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18746.88     | 0.00%             | 2029-10-23      | Variable      | 6.30%                 | No            | 2                  | On Loan: No      |
| Philip Morris International, Inc.                                         | Philip Morris International, Inc.                                                 | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32945.29     | 0.00%             | 2028-04-28      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                   | Salesforce, Inc.                                                                  | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |       395 | NS      | $74301.30     | 0.01%             | 2026-04-15      | Fixed         | 37.31%                | No            | 2                  | On Loan: No      |
| Shimadzu Corp.                                                            | Shimadzu Corp.                                                                    | CUSIP: N/A<br>LEI: 353800Y64Z08WEH8PH97       | Long             | EC               | CORP              | JP        |       800 | NS      | $19010.29     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Prologis LP                                                               | Prologis LP                                                                       | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56612.45     | 0.01%             | 2034-01-15      | Fixed         | 5.12%                 | 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        |     10972 | PA      | $10974.41     | 0.00%             | 2032-02-19      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| A10 Issuer LLC                                                            | A10 Issuer LLC, Series 2025-FL6, Class A                                          | CUSIP: 00028AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    838000 | PA      | $837630.94    | 0.10%             | 2042-05-15      | Floating      | 5.14%                 | No            | 2                  | On Loan: No      |
| Bunzl plc                                                                 | Bunzl plc                                                                         | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |      1106 | NS      | $33296.63     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LYB Finance Co. BV                                                        | LYB Finance Co. BV                                                                | CUSIP: 61238QAA6<br>LEI: 549300BBGA3CFHX0KS75 | Long             | DBT              | CORP              | NL        |    171000 | PA      | $176771.09    | 0.02%             | 2027-03-15      | Fixed         | 8.10%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                    | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $206297.60    | 0.02%             | 2029-08-16      | Variable      | 7.75%                 | No            | 2                  | On Loan: No      |
| PECF USS Intermediate Holding III Corp.                                   | PECF USS Intermediate Holding III Corp., 1st Lien Term Loan                       | CUSIP: 69291LAJ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     17691 | PA      | $16916.66     | 0.00%             | 2033-03-03      | Variable      | 11.17%                | 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        |    166645 | PA      | $166020.10    | 0.02%             | 2031-04-23      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Rogers Communications, Inc.                                               | Rogers Communications, Inc.                                                       | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     32000 | PA      | $29871.60     | 0.00%             | 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        |     14825 | NS      | $44890.19     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| PACCAR, Inc.                                                              | PACCAR, Inc.                                                                      | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      5690 | NS      | $657195.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| NXP Semiconductors NV                                                     | NXP Semiconductors NV                                                             | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |      1168 | NS      | $229932.48    | 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        |    232560 | PA      | $232560.04    | 0.03%             | 2031-09-23      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| OHA Credit Funding 6 Ltd.                                                 | OHA Credit Funding 6 Ltd., Series 2020-6A, Class AR2                              | CUSIP: 67098UAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2500970.50   | 0.29%             | 2037-10-20      | Floating      | 5.00%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                    | CUSIP: 11135FDA6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118172.51    | 0.01%             | 2033-01-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP, Series H                                                      | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53891.64     | 0.01%             | 2026-11-15      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Amphenol Corp.                                                                    | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |       525 | NS      | $67115.88     | 0.01%             | 2026-05-13      | Fixed         | 33.11%                | No            | 2                  | On Loan: No      |
| Baker Hughes Co.                                                          | Baker Hughes Co., Class A                                                         | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12596 | NS      | $768985.80    | 0.09%             |  |  |  | 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        |    143797 | PA      | $130424.04    | 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        |     61000 | PA      | $60390.00     | 0.01%             | 2032-09-29      | Variable      | 5.95%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F022642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    501000 | PA      | $421153.13    | 0.05%             | 2056-04-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                    | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    381000 | PA      | $348395.40    | 0.04%             | 2033-04-15      | Fixed         | 3.42%                 | 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        |    266603 | PA      | $266602.51    | 0.03%             | 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        |     73000 | PA      | $74061.06     | 0.01%             | 2031-08-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                | CUSIP: 3132D6AZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    368044 | PA      | $347947.55    | 0.04%             | 2036-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                           | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    144000 | PA      | $150251.29    | 0.02%             | 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        |     91975 | PA      | $92233.45     | 0.01%             | 2032-11-22      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| PRPM Trust                                                                | PRPM Trust, Series 2025-NQM6, Class A1                                            | CUSIP: 69383RAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850397 | PA      | $844769.79    | 0.10%             | 2070-12-25      | Variable      | 4.99%                 | No            | 2                  | On Loan: No      |
| Public Service Electric & Gas Co.                                         | Public Service Electric & Gas Co.                                                 | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111409.28    | 0.01%             | 2032-12-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2019-2A, Class A1RR                                     | CUSIP: 12554ABA9<br>LEI: 254900JI8OLAMXS6KW67 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998989.70    | 0.12%             | 2038-10-17      | Floating      | 4.92%                 | No            | 2                  | On Loan: No      |
| Steel Dynamics, Inc.                                                      | Steel Dynamics, Inc.                                                              | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    827000 | PA      | $790899.46    | 0.09%             | 2030-04-15      | Fixed         | 3.45%                 | 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        |   1500000 | PA      | $1498830.00   | 0.17%             | 2038-10-15      | Floating      | 5.32%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     35000 | PA      | $571.04       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas LLC                                                 | Duke Energy Carolinas LLC                                                         | CUSIP: 26442CBM5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55926.30     | 0.01%             | 2034-01-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Sempra                                                                    | Sempra                                                                            | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      1009 | NS      | $98044.53     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                         | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233133.60    | 0.03%             | 2031-05-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Uniti Group LP                                                            | Uniti Group LP                                                                    | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $11654.86     | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 31418EYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148332 | PA      | $151461.66    | 0.02%             | 2053-12-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| DuPont de Nemours, Inc.                                                   | DuPont de Nemours, Inc.                                                           | CUSIP: 26614NAC6<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    149000 | PA      | $149561.88    | 0.02%             | 2028-11-15      | Fixed         | 4.72%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                      | Mitsubishi UFJ Financial Group, Inc.                                              | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $196961.04    | 0.02%             | 2027-10-13      | Variable      | 1.64%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     30000 | PA      | $-408.99      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F040446<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     81000 | PA      | $79099.19     | 0.01%             | 2041-04-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Kaman Corp.                                                               | Kaman Corp., 1st Lien Term Loan                                                   | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |    113474 | PA      | $113452.75    | 0.01%             | 2032-02-26      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                 | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    414000 | PA      | $421430.70    | 0.05%             | 2035-01-23      | Variable      | 5.50%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                          | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203268.06    | 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        |     37000 | PA      | $34379.21     | 0.00%             | 2030-04-15      | Fixed         | 9.25%                 | 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        |     89778 | PA      | $59440.37     | 0.01%             | 2031-12-31      | Variable      | 7.92%                 | No            | 2                  | On Loan: No      |
| Broadstone Net Lease, Inc.                                                | Broadstone Net Lease, Inc.                                                        | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |      9858 | NS      | $180105.66    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Foreign Exchange GBP/USD                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -21 | NC      | $10569.67     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                            | Thermo Fisher Scientific, Inc.                                                    | CUSIP: 883556DG4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    850000 | PA      | $841069.96    | 0.10%             | 2031-02-12      | Fixed         | 4.21%                 | No            | 2                  | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc.                                                                   | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     69000 | PA      | $67044.50     | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| 3M Co.                                                                    | 3M Co.                                                                            | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    570000 | PA      | $573373.82    | 0.07%             | 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        |    176000 | PA      | $167693.35    | 0.02%             | 2032-06-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| KeyCorp                                                                   | KeyCorp                                                                           | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    377000 | PA      | $399711.18    | 0.05%             | 2035-03-06      | Variable      | 6.40%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences, Inc.                                                     | Gilead Sciences, Inc.                                                             | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     79000 | PA      | $77198.81     | 0.01%             | 2035-09-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE, Series DmsY                                             | CUSIP: 61780B350<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      5326 | NS      | $187935.00    | 0.02%             | 2026-04-01      | Fixed         | 42.10%                | No            | 2                  | On Loan: No      |
| Alpha Generation LLC                                                      | Alpha Generation LLC                                                              | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     77000 | PA      | $78126.72     | 0.01%             | 2032-10-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| EOG Resources, Inc.                                                       | EOG Resources, Inc.                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      4500 | NS      | $650565.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Fair Isaac Corp.                                                          | Fair Isaac Corp.                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    170000 | PA      | $166807.64    | 0.02%             | 2033-05-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp.                                                         | Duke Energy Corp.                                                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      1067 | NS      | $139712.98    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Hertz Corp.                                                               | Hertz Corp. (The), 1st Lien Term Loan B                                           | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |    101127 | PA      | $74581.39     | 0.01%             | 2028-06-30      | Variable      | 7.28%                 | 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        |     46265 | PA      | $43836.32     | 0.01%             | 2032-04-01      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| KeyCorp                                                                   | KeyCorp                                                                           | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   1146000 | PA      | $1071210.36   | 0.12%             | 2029-10-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                          | Goodyear Tire & Rubber Co. (The)                                                  | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52805.49     | 0.01%             | 2030-07-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| 1011778 BC ULC                                                            | 1011778 BC ULC                                                                    | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $122190.28    | 0.01%             | 2030-10-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Penske Truck Leasing Co. LP                                               | Penske Truck Leasing Co. LP                                                       | CUSIP: 709599BZ6<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    111000 | PA      | $112895.69    | 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        |      3436 | NS      | $929747.24    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Corpay Technologies Operating Co. LLC                                     | Corpay Technologies Operating Co. LLC, 1st Lien Term Loan B4                      | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |    252144 | PA      | $251881.73    | 0.03%             | 2028-04-28      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      9230 | NS      | $157457.89    | 0.02%             | 2026-04-08      | Fixed         | 25.05%                | No            | 2                  | On Loan: No      |
| Goldman Sachs International                                               | Goldman Sachs International                                                       | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |       800 | NS      | $168705.88    | 0.02%             | 2026-05-15      | Fixed         | 22.18%                | 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        |    205177 | PA      | $145693.97    | 0.02%             | 2029-07-06      | Variable      | 6.92%                 | 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        |   1000000 | PA      | $1000312.50   | 0.12%             | 2040-10-15      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| Spire, Inc.                                                               | Spire, Inc.                                                                       | CUSIP: 84857LAF8<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    410000 | PA      | $405136.77    | 0.05%             | 2031-09-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                             | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    323000 | PA      | $333203.30    | 0.04%             | 2029-09-15      | Variable      | 5.82%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $183125.68    | 0.02%             | 2056-05-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| WR Grace Holdings LLC                                                     | WR Grace Holdings LLC                                                             | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    259000 | PA      | $259668.22    | 0.03%             | 2031-03-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Ardagh Group SA                                                           | Ardagh Group SA                                                                   | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    216000 | PA      | $226488.74    | 0.03%             | 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        |    200000 | PA      | $200833.66    | 0.02%             | 2028-09-16      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Melco Resorts Finance Ltd.                                                | Melco Resorts Finance Ltd.                                                        | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $191750.00    | 0.02%             | 2029-12-04      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Exelon Corp.                                                              | Exelon Corp.                                                                      | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202359.57    | 0.02%             | 2028-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Air Lease Corp.                                                           | Air Lease Corp.                                                                   | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46960.99     | 0.01%             | 2027-12-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Novartis Capital Corp.                                                    | Novartis Capital Corp.                                                            | CUSIP: 66989HBG2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    440000 | PA      | $439905.44    | 0.05%             | 2031-03-18      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Ally Financial, Inc.                                                      | Ally Financial, Inc.                                                              | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    215000 | PA      | $211189.91    | 0.02%             | 2033-07-31      | Variable      | 5.55%                 | No            | 2                  | On Loan: No      |
| Santander UK Group Holdings plc                                           | Santander UK Group Holdings plc                                                   | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205697.07    | 0.02%             | 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        |    109739 | PA      | $110013.37    | 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        |      1409 | NS      | $501857.62    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Prologis LP                                                               | Prologis LP                                                                       | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26773.02     | 0.00%             | 2033-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Synopsys, Inc.                                                            | Synopsys, Inc.                                                                    | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       342 | NS      | $135596.16    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                 | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    198000 | PA      | $199826.95    | 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        |     59000 | PA      | $53782.22     | 0.01%             | 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        |    292009 | PA      | $290622.41    | 0.03%             | 2032-03-24      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Chart Industries, Inc.                                                    | Chart Industries, Inc., 1st Lien Term Loan                                        | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |     72823 | PA      | $72663.22     | 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        |    115832 | PA      | $115729.10    | 0.01%             | 2031-03-26      | Variable      | 5.95%                 | No            | 2                  | On Loan: No      |
| Fifth Third Bancorp                                                       | Fifth Third Bancorp                                                               | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    655000 | PA      | $642064.14    | 0.07%             | 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        |    148082 | PA      | $143577.34    | 0.02%             | 2032-03-29      | Variable      | 7.17%                 | No            | 2                  | On Loan: No      |
| Ascensus Holdings, Inc.                                                   | Ascensus Holdings, Inc., 1st Lien Term Loan B                                     | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    235000 | PA      | $230960.35    | 0.03%             | 2032-11-25      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| HAH Group Holding Co. LLC                                                 | HAH Group Holding Co. LLC                                                         | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |     44000 | PA      | $38546.83     | 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        |    268619 | PA      | $263391.39    | 0.03%             | 2031-07-31      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                              | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349925.87    | 0.04%             | 2028-10-22      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | Western Digital Corp.                                                             | CUSIP: 06370F253<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       137 | NS      | $37194.34     | 0.00%             | 2026-04-29      | Fixed         | 21.14%                | No            | 2                  | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                               | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1254000 | PA      | $1252887.30   | 0.15%             | 2029-02-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Trinitas CLO XXIII Ltd.                                                   | Trinitas CLO XXIII Ltd., Series 2023-23A, Class A1R                               | CUSIP: 89642TAL7<br>LEI: 635400HEV45BA22Y6W50 | Long             | ABS-CBDO         | CORP              | BM        |   2000000 | PA      | $2000302.80   | 0.23%             | 2038-10-20      | Floating      | 4.98%                 | No            | 2                  | On Loan: No      |
| AIB Group plc                                                             | AIB Group plc                                                                     | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    580000 | PA      | $590428.77    | 0.07%             | 2031-05-15      | Variable      | 5.32%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                                 | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    136000 | PA      | $134876.22    | 0.02%             | 2028-10-15      | Fixed         | 4.00%                 | 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        |    118340 | PA      | $118339.66    | 0.01%             | 2031-02-10      | Variable      | 5.68%                 | No            | 2                  | On Loan: No      |
| Public Service Electric & Gas Co.                                         | Public Service Electric & Gas Co.                                                 | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     39000 | PA      | $36355.50     | 0.00%             | 2030-01-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | Berkshire Hathaway, Inc.                                                          | CUSIP: 06370F279<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       399 | NS      | $192751.14    | 0.02%             | 2026-04-28      | Fixed         | 12.20%                | No            | 2                  | On Loan: No      |
| Air Canada                                                                | Air Canada, 1st Lien Term Loan                                                    | CUSIP: C0102MAS4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |    178572 | PA      | $176861.20    | 0.02%             | 2031-03-21      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| Invitation Homes Operating Partnership LP                                 | Invitation Homes Operating Partnership LP                                         | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    367000 | PA      | $345399.40    | 0.04%             | 2028-11-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| MongoDB, Inc.                                                             | MongoDB, Inc., Class A                                                            | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |       381 | NS      | $93257.37     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Epicor Software Corp.                                                     | Epicor Software Corp., 1st Lien Term Loan E                                       | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |    331791 | PA      | $325072.46    | 0.04%             | 2031-05-30      | Variable      | 6.17%                 | 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      | $1000241.10   | 0.12%             | 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        |    106000 | PA      | $104766.65    | 0.01%             | 2032-08-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Visa, Inc.                                                                | Visa, Inc., Class A                                                               | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      2626 | NS      | $793682.24    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| 1261229 BC Ltd.                                                           | 1261229 BC Ltd.                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    600000 | PA      | $614306.40    | 0.07%             | 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        |     99000 | PA      | $98010.00     | 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        |       877 | NS      | $785125.48    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Hayward Industries, Inc.                                                  | Hayward Industries, Inc., 1st Lien Term Loan                                      | CUSIP: 421300AL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     48796 | PA      | $48846.54     | 0.01%             | 2028-05-30      | Variable      | 6.28%                 | No            | 2                  | On Loan: No      |
| Veritas Newco                                                             | Veritas Newco                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       171 | NS      | $3250.33      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Royal Bank of Canada                                                      | Nordson Corp.                                                                     | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      1087 | NS      | $290673.84    | 0.03%             | 2026-05-12      | Fixed         | 16.87%                | No            | 2                  | 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        |    362828 | PA      | $330884.66    | 0.04%             | 2032-08-16      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1409000 | PA      | $1432762.93   | 0.17%             | 2031-04-23      | Variable      | 5.22%                 | No            | 2                  | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                   | Pfizer Investment Enterprises Pte. Ltd.                                           | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    187000 | PA      | $188109.86    | 0.02%             | 2028-05-19      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Illinois Tool Works, Inc.                                                 | Illinois Tool Works, Inc.                                                         | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      2098 | NS      | $546088.42    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140W3P45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1048467 | PA      | $860973.68    | 0.10%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Synopsys, Inc.                                                            | Synopsys, Inc.                                                                    | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    459000 | PA      | $462982.77    | 0.05%             | 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        |    400000 | PA      | $390681.12    | 0.05%             | 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        |     58754 | PA      | $56117.37     | 0.01%             | 2031-10-09      | Variable      | 6.90%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corp.                                                     | Lockheed Martin Corp.                                                             | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    285000 | PA      | $285224.07    | 0.03%             | 2030-08-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Restaurant Brands International, Inc.                                     | Restaurant Brands International, Inc.                                             | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |      1081 | NS      | $79992.91     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140W3CQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1259528 | PA      | $1275426.57   | 0.15%             | 2055-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                | CUSIP: 01F020448<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -12000 | PA      | $-11035.95    | -0.00%            | 2041-04-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| White Cap Supply Holdings LLC                                             | White Cap Supply Holdings LLC                                                     | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |    431000 | PA      | $418066.90    | 0.05%             | 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        |     50636 | PA      | $50255.75     | 0.01%             | 2029-01-19      | Variable      | 9.03%                 | No            | 2                  | On Loan: No      |
| Northern Oil & Gas, Inc.                                                  | Northern Oil & Gas, Inc.                                                          | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     97000 | PA      | $100361.34    | 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        |     35000 | PA      | $26320.00     | 0.00%             | 2028-03-15      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CapitaLand Ascendas REIT                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |       778 | NS      | $79.47        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SM Energy Co.                                                             | SM Energy Co.                                                                     | CUSIP: 78454LAZ3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84759.84     | 0.01%             | 2034-04-15      | Fixed         | 6.62%                 | 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        |    770000 | PA      | $767985.60    | 0.09%             | 2029-12-17      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| Trinitas CLO XXXII Ltd.                                                   | Trinitas CLO XXXII Ltd., Series 2025-32A, Class C                                 | CUSIP: 89642NAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003154.60   | 0.12%             | 2038-07-23      | Floating      | 5.67%                 | No            | 2                  | On Loan: No      |
| VMware LLC                                                                | VMware LLC                                                                        | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    158000 | PA      | $138679.21    | 0.02%             | 2031-08-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Churchill Downs, Inc.                                                     | Churchill Downs, Inc.                                                             | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    131000 | PA      | $133462.93    | 0.02%             | 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        |     57000 | PA      | $59753.72     | 0.01%             | 2033-06-30      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Arthur J Gallagher & Co.                                                  | Arthur J Gallagher & Co.                                                          | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50534.16     | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | ASML Holding NV                                                                   | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       416 | NS      | $552621.48    | 0.06%             | 2026-04-08      | Fixed         | 26.72%                | No            | 2                  | On Loan: No      |
| Southern Co. (The)                                                        | Southern Co. (The)                                                                | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     94000 | PA      | $94941.80     | 0.01%             | 2033-06-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| GE Aerospace                                                              | GE Aerospace                                                                      | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      2246 | NS      | $637347.42    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| JBS NV                                                                    | JBS NV                                                                            | CUSIP: 472140AB8<br>LEI: 254900JSFON4WL81TW77 | Long             | DBT              | CORP              | NL        |    260000 | PA      | $269896.61    | 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        |      3406 | NS      | $114203.18    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Fertitta Entertainment LLC                                                | Fertitta Entertainment LLC                                                        | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $28021.57     | 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        |      9544 | NS      | $450095.04    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | Walmart, Inc.                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      3621 | NS      | $453071.43    | 0.05%             | 2026-05-12      | Fixed         | 17.15%                | No            | 2                  | On Loan: No      |
| Singapore Technologies Engineering Ltd.                                   | Singapore Technologies Engineering Ltd.                                           | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |      7600 | NS      | $64502.99     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                              | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222043.18    | 0.03%             | 2035-07-26      | Variable      | 5.28%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                | CUSIP: 3133KYVF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44205 | PA      | $38627.05     | 0.00%             | 2041-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Dell International LLC                                                    | Dell International LLC                                                            | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    153000 | PA      | $154840.83    | 0.02%             | 2030-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    747000 | PA      | $729350.73    | 0.08%             | 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        |    179000 | PA      | $175366.30    | 0.02%             | 2028-03-20      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     60000 | PA      | $-710.74      | -0.00%            |  |  |  | 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        |    183389 | PA      | $182701.24    | 0.02%             | 2030-07-22      | Variable      | 7.28%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                | CUSIP: 3132DMYZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1577245 | PA      | $1349880.40   | 0.16%             | 2051-10-01      | Fixed         | 2.50%                 | 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        |     54689 | PA      | $48929.70     | 0.01%             | 2032-06-07      | Variable      | 8.92%                 | 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        |    215505 | PA      | $187489.10    | 0.02%             | 2029-11-13      | Variable      | 7.20%                 | No            | 2                  | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                              | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    299000 | PA      | $301573.52    | 0.04%             | 2028-07-26      | Variable      | 5.04%                 | 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        |       175 | NS      | $124887.89    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Cheniere Energy, Inc.                                                     | Cheniere Energy, Inc.                                                             | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    497000 | PA      | $495744.06    | 0.06%             | 2028-10-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Ohio Power Co.                                                            | Ohio Power Co., Series Q                                                          | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    173000 | PA      | $150269.55    | 0.02%             | 2031-01-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                                         | BAT Capital Corp.                                                                 | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    247000 | PA      | $244289.39    | 0.03%             | 2027-08-15      | Fixed         | 3.56%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    147000 | PA      | $134751.98    | 0.02%             | 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        |     32000 | PA      | $31803.82     | 0.00%             | 2033-12-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                                                  | Angel Oak Mortgage Trust, Series 2025-7, Class A1                                 | CUSIP: 03466TAA5<br>LEI: 254900QTRHHMG5RQ9X60 | Long             | ABS-MBS          | CORP              | US        |    676796 | PA      | $679046.41    | 0.08%             | 2070-06-25      | Variable      | 5.51%                 | No            | 2                  | On Loan: No      |
| Yum! Brands, Inc.                                                         | Yum! Brands, Inc.                                                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      1233 | NS      | $191706.84    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Tryg A/S                                                                  | Tryg A/S                                                                          | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Long             | EC               | CORP              | DK        |      1137 | NS      | $27100.74     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                 | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    153000 | PA      | $165661.34    | 0.02%             | 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        |     81000 | PA      | $81010.12     | 0.01%             | 2032-08-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                     | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     62000 | PA      | $55003.57     | 0.01%             | 2031-01-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Zelis Payments Buyer, Inc.                                                | Zelis Payments Buyer, Inc., 1st Lien Term Loan                                    | CUSIP: 98932TAH6<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |    228380 | PA      | $220615.08    | 0.03%             | 2031-11-26      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| Amentum Holdings, Inc.                                                    | Amentum Holdings, Inc.                                                            | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     79000 | PA      | $81749.99     | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | 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        |    262665 | PA      | $262830.02    | 0.03%             | 2031-05-30      | Variable      | 10.55%                | No            | 2                  | On Loan: No      |
| Accenture plc                                                             | Accenture plc, Class A                                                            | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |      6711 | NS      | $1330724.19   | 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        |    211000 | PA      | $206400.69    | 0.02%             | 2031-10-20      | Fixed         | 5.31%                 | No            | 2                  | On Loan: No      |
| Aon North America, Inc.                                                   | Aon North America, Inc.                                                           | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $48245.43     | 0.01%             | 2027-03-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                 | Aptiv Swiss Holdings Ltd.                                                         | CUSIP: 03837AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    881000 | PA      | $898166.97    | 0.10%             | 2029-09-13      | Fixed         | 4.65%                 | 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        |     10000 | PA      | $10043.65     | 0.00%             | 2036-07-21      | Variable      | 5.37%                 | No            | 2                  | On Loan: No      |
| Playtika Holding Corp.                                                    | Playtika Holding Corp.                                                            | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     19000 | PA      | $14825.70     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Lehman Brothers Holdings, Inc.                                            | Lehman Brothers Holdings, Inc.                                                    | CUSIP: N/A<br>LEI: 549300FDK6ZP3YIHRJ47       | Long             | DBT              | CORP              | US        |    203000 | PA      | $0.02         | 0.00%             | 2037-07-17      | Fixed         | 6.88%                 | No            | 3                  | On Loan: No      |
| APH Somerset Investor 2 LLC                                               | APH Somerset Investor 2 LLC                                                       | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $126597.80    | 0.01%             | 2029-11-01      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Warwick Capital CLO 5 Ltd.                                                | Warwick Capital CLO 5 Ltd., Series 2024-5A, Class A1                              | CUSIP: 93656FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500898.80   | 0.17%             | 2038-01-20      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| Altice France Lux 3                                                       | Altice France Lux 3                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |      1565 | NS      | $26048.24     | 0.00%             |  |  |  | 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        |    280858 | PA      | $259706.19    | 0.03%             | 2031-07-30      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| Alliant Energy Corp.                                                      | Alliant Energy Corp.                                                              | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    190000 | PA      | $184728.58    | 0.02%             | 2056-04-01      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                      | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    768000 | PA      | $682133.44    | 0.08%             | 2031-03-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Invesco US CLO Ltd.                                                       | Invesco US CLO Ltd., Series 2023-3A, Class AR                                     | CUSIP: 46091RAL7<br>LEI: 213800YAVR2FVYDIRM63 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500207.10    | 0.06%             | 2038-07-15      | Floating      | 4.98%                 | 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        |     35000 | PA      | $33309.50     | 0.00%             | 2029-04-13      | Variable      | 6.84%                 | No            | 2                  | On Loan: No      |
| Cross Mortgage Trust                                                      | Cross Mortgage Trust, Series 2026-NQM3, Class A1                                  | CUSIP: 227925AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1001429.87   | 0.12%             | 2071-03-25      | Variable      | 5.12%                 | No            | 2                  | On Loan: No      |
| Newell Brands, Inc.                                                       | Newell Brands, Inc.                                                               | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4784.92      | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | NVIDIA Corp., Series DMUc                                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      4646 | NS      | $820747.94    | 0.10%             | 2026-04-22      | Fixed         | 25.11%                | No            | 2                  | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                | Lamb Weston Holdings, Inc.                                                        | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     57000 | PA      | $52950.28     | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    146000 | PA      | $128313.87    | 0.01%             | 2031-11-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Abbott Laboratories                                                       | Abbott Laboratories                                                               | CUSIP: 002824BT6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    475000 | PA      | $464861.74    | 0.05%             | 2033-03-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     85000 | PA      | $75461.34     | 0.01%             | 2032-10-21      | Variable      | 2.65%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | S&P 500 E-Mini Index                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -24 | NC      | $13914.35     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dominion Energy, Inc.                                                     | Dominion Energy, Inc.                                                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      1479 | NS      | $91431.78     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Rio Tinto Finance USA plc                                                 | Rio Tinto Finance USA plc                                                         | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    115000 | PA      | $117339.91    | 0.01%             | 2032-03-14      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO XII-B Ltd.                                    | Benefit Street Partners CLO XII-B Ltd., Series 2017-12BRA, Class B                | CUSIP: 081917AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1350000 | PA      | $1350716.99   | 0.16%             | 2037-10-15      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| MajorDrive Holdings IV LLC                                                | MajorDrive Holdings IV LLC                                                        | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36983.26     | 0.00%             | 2029-06-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Grace Trust                                                               | Grace Trust, Series 2020-GRCE, Class A                                            | CUSIP: 38406JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $446694.55    | 0.05%             | 2040-12-10      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | KLA Corp., Series DMSk                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        48 | NS      | $71314.36     | 0.01%             | 2026-04-14      | Fixed         | 32.96%                | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | FirstEnergy Corp.                                                                 | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      1243 | NS      | $62892.88     | 0.01%             | 2026-05-15      | Fixed         | 14.63%                | No            | 2                  | On Loan: No      |
| Uber Technologies, Inc.                                                   | Uber Technologies, Inc.                                                           | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     49000 | PA      | $47971.41     | 0.01%             | 2034-09-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Penske Truck Leasing Co. LP                                               | Penske Truck Leasing Co. LP                                                       | CUSIP: 709599CB8<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     83000 | PA      | $84245.09     | 0.01%             | 2030-02-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Freeport LNG Investments LLLP                                             | Freeport LNG Investments LLLP, 1st Lien Term Loan B                               | CUSIP: 35670CAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    255000 | PA      | $254788.35    | 0.03%             | 2033-02-11      | Variable      | 6.89%                 | 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        |    169000 | PA      | $165572.68    | 0.02%             | 2032-09-30      | Variable      | 5.88%                 | 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        |     68000 | PA      | $68258.54     | 0.01%             | 2034-01-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | Microsoft Corp.                                                                   | CUSIP: 06370F618<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      1452 | NS      | $542316.14    | 0.06%             | 2026-05-20      | Fixed         | 16.99%                | No            | 2                  | On Loan: No      |
| CapitaLand Ascendas REIT                                                  | CapitaLand Ascendas REIT                                                          | CUSIP: N/A<br>LEI: 549300ILIBAEMQZK3L20       | Long             | EC               | CORP              | SG        |     27800 | NS      | $53652.73     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Evolution Mining Ltd.                                                     | Evolution Mining Ltd.                                                             | CUSIP: N/A<br>LEI: 254900BCFW5QO5LW8F27       | Long             | EC               | CORP              | AU        |      7102 | NS      | $63951.46     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series EMTa                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       478 | NS      | $165902.66    | 0.02%             | 2026-05-19      | Fixed         | 30.72%                | 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        |     20000 | PA      | $21231.28     | 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        |    302000 | PA      | $304242.68    | 0.04%             | 2030-02-15      | Variable      | 6.95%                 | 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        |     10930 | PA      | $10934.13     | 0.00%             | 2028-07-03      | Variable      | 5.70%                 | 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        |    242139 | PA      | $235126.27    | 0.03%             | 2029-10-09      | Variable      | 6.17%                 | 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        |     86348 | PA      | $84890.82     | 0.01%             | 2032-04-16      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| Merck & Co., Inc.                                                         | Merck & Co., Inc.                                                                 | CUSIP: 58933YBX2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    195000 | PA      | $192820.50    | 0.02%             | 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        |      2200 | NS      | $361086.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                  | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    853000 | PA      | $867726.98    | 0.10%             | 2027-05-01      | Fixed         | 6.26%                 | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Ecolab, Inc.                                                                      | CUSIP: 60701C877<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |       351 | NS      | $94214.17     | 0.01%             | 2026-04-22      | Fixed         | 15.12%                | No            | 2                  | On Loan: No      |
| Novelis, Inc.                                                             | Novelis, Inc., 1st Lien Term Loan                                                 | CUSIP: 67000LAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    231079 | PA      | $230981.91    | 0.03%             | 2032-03-11      | Variable      | 5.45%                 | No            | 2                  | On Loan: No      |
| AthenaHealth Group, Inc.                                                  | AthenaHealth Group, Inc.                                                          | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    244000 | PA      | $229024.18    | 0.03%             | 2030-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc.                                                                    | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84513.74     | 0.01%             | 2032-11-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Amazon.com, Inc., Series 122E                                                     | CUSIP: 61780B376<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |      2458 | NS      | $512234.08    | 0.06%             | 2026-04-08      | Fixed         | 16.64%                | No            | 2                  | On Loan: No      |
| Entergy Corp.                                                             | Entergy Corp.                                                                     | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      1082 | NS      | $121573.52    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                      | CUSIP: 00287YEF2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    335000 | PA      | $328862.06    | 0.04%             | 2033-03-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                       | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    275000 | PA      | $265402.93    | 0.03%             | 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        |     44630 | NS      | $494981.39    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                     | Uniform Mortgage-Backed Securities                                                | CUSIP: 3140QVGN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    942576 | PA      | $930359.68    | 0.11%             | 2054-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MasTec, Inc.                                                              | MasTec, Inc.                                                                      | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |       293 | NS      | $94269.82     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ACREC LLC                                                                 | ACREC LLC, Series 2026-FL4, Class A                                               | CUSIP: 004970AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $997040.40    | 0.12%             | 2043-01-18      | Floating      | 5.13%                 | No            | 2                  | On Loan: No      |
| Citrin Cooperman Advisors LLC                                             | Citrin Cooperman Advisors LLC, 1st Lien Term Loan                                 | CUSIP: 17737EAC7<br>LEI: 254900DPG9ZEAP5MK895 | Long             | LON              | CORP              | US        |    135473 | PA      | $129884.61    | 0.02%             | 2032-04-01      | Variable      | 6.70%                 | 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        |    589243 | PA      | $578218.01    | 0.07%             | 2067-03-25      | Variable      | 4.76%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Banco Bilbao Vizcaya Argentaria SA, Series DU1S                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      6527 | NS      | $140170.17    | 0.02%             | 2026-04-15      | Fixed         | 49.50%                | No            | 2                  | On Loan: No      |
| Six Flags Entertainment Corp.                                             | Six Flags Entertainment Corp.                                                     | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $46869.67     | 0.01%             | 2029-07-15      | Fixed         | 5.25%                 | 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        |   1000000 | PA      | $996487.40    | 0.12%             | 2042-11-15      | Floating      | 5.32%                 | No            | 2                  | On Loan: No      |
| Regency Centers LP                                                        | Regency Centers LP                                                                | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36388.97     | 0.00%             | 2034-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                   | ServiceNow, Inc.                                                                  | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |       422 | NS      | $44579.15     | 0.01%             | 2026-04-21      | Fixed         | 23.00%                | No            | 2                  | On Loan: No      |
| ProAmpac PG Borrower LLC                                                  | ProAmpac PG Borrower LLC, 1st Lien Term Loan                                      | CUSIP: 74274NAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    173833 | PA      | $167444.56    | 0.02%             | 2033-02-18      | Variable      | 7.67%                 | No            | 2                  | On Loan: No      |
| HB Fuller Co.                                                             | HB Fuller Co., 1st Lien Term Loan B                                               | CUSIP: 40409VAW4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    202027 | PA      | $202407.26    | 0.02%             | 2030-02-15      | Variable      | 5.53%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Transmission LLC                                              | FirstEnergy Transmission LLC                                                      | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    153000 | PA      | $150658.41    | 0.02%             | 2035-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                                               | Goldman Sachs International                                                       | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |      2155 | NS      | $621916.67    | 0.07%             | 2026-05-22      | Fixed         | 16.17%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Bank of New York Mellon Corp. (The)                                               | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       555 | NS      | $65757.16     | 0.01%             | 2026-04-21      | Fixed         | 21.89%                | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                          | CUSIP: 91324PEZ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    195000 | PA      | $196945.15    | 0.02%             | 2029-04-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                          | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    198000 | PA      | $180139.46    | 0.02%             | 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        |    784953 | PA      | $776567.28    | 0.09%             | 2057-07-25      | Variable      | 4.10%                 | No            | 2                  | On Loan: No      |
| SCREEN Holdings Co. Ltd.                                                  | SCREEN Holdings Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 353800ND89FTQ9XQ0R07       | Long             | EC               | CORP              | JP        |       600 | NS      | $35745.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SLG Commercial Mortgage Trust                                             | SLG Commercial Mortgage Trust, Series 2026-PAT, Class A                           | CUSIP: 78451CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1077000 | PA      | $1068152.66   | 0.12%             | 2039-02-15      | Variable      | 4.45%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412818.96    | 0.05%             | 2027-11-04      | Fixed         | 7.35%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | O'Reilly Automotive, Inc.                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      4947 | NS      | $456114.36    | 0.05%             | 2026-05-12      | Fixed         | 14.97%                | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                 | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |     20952 | NS      | $344086.18    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                             | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    273000 | PA      | $266950.57    | 0.03%             | 2030-05-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Lindblad Expeditions LLC                                                  | Lindblad Expeditions LLC                                                          | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63301.44     | 0.01%             | 2030-09-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| American Homes 4 Rent LP                                                  | American Homes 4 Rent LP                                                          | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     91000 | PA      | $91455.75     | 0.01%             | 2029-02-15      | Fixed         | 4.90%                 | 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        |    800000 | PA      | $798000.00    | 0.09%             | 2040-10-15      | Floating      | 4.87%                 | 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        |    220770 | PA      | $220218.08    | 0.03%             | 2032-02-10      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| Woodward, Inc.                                                            | Woodward, Inc.                                                                    | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |       181 | NS      | $64783.52     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Aramark Services, Inc.                                                    | Aramark Services, Inc., 1st Lien Term Loan B10                                    | CUSIP: 03852JBC4<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |    175520 | PA      | $175519.74    | 0.02%             | 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        |    321000 | PA      | $321081.86    | 0.04%             | 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        |       256 | NS      | $22966.75     | 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        |     17800 | NS      | $724794.86    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association                                          | CUSIP: 21H040640<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    413000 | PA      | $386805.97    | 0.04%             | 2056-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11813.26     | 0.00%             | 2031-02-15      | Fixed         | 2.55%                 | 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        |      5710 | NS      | $473770.53    | 0.06%             | 2026-04-08      | Floating      | 30.55%                | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                        | VICI Properties LP                                                                | CUSIP: 92564RAL9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53449.30     | 0.01%             | 2029-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Brink's Co. (The)                                                         | Brink's Co. (The)                                                                 | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101221.60    | 0.01%             | 2032-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37897.56     | 0.00%             | 2034-03-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                                                           | Nordea Bank Abp                                                                   | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |     10508 | NS      | $180938.97    | 0.02%             |  |  |  | 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        |    238260 | PA      | $233173.41    | 0.03%             | 2031-09-30      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| Kennedy Lewis CLO 6 Ltd.                                                  | Kennedy Lewis CLO 6 Ltd., Series 6A, Class AR2                                    | CUSIP: 37148JAN3<br>LEI: 254900V675MOVWK0HA08 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000852.90   | 0.12%             | 2037-10-22      | Floating      | 5.07%                 | 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        |   1000000 | PA      | $999431.40    | 0.12%             | 2034-07-18      | Floating      | 5.27%                 | 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        |    365000 | PA      | $368595.25    | 0.04%             | 2030-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                | CUSIP: 31427MNC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27821 | PA      | $28500.49     | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Solstice Advanced Materials, Inc.                                         | Solstice Advanced Materials, Inc.                                                 | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88743.80     | 0.01%             | 2033-09-30      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BHP Group Ltd.                                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      3975 | NS      | $291836.48    | 0.03%             | 2026-04-08      | Fixed         | 42.37%                | No            | 2                  | On Loan: No      |
| CACI International, Inc.                                                  | CACI International, Inc.                                                          | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    106000 | PA      | $107900.16    | 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        |     32000 | PA      | $32274.98     | 0.00%             | 2030-10-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| ION Platform Finance US, Inc.                                             | ION Platform Finance US, Inc.                                                     | CUSIP: 46206AAE2<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    149000 | PA      | $139173.02    | 0.02%             | 2028-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Oaktree CLO Ltd.                                                          | Oaktree CLO Ltd., Series 2022-3A, Class BR                                        | CUSIP: 67401RAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1249760.75   | 0.15%             | 2037-10-15      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| Avalara, Inc.                                                             | Avalara, Inc., 1st Lien Term Loan                                                 | CUSIP: 05338KAD9<br>LEI: 549300Q16CMW239SS315 | Long             | LON              | CORP              | US        |    214513 | PA      | $209340.73    | 0.02%             | 2032-03-26      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Ventas Realty LP                                                          | Ventas Realty LP                                                                  | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     94000 | PA      | $93412.86     | 0.01%             | 2027-04-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Mosaic Co. (The)                                                          | Mosaic Co. (The)                                                                  | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      1821 | NS      | $46435.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Lockheed Martin Corp.                                                     | Lockheed Martin Corp.                                                             | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54951.45     | 0.01%             | 2034-08-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| EURO                                                                      | EURO                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |    110291 | OU      | $127480.20    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Pound Sterling                                                            | Pound Sterling                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |      5832 | OU      | $7719.17      | 0.00%             |  |  |  | No            | 1                  | 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        |    180000 | PA      | $173635.20    | 0.02%             | 2030-04-15      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| NRZT                                                                      | NRZT, Series 2025-NQM6, Class A1                                                  | CUSIP: 64832KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    944498 | PA      | $942165.48    | 0.11%             | 2065-10-25      | Variable      | 5.08%                 | No            | 2                  | On Loan: No      |
| Clean Harbors, Inc.                                                       | Clean Harbors, Inc., 1st Lien Term Loan                                           | CUSIP: 18449EAJ9<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |    127680 | PA      | $128446.08    | 0.01%             | 2032-10-11      | Variable      | 5.17%                 | No            | 2                  | On Loan: No      |
| M&T Bank Corp.                                                            | M&T Bank Corp.                                                                    | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      3435 | NS      | $710083.20    | 0.08%             |  |  |  | No            | 1                  | 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        |     85140 | PA      | $38738.52     | 0.00%             | 2029-06-29      | Variable      | 7.67%                 | No            | 3                  | On Loan: No      |
| Honeywell Aerospace, Inc.                                                 | Honeywell Aerospace, Inc.                                                         | CUSIP: 43849RAE5<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    934000 | PA      | $923898.34    | 0.11%             | 2031-03-16      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Hologic, Inc.                                                             | Hologic, Inc., 1st Lien Term Loan B                                               | CUSIP: 43644ABL2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    493000 | PA      | $486837.50    | 0.06%             | 2033-01-14      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                    | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     98000 | PA      | $96687.11     | 0.01%             | 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        |    675256 | PA      | $672944.48    | 0.08%             | 2067-04-25      | Variable      | 4.35%                 | 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        |     34072 | PA      | $33263.26     | 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        |    805000 | PA      | $814096.92    | 0.09%             | 2031-03-03      | Variable      | 5.13%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                   | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47983.65     | 0.01%             | 2036-01-24      | Variable      | 6.02%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                                       | Realty Income Corp.                                                               | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     69000 | PA      | $61198.46     | 0.01%             | 2032-12-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                   | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    370000 | PA      | $369792.28    | 0.04%             | 2033-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| RENK Group AG                                                             | RENK Group AG                                                                     | CUSIP: N/A<br>LEI: 894500H8CNSZ53EI6K63       | Long             | EC               | CORP              | DE        |      1052 | NS      | $62879.82     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| PG&E Corp.                                                                | PG&E Corp.                                                                        | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     68000 | PA      | $67192.72     | 0.01%             | 2056-09-15      | Variable      | 6.85%                 | No            | 2                  | On Loan: No      |
| United Rentals North America, Inc.                                        | United Rentals North America, Inc.                                                | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    126000 | PA      | $122519.83    | 0.01%             | 2033-11-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Europe SE                                                  | Morgan Stanley Europe SE, Series EMTA                                             | CUSIP: 61780B608<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       533 | NS      | $117209.33    | 0.01%             | 2026-05-19      | Fixed         | 38.14%                | 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        |    193539 | PA      | $194022.58    | 0.02%             | 2032-08-02      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                      | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $403273.14    | 0.05%             | 2029-02-25      | Variable      | 5.09%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corp.                                                     | Lockheed Martin Corp.                                                             | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       524 | NS      | $316700.36    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| DCP Midstream Operating LP                                                | DCP Midstream Operating LP                                                        | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    558000 | PA      | $507201.79    | 0.06%             | 2032-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       700 | NS      | $209471.02    | 0.02%             | 2026-05-29      | Fixed         | 17.36%                | No            | 2                  | On Loan: No      |
| Asurion LLC                                                               | Asurion LLC, 1st Lien Term Loan B11                                               | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     20583 | PA      | $20553.63     | 0.00%             | 2028-08-21      | Variable      | 8.02%                 | No            | 2                  | On Loan: No      |
| CenterPoint Energy, Inc.                                                  | CenterPoint Energy, Inc.                                                          | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      2264 | NS      | $97714.24     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                             | CUSIP: 91087BAY6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $201300.00    | 0.02%             | 2029-05-07      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Citizens Financial Group, Inc.                                            | Citizens Financial Group, Inc.                                                    | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     11966 | NS      | $717601.02    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Flowserve Corp.                                                           | Flowserve Corp.                                                                   | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      8634 | NS      | $634685.34    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Sirva-Bgrs Holdings, Inc.                                                 | Sirva-Bgrs Holdings, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |        13 | NS      | $2329.25      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Altria Group, Inc.                                                        | Altria Group, Inc.                                                                | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    620000 | PA      | $617321.01    | 0.07%             | 2030-08-06      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Performance Food Group, Inc.                                              | Performance Food Group, Inc.                                                      | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     71000 | PA      | $68478.96     | 0.01%             | 2034-03-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Bouygues SA                                                               | Bouygues SA                                                                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |       652 | NS      | $37787.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Apidos CLO XXXIX Ltd.                                                     | Apidos CLO XXXIX Ltd., Series 2022-39A, Class A1R                                 | CUSIP: 03766HAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1998977.20   | 0.23%             | 2038-10-21      | Floating      | 4.90%                 | No            | 2                  | On Loan: No      |
| Bridge Street CLO VI Ltd.                                                 | Bridge Street CLO VI Ltd., Series 2025-2A, Class A1                               | CUSIP: 10806PAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999710.20    | 0.12%             | 2039-01-15      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                                         | BAT Capital Corp.                                                                 | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1511000 | PA      | $1503085.41   | 0.17%             | 2026-09-06      | Fixed         | 3.21%                 | No            | 2                  | On Loan: No      |
| Brookfield Residential Properties, Inc.                                   | Brookfield Residential Properties, Inc.                                           | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     88000 | PA      | $80795.62     | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Millrose Properties, Inc.                                                 | Millrose Properties, Inc.                                                         | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    177000 | PA      | $173744.58    | 0.02%             | 2032-09-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                              | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71349.44     | 0.01%             | 2028-07-25      | Variable      | 4.85%                 | No            | 2                  | On Loan: No      |
| Ohio Power Co.                                                            | Ohio Power Co.                                                                    | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25671.64     | 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      | $995625.00    | 0.12%             | 2043-02-15      | Floating      | 4.92%                 | No            | 2                  | On Loan: No      |
| Veritiv Operating Co.                                                     | Veritiv Operating Co.                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     56000 | PA      | $58197.89     | 0.01%             | 2030-11-30      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                  | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    450000 | PA      | $443692.50    | 0.05%             | 2027-02-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series 000i                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       671 | NS      | $202983.73    | 0.02%             | 2026-05-20      | Fixed         | 15.62%                | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                                             | Equinix, Inc.                                                                     | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    148000 | PA      | $140889.14    | 0.02%             | 2028-05-15      | Fixed         | 2.00%                 | 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        |     39488 | PA      | $39093.24     | 0.00%             | 2029-12-19      | Variable      | 4.08%                 | No            | 2                  | On Loan: No      |
| FS Trust                                                                  | FS Trust, Series 2026-HULA, Class A                                               | CUSIP: 30345AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999687.20    | 0.12%             | 2041-03-15      | Floating      | 5.13%                 | No            | 2                  | On Loan: No      |
| Viking Cruises Ltd.                                                       | Viking Cruises Ltd.                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    223000 | PA      | $220170.54    | 0.03%             | 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        |    253000 | PA      | $253632.50    | 0.03%             | 2032-08-30      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| Ares Strategic Income Fund                                                | Ares Strategic Income Fund                                                        | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17502.98     | 0.00%             | 2030-09-09      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Hilcorp Energy I LP                                                       | Hilcorp Energy I LP                                                               | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     52000 | PA      | $54253.26     | 0.01%             | 2033-11-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Getty Images, Inc.                                                        | Getty Images, Inc.                                                                | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13452.29     | 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        |    174000 | PA      | $173782.50    | 0.02%             | 2032-10-27      | Variable      | 5.67%                 | No            | 3                  | 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        |    770000 | PA      | $768796.88    | 0.09%             | 2039-12-15      | Floating      | 4.92%                 | No            | 2                  | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                 | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |     27907 | NS      | $206733.59    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Repsol SA                                                                 | Repsol SA                                                                         | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |      3699 | NS      | $104121.20    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Industries, Inc.                                                 | Standard Industries, Inc., 1st Lien Term Loan                                     | CUSIP: 85350EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     43440 | PA      | $43337.59     | 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        |    115295 | PA      | $114862.86    | 0.01%             | 2029-10-22      | Variable      | 5.67%                 | No            | 3                  | On Loan: No      |
| Station Casinos LLC                                                       | Station Casinos LLC                                                               | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     86000 | PA      | $86333.68     | 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        |    509000 | PA      | $471906.45    | 0.05%             | 2031-03-24      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| EMCOR Group, Inc.                                                         | EMCOR Group, Inc.                                                                 | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       102 | NS      | $75307.62     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | Shell plc, Series Emtk                                                            | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      4601 | NS      | $380173.51    | 0.04%             | 2026-04-01      | Fixed         | 22.15%                | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                        | VICI Properties LP                                                                | CUSIP: 92564RAE5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    540000 | PA      | $517130.35    | 0.06%             | 2030-08-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                    | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    331000 | PA      | $332176.68    | 0.04%             | 2029-05-09      | Variable      | 4.79%                 | No            | 2                  | On Loan: No      |
| Duke Energy Florida LLC                                                   | Duke Energy Florida LLC                                                           | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     21000 | PA      | $18790.95     | 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        |    117000 | PA      | $118863.60    | 0.01%             | 2029-07-15      | Variable      | 5.48%                 | 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        |   2000000 | PA      | $2000474.40   | 0.23%             | 2038-10-20      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     58028 | PA      | $880.78       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                               | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      3490 | NS      | $356468.60    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Netflix, Inc.                                                             | Netflix, Inc.                                                                     | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     93000 | PA      | $96753.66     | 0.01%             | 2028-11-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Bridgestone Corp.                                                         | Bridgestone Corp.                                                                 | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               | CORP              | JP        |      3900 | NS      | $81269.25     | 0.01%             |  |  |  | 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        |     11845 | PA      | $1587.18      | 0.00%             | 2029-12-31      | Variable      | 7.71%                 | No            | 2                  | On Loan: No      |
| Columbus McKinnon Corp.                                                   | Columbus McKinnon Corp., 1st Lien Term Loan                                       | CUSIP: 19933MAS2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    179316 | PA      | $178418.97    | 0.02%             | 2033-02-03      | Variable      | 7.20%                 | No            | 2                  | On Loan: No      |
| Mattamy Group Corp.                                                       | Mattamy Group Corp.                                                               | CUSIP: 57701RAQ5<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     37000 | PA      | $34745.00     | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Rolls-Royce Holdings plc                                                  | Rolls-Royce Holdings plc                                                          | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |      4010 | NS      | $60921.63     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Deluxe Corp.                                                              | Deluxe Corp.                                                                      | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33218.69     | 0.00%             | 2029-09-15      | Fixed         | 8.12%                 | 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        |    146632 | PA      | $146541.59    | 0.02%             | 2032-10-06      | Variable      | 7.67%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Apple, Inc.                                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      2988 | NS      | $757041.73    | 0.09%             | 2026-05-05      | Fixed         | 18.18%                | 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        |    860000 | PA      | $859194.18    | 0.10%             | 2040-10-15      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | Bank of America Corp.                                                             | CUSIP: 06370F444<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      3299 | NS      | $159241.59    | 0.02%             | 2026-05-20      | Fixed         | 16.48%                | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Citigroup, Inc.                                                                   | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      3624 | NS      | $397865.73    | 0.05%             | 2026-04-29      | Fixed         | 22.01%                | 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        |    129661 | PA      | $129599.14    | 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        |     22000 | PA      | $25022.02     | 0.00%             | 2030-04-22      | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| CIM Trust                                                                 | CIM Trust, Series 2023-I2, Class A1                                               | CUSIP: 12570HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    221770 | PA      | $221906.24    | 0.03%             | 2067-12-25      | Variable      | 6.64%                 | No            | 2                  | On Loan: No      |
| Churchill Downs, Inc.                                                     | Churchill Downs, Inc.                                                             | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31646.80     | 0.00%             | 2030-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Core & Main LP                                                            | Core & Main LP, 1st Lien Term Loan D                                              | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |    175395 | PA      | $175286.71    | 0.02%             | 2028-07-27      | Variable      | 5.68%                 | No            | 2                  | On Loan: No      |
| Snap, Inc.                                                                | Snap, Inc.                                                                        | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21633.08     | 0.00%             | 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        |     70000 | PA      | $70127.89     | 0.01%             | 2033-07-20      | Variable      | 4.92%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       787 | NS      | $162629.66    | 0.02%             | 2026-04-22      | Fixed         | 23.95%                | No            | 2                  | On Loan: No      |
| Novartis Capital Corp.                                                    | Novartis Capital Corp.                                                            | CUSIP: 66989HBJ6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    430000 | PA      | $428971.11    | 0.05%             | 2036-03-18      | Fixed         | 4.90%                 | 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        |    127600 | PA      | $116275.50    | 0.01%             | 2031-06-17      | Variable      | 6.70%                 | No            | 2                  | On Loan: No      |
| Embraer Netherlands Finance BV                                            | Embraer Netherlands Finance BV                                                    | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |     18000 | PA      | $18552.66     | 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        |     29000 | PA      | $26607.50     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| H-Food Holdings LLC                                                       | H-Food Holdings LLC                                                               | CUSIP: N/A<br>LEI: 2549001XVX1R2ITF6935       | Long             | EC               | CORP              | US        |       737 | NS      | $13634.50     | 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        |      5371 | NS      | $211132.38    | 0.02%             | 2026-04-14      | Fixed         | 18.04%                | 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        |      1629 | NS      | $30476.72     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | Vertex Pharmaceuticals, Inc.                                                      | CUSIP: 06370F634<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       125 | NS      | $56224.00     | 0.01%             | 2026-05-15      | Fixed         | 20.98%                | No            | 2                  | On Loan: No      |
| Met Tower Global Funding                                                  | Met Tower Global Funding                                                          | CUSIP: 58989V2H6<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    558000 | PA      | $568724.48    | 0.07%             | 2029-04-12      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Glencore Canada Corp.                                                     | Glencore Canada Corp.                                                             | CUSIP: 655422AV5<br>LEI: 549300ED6C93BGYAS129 | Long             | DBT              | CORP              | CA        |     73000 | PA      | $76149.36     | 0.01%             | 2035-06-15      | Fixed         | 6.20%                 | 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        |     80332 | PA      | $54826.55     | 0.01%             | 2028-01-31      | Variable      | 8.93%                 | No            | 2                  | On Loan: No      |
| NEXSTAR MEDIA INC.                                                        | NEXSTAR MEDIA INC. Term Loan First Lien                                           | CUSIP: 65336RBF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     77000 | PA      | $76069.84     | 0.01%             | 2033-03-18      | Variable      | 6.22%                 | No            | 2                  | On Loan: No      |
| Kratos Defense & Security Solutions, Inc.                                 | Kratos Defense & Security Solutions, Inc.                                         | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |      1115 | NS      | $78618.65     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Colossus Acquireco LLC                                                    | Colossus Acquireco LLC, 1st Lien Term Loan                                        | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |    364207 | PA      | $362670.45    | 0.04%             | 2032-07-30      | Variable      | 5.38%                 | No            | 2                  | On Loan: No      |
| Kaman Corp.                                                               | Kaman Corp., Delayed Draw 1st Lien Term Loan                                      | CUSIP: 48354VAN2<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     10778 | PA      | $10776.10     | 0.00%             | 2032-02-26      | Variable      | 1.20%                 | No            | 2                  | On Loan: No      |
| Truist Financial Corp.                                                    | Truist Financial Corp.                                                            | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    467000 | PA      | $468176.42    | 0.05%             | 2027-06-08      | Variable      | 6.05%                 | No            | 2                  | On Loan: No      |
| Uber Technologies, Inc.                                                   | Uber Technologies, Inc.                                                           | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    496000 | PA      | $491821.15    | 0.06%             | 2030-01-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Pfizer, Inc.                                                              | Pfizer, Inc.                                                                      | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248263.35    | 0.03%             | 2030-11-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| DNB Bank ASA                                                              | DNB Bank ASA                                                                      | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |      2976 | NS      | $93115.05     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                   | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    133000 | PA      | $135642.71    | 0.02%             | 2032-03-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                      | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    390000 | PA      | $380591.16    | 0.04%             | 2027-11-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Bayview Financial Revolving Asset Trust                                   | Bayview Financial Revolving Asset Trust, Series 2005-A, Class A1                  | CUSIP: 073250BM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405100 | PA      | $365805.67    | 0.04%             | 2040-02-28      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| NTT Finance Corp.                                                         | NTT Finance Corp.                                                                 | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $701593.51    | 0.08%             | 2027-07-16      | Fixed         | 4.57%                 | No            | 2                  | On Loan: No      |
| HUB International Ltd.                                                    | HUB International Ltd.                                                            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    480000 | PA      | $489582.24    | 0.06%             | 2032-01-31      | Fixed         | 7.38%                 | 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        |    870000 | PA      | $894882.70    | 0.10%             | 2041-12-10      | Variable      | 7.01%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     57000 | PA      | $50340.37     | 0.01%             | 2031-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| TransAlta Corp.                                                           | TransAlta Corp.                                                                   | CUSIP: 89346DAL1<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |     33000 | PA      | $32777.89     | 0.00%             | 2034-02-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     39000 | PA      | $233.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Uniform Mortgage-Backed Securities                                                | CUSIP: 31427QV82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130929 | PA      | $134083.47    | 0.02%             | 2054-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                      | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50067.37     | 0.01%             | 2033-03-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| State Street Corp.                                                        | State Street Corp.                                                                | CUSIP: 857477AY9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    138000 | PA      | $119771.71    | 0.01%             | 2047-06-15      | Floating      | 4.94%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     13569 | NS      | $204572.07    | 0.02%             | 2026-04-10      | Fixed         | 22.44%                | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                                       | Realty Income Corp.                                                               | CUSIP: 756109AU8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    136000 | PA      | $134401.45    | 0.02%             | 2028-01-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Murata Manufacturing Co. Ltd.                                             | Murata Manufacturing Co. Ltd.                                                     | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |      5600 | NS      | $125648.48    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| APLD ComputeCo 2 LLC                                                      | APLD ComputeCo 2 LLC                                                              | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    114000 | PA      | $113169.98    | 0.01%             | 2031-03-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Sazerac Co., Inc.                                                         | Sazerac Co., Inc., 1st Lien Term Loan B2                                          | CUSIP: 80583EAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     82518 | PA      | $82402.80     | 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        |    114000 | PA      | $114142.50    | 0.01%             | 2032-09-13      | Variable      | 6.95%                 | No            | 2                  | On Loan: No      |
| Service Corp. International                                               | Service Corp. International                                                       | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      8522 | NS      | $703150.22    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                                    | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    183000 | PA      | $189929.87    | 0.02%             | 2034-01-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                             | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    675000 | PA      | $669138.08    | 0.08%             | 2028-09-15      | Fixed         | 4.00%                 | 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        |    180008 | PA      | $180513.96    | 0.02%             | 2028-05-05      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| Bombardier, Inc.                                                          | Bombardier, Inc.                                                                  | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    232000 | PA      | $239588.26    | 0.03%             | 2033-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                         | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    509000 | PA      | $524745.27    | 0.06%             | 2034-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | HCA Healthcare, Inc.                                                              | CUSIP: 06370F378<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       820 | NS      | $392393.86    | 0.05%             | 2026-05-13      | Fixed         | 20.53%                | No            | 2                  | On Loan: No      |
| Georgia Power Co.                                                         | Georgia Power Co.                                                                 | CUSIP: 373334KY6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    395000 | PA      | $396563.56    | 0.05%             | 2030-03-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | Cencora, Inc.                                                                     | CUSIP: 06370F287<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      1340 | NS      | $427148.33    | 0.05%             | 2026-04-28      | Fixed         | 17.15%                | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Verizon Communications, Inc.                                                      | CUSIP: 60701C885<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |      3218 | NS      | $161569.12    | 0.02%             | 2026-04-24      | Fixed         | 26.82%                | No            | 2                  | On Loan: No      |
| Park Intermediate Holdings LLC                                            | Park Intermediate Holdings LLC                                                    | CUSIP: 70052LAD5<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91101.96     | 0.01%             | 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        |    301000 | PA      | $290849.32    | 0.03%             | 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        |    154000 | PA      | $140357.13    | 0.02%             | 2032-01-31      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ASR Nederland NV                                                          | ASR Nederland NV                                                                  | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |       533 | NS      | $36695.37     | 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        |    593000 | PA      | $590374.91    | 0.07%             | 2040-09-15      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| Silver Point CLO 1 Ltd.                                                   | Silver Point CLO 1 Ltd., Series 2022-1A, Class BR                                 | CUSIP: 828085AS9<br>LEI: 549300UJUGKIKZF7CD63 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2001142.20   | 0.23%             | 2038-01-20      | Floating      | 5.37%                 | 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        |    251477 | PA      | $221063.55    | 0.03%             | 2027-04-15      | Variable      | 8.25%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                         | Microsoft Corp.                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      1464 | NS      | $546434.60    | 0.06%             | 2026-05-13      | Fixed         | 16.95%                | No            | 2                  | On Loan: No      |
| UKG, Inc.                                                                 | UKG, Inc., 1st Lien Term Loan                                                     | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    366334 | PA      | $349530.54    | 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        |      4200 | NS      | $120228.19    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CareTrust REIT, Inc.                                                      | CareTrust REIT, Inc.                                                              | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |      6212 | NS      | $227669.80    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                          | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    447000 | PA      | $406217.97    | 0.05%             | 2031-05-24      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Taylor Wimpey plc                                                         | Taylor Wimpey plc                                                                 | CUSIP: N/A<br>LEI: 21380089BTRXTD8S3R66       | Long             | EC               | CORP              | GB        |    387202 | NS      | $459887.71    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                   | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    532000 | PA      | $529163.54    | 0.06%             | 2033-05-31      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Banco Comercial Portugues SA                                              | Banco Comercial Portugues SA, Class R                                             | CUSIP: N/A<br>LEI: JU1U6S0DG9YLT7N8ZV32       | Long             | EC               | CORP              | PT        |     25367 | NS      | $24706.64     | 0.00%             |  |  |  | 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        |    295024 | PA      | $290507.37    | 0.03%             | 2031-05-06      | Variable      | 6.45%                 | No            | 2                  | On Loan: No      |
| Cloudflare, Inc.                                                          | Cloudflare, Inc., Class A                                                         | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |       665 | NS      | $137216.10    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Acadia Healthcare Co., Inc.                                               | Acadia Healthcare Co., Inc.                                                       | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28667.08     | 0.00%             | 2033-03-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Monolithic Power Systems, Inc.                                            | Monolithic Power Systems, Inc.                                                    | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |        70 | NS      | $76534.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Bank of Canada                                                      | FirstEnergy Corp.                                                                 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      1250 | NS      | $63216.50     | 0.01%             | 2026-05-08      | Fixed         | 11.47%                | No            | 2                  | On Loan: No      |
| Waste Pro USA, Inc.                                                       | Waste Pro USA, Inc.                                                               | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    263000 | PA      | $265959.01    | 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        |      1464 | NS      | $173059.44    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| VoltaGrid LLC                                                             | VoltaGrid LLC                                                                     | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    258000 | PA      | $266464.72    | 0.03%             | 2030-11-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                       | Cisco Systems, Inc.                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      1530 | NS      | $118817.50    | 0.01%             | 2026-04-29      | Fixed         | 18.74%                | 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        |   1753000 | PA      | $1754126.13   | 0.20%             | 2042-08-15      | Floating      | 5.52%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2026-VLT9, Class A                           | CUSIP: 05618UAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    730000 | PA      | $726466.51    | 0.08%             | 2045-03-15      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                              | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    917000 | PA      | $949875.56    | 0.11%             | 2029-06-01      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Ares Capital Corp.                                                        | Ares Capital Corp.                                                                | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     44000 | PA      | $41545.30     | 0.00%             | 2028-06-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Celestica, Inc.                                                           | Celestica, Inc., 1st Lien Term Loan B                                             | CUSIP: C2348CAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    173073 | PA      | $172856.30    | 0.02%             | 2031-06-20      | Variable      | 5.43%                 | No            | 3                  | On Loan: No      |
| Ventas Realty LP                                                          | Ventas Realty LP                                                                  | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    255000 | PA      | $250214.14    | 0.03%             | 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        |      1674 | NS      | $268375.68    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| LifePoint Health, Inc.                                                    | LifePoint Health, Inc.                                                            | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    106000 | PA      | $108250.40    | 0.01%             | 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        |     27000 | PA      | $26575.22     | 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        |    218000 | PA      | $220354.84    | 0.03%             | 2033-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                             | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      3387 | NS      | $512112.34    | 0.06%             | 2026-05-22      | Fixed         | 17.00%                | 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        |    712971 | PA      | $712970.59    | 0.08%             | 2041-10-15      | Floating      | 5.51%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                | Pacific Gas & Electric Co.                                                        | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    228000 | PA      | $220969.58    | 0.03%             | 2027-08-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                                             | Equinix, Inc.                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       795 | NS      | $779290.80    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| AES Corp. (The)                                                           | AES Corp. (The)                                                                   | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    295000 | PA      | $297699.47    | 0.03%             | 2028-06-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                                    | Roper Technologies, Inc.                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      1151 | NS      | $456782.63    | 0.05%             | 2026-04-10      | Fixed         | 29.20%                | No            | 2                  | On Loan: No      |
| DK Crown Holdings, Inc.                                                   | DK Crown Holdings, Inc., 1st Lien Term Loan B                                     | CUSIP: 23326SAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    159435 | PA      | $159136.86    | 0.02%             | 2032-03-04      | Variable      | 5.42%                 | 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        |    216754 | PA      | $215438.34    | 0.03%             | 2031-06-24      | Variable      | 5.45%                 | No            | 2                  | On Loan: No      |
| eBay, Inc.                                                                | eBay, Inc.                                                                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      1461 | NS      | $132980.22    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Efesto Bidco SpA                                                          | Efesto Bidco SpA Efesto US LLC, Series XR                                         | CUSIP: 28201XAB1<br>LEI: 815600D1A091DE3F5933 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $198986.22    | 0.02%             | 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        |       680 | NS      | $44839.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                   | American Electric Power Co., Inc.                                                 | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |       342 | NS      | $45035.52     | 0.01%             | 2026-04-15      | Fixed         | 14.01%                | 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        |    190222 | PA      | $190555.10    | 0.02%             | 2029-08-03      | Variable      | 7.79%                 | No            | 2                  | On Loan: No      |
| EOG Resources, Inc.                                                       | EOG Resources, Inc.                                                               | CUSIP: 26875PAU5<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14954.63     | 0.00%             | 2030-04-15      | Fixed         | 4.38%                 | 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        |    231137 | PA      | $230993.45    | 0.03%             | 2032-03-03      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Garda World Security Corp.                                                | Garda World Security Corp.                                                        | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    354000 | PA      | $354240.37    | 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        |       965 | NS      | $85644.12     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Southern Co. (The)                                                        | Southern Co. (The)                                                                | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    149000 | PA      | $144947.36    | 0.02%             | 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        |      1389 | NS      | $688610.64    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Lendlease Corp. Ltd.                                                      | Lendlease Corp. Ltd.                                                              | CUSIP: N/A<br>LEI: 549300MQ0F0TIIEK5592       | Long             | EC               | CORP              | AU        |     20389 | NS      | $46942.58     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                               | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     68000 | PA      | $67782.56     | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Melrose Industries plc                                                    | Melrose Industries plc                                                            | CUSIP: N/A<br>LEI: 213800RGNXXZY2M7TR85       | Long             | EC               | CORP              | GB        |      1502 | NS      | $10177.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

**Name of Applicant:** BlackRock Funds II

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer