# EDGAR Filing Document

**Accession Number:** 0001738074
**File Stem:** 0001752724-23-068548
**Filing Date:** 2023-3
**Character Count:** 453720
**Document Hash:** f0987e393fd1b83d41298f128066049c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-068548.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001752724-23-068548

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Funds IV
- **CENTRAL INDEX KEY:** 0001738074
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23341
- **FILM NUMBER:** 23767026

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

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

## Series and Classes Contracts Data

### BlackRock Global Long/Short Credit Fund (Series ID: S000062370)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000202324 | Investor A Shares    |  |
| C000202325 | Investor C Shares    |  |
| C000202326 | Institutional Shares |  |
| C000202327 | Class K Shares       |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-23341

- **c. CIK number of Registrant:** 0001738074

- **d. LEI of Registrant:** 549300PC6HXHVNYAKJ59

- **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 Global Long/Short Credit Fund

- **b. EDGAR series identifier (if any):** S000062370

- **c. LEI of Series:** OA6RHYR6LGM5LRCG2L62

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

- **a. Date of fiscal year-end:** 2023-07-31

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

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $1238031784.33

**Total Liabilities:** $93241532.90

**Net Assets:** $1144790251.43

**Cash Not Reported:** $7437285.49

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 13744.44000000 | **1-Year:** 5249.95000000 | **5-Year:** 4163.54000000 | **10-Year:** 26026.43000000 | **30-Year:** 34206.17000000

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

- **3-Month:** 11449.03000000 | **1-Year:** 18186.02000000 | **5-Year:** 114143.37000000 | **10-Year:** 5182.55000000 | **30-Year:** 10969.64000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000202325 | 0.56%                | 0.19%                | 1.90%                |
| Class ID C000202324 | 0.67%                | 0.29%                | 1.89%                |
| Class ID C000202326 | 0.66%                | 0.28%                | 1.90%                |
| Class ID C000202327 | 0.66%                | 0.27%                | 1.90%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-11485846.10            | $46619989.49                               |
| Month 2  | $-13554683.43            | $13840425.47                               |
| Month 3  | $-7958254.45             | $38320658.47                               |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                            | Title                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Green Plains, Inc.                              | Green Plains, Inc.                                                    | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |     12991 | NS      | $451697.07    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Summer BidCo BV                                 | Summer BidCo BV                                                       | CUSIP: N/A<br>LEI: 724500EOJYP21L3XM206       | Long             | DBT              | CORP              | NL        |    692097 | PA      | $563473.26    | 0.05%             | 2025-11-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Amkor Technology, Inc.                          | Amkor Technology, Inc.                                                | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6526780.00   | 0.57%             | 2027-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Oryx Funding Ltd.                               | Oryx Funding Ltd.                                                     | CUSIP: 67114NAA9<br>LEI: 549300S728CF0BBRC295 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $196850.00    | 0.02%             | 2031-02-03      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Carrols Restaurant Group, Inc.                  | Carrols Restaurant Group, Inc.                                        | CUSIP: 14574XAF1<br>LEI: 529900HZEMNWQSAKFJ98 | Long             | DBT              | CORP              | US        |   3897000 | PA      | $2994179.09   | 0.26%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC            | Charter Communications Operating LLC                                  | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    143000 | PA      | $90690.08     | 0.01%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   2200000 | PA      | $35050.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quimper AB                                      | Quimper AB, Facility Term Loan B1                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |   4675000 | PA      | $4739362.48   | 0.41%             | 2026-02-16      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXV Ltd.                   | Madison Park Funding XXV Ltd., Series 2017-25A, Class A1R             | CUSIP: 55820RAJ1<br>LEI: 254900B0583OW8RQ8N33 | Long             | ABS-CBDO         | CORP              | KY        |    980813 | PA      | $973915.14    | 0.09%             | 2029-04-25      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                | GoTo Group, Inc.                                                      | CUSIP: 541056AA5<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |   6736000 | PA      | $3390127.76   | 0.30%             | 2027-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    760000 | PA      | $37124.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aroundtown SA                                   | Aroundtown SA                                                         | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $894180.88    | 0.08%             | 2026-11-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                              | VICI Properties LP                                                    | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122021.90    | 0.01%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| IHS Holding Ltd.                                | IHS Holding Ltd.                                                      | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $163713.00    | 0.01%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Ascent Resources Marcellus Minerals                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    440830 | NS      | $4.41         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                             | Tonies SE                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | LU        |    109736 | NS      | $29824.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | Freewire Warrants TA                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     70430 | NS      | $52822.50     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Suzano Austria GmbH                             | Suzano Austria GmbH                                                   | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    150000 | PA      | $127957.50    | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Rocket Lab USA, Inc.                            | Rocket Lab USA, Inc.                                                  | CUSIP: 773122106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27089 | NS      | $134632.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                    | Oracle Corp.                                                          | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     96000 | PA      | $69380.96     | 0.01%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    490000 | PA      | $-101.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | iShares iBoxx $ High Yield Corporate Bond ETF                         | CUSIP: 00P9LGXT7<br>LEI: N/A                  | N/A              | DE               |  | US        |      1400 | NC      | $4200.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-10851.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                      | Pacific Gas & Electric Co.                                            | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $3498596.01   | 0.31%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Garfunkelux Holdco 3 SA                         | Garfunkelux Holdco 3 SA                                               | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |   5132000 | PA      | $4240232.89   | 0.37%             | 2025-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1000000 | PA      | $16857.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grab Holdings, Inc.                             | Grab Holdings, Inc., Term Loan                                        | CUSIP: G4123KAB8<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    153079 | PA      | $151493.53    | 0.01%             | 2026-01-29      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| Sound Point Euro CLO V Funding DAC              | Sound Point Euro CLO V Funding DAC, Series 5X, Class E                | CUSIP: N/A<br>LEI: 635400C9UNRNNADDDC68       | Long             | ABS-CBDO         | CORP              | IE        |    700000 | PA      | $648432.88    | 0.06%             | 2035-07-25      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| NXP BV                                          | NXP BV                                                                | CUSIP: 62954HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $61611.55     | 0.01%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                             | Nexstar Media, Inc.                                                   | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16193.69     | 0.00%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                        | UnitedHealth Group, Inc.                                              | CUSIP: 91324PEN8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1692360.27   | 0.15%             | 2025-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                    | Trivium Packaging Finance BV                                          | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $191988.00    | 0.02%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                      | Microchip Technology, Inc.                                            | CUSIP: 595017AZ7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $2183448.50   | 0.19%             | 2023-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| N/A                                             | U.S. Treasury 5 Year Note                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -71 | NC      | $-84312.48    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | PROOF Acquisition Corp. I                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     16758 | NS      | $502.74       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Codere Finance 2 Luxembourg SA                  | Codere Finance 2 Luxembourg SA                                        | CUSIP: N/A<br>LEI: 2221005CUH65GSJUKB29       | Long             | DBT              | CORP              | LU        |   5873284 | PA      | $5708315.79   | 0.50%             | 2026-09-30      | Variable      | 11.00%                | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                 | Live Nation Entertainment, Inc., Term Loan B4                         | CUSIP: 53803HAM2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |    675309 | PA      | $665388.61    | 0.06%             | 2026-10-19      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1023333 | PA      | $1996.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Auto Auction Group LLC                 | American Auto Auction Group LLC, 1st Lien Term Loan                   | CUSIP: 02403MAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    755370 | PA      | $635930.90    | 0.06%             | 2027-12-30      | Variable      | 9.73%                 | No            |                  2 | On Loan: No      |
| AVSC Holding Corp.                              | AVSC Holding Corp., 1st Lien Term Loan B3                             | CUSIP: 00241YAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    329493 | PA      | $345351.70    | 0.03%             | 2026-10-15      | Variable      | 15.00%                | No            |                  2 | On Loan: No      |
| Humana, Inc.                                    | Humana, Inc.                                                          | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52197.15     | 0.00%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Home Point Capital, Inc.                        | Home Point Capital, Inc.                                              | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Short            | DBT              | CORP              | US        |   -316000 | PA      | $-227641.50   | -0.02%            | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC            | Frontier Communications Holdings LLC                                  | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7594000 | PA      | $7869282.50   | 0.69%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                               | Barclays Bank plc                                                     | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | US        |   5102500 | PA      | $5102500.00   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Stonegate Pub Co. Financing plc                 | Stonegate Pub Co. Financing plc                                       | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |   3839000 | PA      | $4384426.90   | 0.38%             | 2025-07-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Signal Parent, Inc.                             | Signal Parent, Inc., Term Loan                                        | CUSIP: 82666KAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    256100 | PA      | $182898.94    | 0.02%             | 2028-04-03      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                      | Bellis Acquisition Co. plc                                            | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |   4184000 | PA      | $4242656.02   | 0.37%             | 2026-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                | ABN AMRO Bank NV                                                      | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |    900000 | PA      | $981223.54    | 0.09%             | 2028-01-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vaco Holdings LLC                               | Vaco Holdings LLC, Term Loan                                          | CUSIP: 91865FAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    290070 | PA      | $284509.36    | 0.02%             | 2029-01-21      | Variable      | 9.73%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                             | Altice Financing SA                                                   | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | DBT              | CORP              | LU        |   5929000 | PA      | $5166883.02   | 0.45%             | 2028-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                | Republic of Peru                                                      | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    241000 | PA      | $203539.56    | 0.02%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                      | AT&T, Inc.                                                            | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    187000 | PA      | $137091.48    | 0.01%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Samhallsbyggnadsbolaget i Norden AB             | Samhallsbyggnadsbolaget i Norden AB                                   | CUSIP: N/A<br>LEI: 549300HX9MRFY47AH564       | Long             | DBT              | CORP              | SE        |    291000 | PA      | $121982.34    | 0.01%             | 2025-12-14      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| SBB Treasury OYJ                                | SBB Treasury OYJ                                                      | CUSIP: N/A<br>LEI: 5493003HHOCW6FIMH724       | Long             | DBT              | CORP              | FI        |   2700000 | PA      | $1951977.83   | 0.17%             | 2028-12-14      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-22746.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2000000 | PA      | $27833.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO II Ltd.             | Benefit Street Partners CLO II Ltd., Series 2013-IIA, Class A1R2      | CUSIP: 08179XAW5<br>LEI: 549300PVYNJC7QL0GC48 | Long             | ABS-CBDO         | CORP              | KY        |    532615 | PA      | $525793.47    | 0.05%             | 2029-07-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Splunk, Inc.                                    | Splunk, Inc.                                                          | CUSIP: 848637AF1<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2065440.00   | 0.18%             | 2027-06-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                        | Republic of South Africa                                              | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    257000 | PA      | $186967.50    | 0.02%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Korian SA                                       | Korian SA                                                             | CUSIP: N/A<br>LEI: 969500WEPS61H6TJM037       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $94189.74     | 0.01%             | 2024-03-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2000000 | PA      | $43336.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | U.S. Treasury 10 Year Note                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -248 | NC      | $-414041.76   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   2000000 | PA      | $59660.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    500000 | PA      | $7636.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | EURO STOXX 50 Index                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |      -179 | NC      | $-492451.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $84852.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   2550000 | PA      | $-154754.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ConnectWise LLC                                 | ConnectWise LLC, Term Loan                                            | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    179190 | PA      | $172291.19    | 0.02%             | 2028-09-29      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                       | USI, Inc., Term Loan                                                  | CUSIP: 90351NAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    496186 | PA      | $496062.32    | 0.04%             | 2029-11-22      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 26 Ltd.      | Neuberger Berman Loan Advisers CLO 26 Ltd., Series 2017-26A, Class AR | CUSIP: 64131QAJ9<br>LEI: 549300P0MOXZPIM3AS61 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $247845.48    | 0.02%             | 2030-10-18      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Allegro CLO V Ltd.                              | Allegro CLO V Ltd., Series 2017-1A, Class AR                          | CUSIP: 01748RAL9<br>LEI: 254900TYK5TGNAFE3053 | Long             | ABS-CBDO         | CORP              | KY        |    490887 | PA      | $485129.04    | 0.04%             | 2030-10-16      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   2500000 | PA      | $22580.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Invesco Senior Loan ETF                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      2000 | NC      | $133000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Packaging Finance plc                    | Ardagh Packaging Finance plc                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |   2259000 | PA      | $2118488.13   | 0.19%             | 2026-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Versa Networks, Inc.                            | Versa Networks, Inc.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    194516 | NS      | $525193.20    | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Liquid Telecommunications Financing plc         | Liquid Telecommunications Financing plc                               | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $151350.00    | 0.01%             | 2026-09-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Azul Investments LLP                            | Azul Investments LLP                                                  | CUSIP: 05502FAC2<br>LEI: 549300C6XNC8IDH04C74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $120537.50    | 0.01%             | 2026-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection LLC                   | Caesars Resort Collection LLC, Term Loan B1                           | CUSIP: 12769LAD1<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |    121656 | PA      | $121561.13    | 0.01%             | 2025-07-21      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                              | Dominican Republic Government Bond                                    | CUSIP: 25714PEF1<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |    341000 | PA      | $289913.94    | 0.03%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                              | Cellnex Telecom SA                                                    | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | DBT              | CORP              | ES        |    600000 | PA      | $541493.08    | 0.05%             | 2031-11-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1566667 | PA      | $-55991.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | ETRS                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     10000 | PA      | $-5259.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Service Properties Trust                        | Service Properties Trust                                              | CUSIP: 81761LAA0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   5443000 | PA      | $5352047.47   | 0.47%             | 2025-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corp.                           | Epicor Software Corp., 2nd Lien Term Loan                             | CUSIP: 29426NAQ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |    561000 | PA      | $558778.44    | 0.05%             | 2028-07-31      | Variable      | 12.32%                | No            |                  2 | On Loan: No      |
| Tap Rock Resources LLC                          | Tap Rock Resources LLC                                                | CUSIP: 87602LAA0<br>LEI: 549300Y3SDS1HPFQ6H17 | Long             | DBT              | CORP              | US        |    631000 | PA      | $597241.50    | 0.05%             | 2026-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-96905.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    666667 | PA      | $4027.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Caterpillar, Inc.                                                     | CUSIP: 00PAECAJ8<br>LEI: N/A                  | N/A              | DE               |  | US        |      -500 | NC      | $-3500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    500000 | PA      | $-4677.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADLER Real Estate AG                            | ADLER Real Estate AG                                                  | CUSIP: N/A<br>LEI: 529900Y6QFNN3D363B76       | Long             | DBT              | CORP              | DE        |    300000 | PA      | $307880.88    | 0.03%             | 2023-04-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   4000000 | PA      | $-33795.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                              | Royalty Pharma plc                                                    | CUSIP: 78081BAG8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1949460.58   | 0.17%             | 2023-09-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BBAM European CLO I DAC                         | BBAM European CLO I DAC, Series 1X, Class ER                          | CUSIP: N/A<br>LEI: 549300TZ7R77T955CQ98       | Long             | ABS-CBDO         | CORP              | IE        |    700000 | PA      | $654791.38    | 0.06%             | 2034-07-22      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp.                               | Boyd Gaming Corp.                                                     | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     34000 | PA      | $32322.70     | 0.00%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Valcour Packaging LLC                           | Valcour Packaging LLC, 1st Lien Term Loan                             | CUSIP: 91889CAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     97265 | PA      | $80243.63     | 0.01%             | 2028-10-04      | Variable      | 7.98%                 | No            |                  3 | On Loan: No      |
| N/A                                             | EURO STOXX 50 Index                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |      -420 | NC      | $-36984.84    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Korian SA                                       | Korian SA                                                             | CUSIP: N/A<br>LEI: 969500WEPS61H6TJM037       | Long             | DBT              | CORP              | FR        |   3032200 | PA      | $922351.32    | 0.08%             | 2026-09-08      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Lions Gate Capital Holdings LLC                 | Lions Gate Capital Holdings LLC                                       | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |   3746000 | PA      | $2434900.00   | 0.21%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Capital Four CLO II DAC                         | Capital Four CLO II DAC, Series 2X, Class E                           | CUSIP: N/A<br>LEI: 549300MUYIMW1VRJ5K26       | Long             | ABS-CBDO         | CORP              | IE        |    700000 | PA      | $660111.49    | 0.06%             | 2034-01-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| WIN Waste Innovations Holdings, Inc.            | WIN Waste Innovations Holdings, Inc., Term Loan                       | CUSIP: 38723BAJ0<br>LEI: 549300DJBUN7Z75R2S83 | Long             | LON              | CORP              | US        |     60085 | PA      | $57668.98     | 0.01%             | 2028-03-24      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| Sabena Technics SAS                             | Sabena Technics SAS                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |    342000 | PA      | $371805.30    | 0.03%             | 2029-09-30      | Floating      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $78027.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cirsa Finance International SARL                | Cirsa Finance International SARL                                      | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |    168929 | PA      | $182732.77    | 0.02%             | 2023-12-20      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| New Look Corp. Ltd.                             | New Look Corp. Ltd., Term Loan                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |    213416 | PA      | $5262.20      | 0.00%             | 2029-11-09      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| HCA, Inc.                                       | HCA, Inc.                                                             | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    196000 | PA      | $196740.36    | 0.02%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| New Look Corp. Ltd.                             | New Look Corp. Ltd., Term Loan                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |    307830 | PA      | $284630.99    | 0.02%             | 2027-11-10      | Variable      | 16.50%                | No            |                  3 | On Loan: No      |
| N/A                                             | Ascent Resources Marcellus Minerals                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    566782 | NS      | $5667.82      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1725000 | PA      | $-28866.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding 2015-III Ltd.                      | CIFC Funding 2015-III Ltd., Series 2015-3A, Class AR                  | CUSIP: 12550MAJ9<br>LEI: 549300UDPJ30BQP2HX62 | Long             | ABS-CBDO         | CORP              | KY        |    218141 | PA      | $216134.20    | 0.02%             | 2029-04-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                          | Tenet Healthcare Corp.                                                | CUSIP: 88033GCZ1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3895880.00   | 0.34%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                             | OIS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    143110 | PA      | $13505.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romark WM-R Ltd.                                | Romark WM-R Ltd., Series 2018-1A, Class A1                            | CUSIP: 77587AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1979236 | PA      | $1955831.63   | 0.17%             | 2031-04-20      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| N/A                                             | M3-Brigade Acquisition II Corp.                                       | CUSIP: 553800111<br>LEI: N/A                  | N/A              | DE               |  | US        |     80000 | NS      | $6808.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueMountain CLO DAC                            | BlueMountain CLO DAC, Series 2021-1X, Class E                         | CUSIP: N/A<br>LEI: 635400J5FTCFKRFIPZ49       | Long             | ABS-CBDO         | CORP              | IE        |    700000 | PA      | $633139.95    | 0.06%             | 2034-04-15      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Redstone HoldCo 2 LP                            | Redstone HoldCo 2 LP, 1st Lien Term Loan                              | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3214570 | PA      | $2589336.32   | 0.23%             | 2028-04-27      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| Aqueduct European CLO DAC                       | Aqueduct European CLO DAC, Series 2022-7X, Class A                    | CUSIP: N/A<br>LEI: 54930004RGI0BI0FRK80       | Long             | ABS-CBDO         | CORP              | IE        |   2002000 | PA      | $2176474.30   | 0.19%             | 2036-03-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    800000 | PA      | $12538.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp.                                   | Comcast Corp.                                                         | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    192000 | PA      | $128669.53    | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   4482000 | PA      | $215974.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                             | Suzano Austria GmbH, Series DM3N                                      | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    120000 | PA      | $95400.00     | 0.01%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Holdings, Inc.             | Cloud Software Group Holdings, Inc.                                   | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7367000 | PA      | $6465198.90   | 0.56%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad AB                            | Heimstaden Bostad AB                                                  | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |    124000 | PA      | $78882.08     | 0.01%             | 2027-02-01      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Codere New Holdco SA                            | Codere New Holdco SA                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |    197034 | PA      | $102882.91    | 0.01%             | 2027-11-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                           | Bank of America Corp.                                                 | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    191000 | PA      | $134672.63    | 0.01%             | 2052-07-21      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    870000 | PA      | $-76728.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                     | Federal Republic of Nigeria                                           | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $166500.00    | 0.01%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Maxar Technologies, Inc.                        | Maxar Technologies, Inc.                                              | CUSIP: 57778KAC9<br>LEI: 549300OEN2G821MIJ922 | Long             | DBT              | CORP              | US        |   7858000 | PA      | $8216324.80   | 0.72%             | 2027-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                          | Playtika Holding Corp., Term Loan B1                                  | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |    485355 | PA      | $480613.08    | 0.04%             | 2028-03-13      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Lions Gate Entertainment Corp.                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1000 | NC      | $12500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | Aurora Innovation, Inc.                                               | CUSIP: 051774115<br>LEI: N/A                  | N/A              | DE               |  | US        |      1905 | NS      | $570.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | Kinsey Interests, Inc.                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     53160 | NS      | $3189.60      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |    909091 | PA      | $-25072.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Medline Borrower LP                             | Medline Borrower LP                                                   | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Short            | DBT              | CORP              | US        |  -6778000 | PA      | $-5675119.15  | -0.50%            | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                             | Buckeye Partners LP                                                   | CUSIP: 118230AT8<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118750.00    | 0.01%             | 2025-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                  | Univision Communications, Inc.                                        | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    450000 | PA      | $441000.00    | 0.04%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ADLER Real Estate AG                            | ADLER Real Estate AG                                                  | CUSIP: N/A<br>LEI: 529900Y6QFNN3D363B76       | Long             | DBT              | CORP              | DE        |    747000 | PA      | $730393.94    | 0.06%             | 2024-02-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Galaxy XXVII CLO Ltd.                           | Galaxy XXVII CLO Ltd., Series 2018-27A, Class A                       | CUSIP: 36320UAC4<br>LEI: 549300GJYHKO4BDEN716 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $987053.10    | 0.09%             | 2031-05-16      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| DiamondRock Hospitality Co.                     | DiamondRock Hospitality Co.                                           | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |     36679 | NS      | $353218.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Mexican States                           | United Mexican States                                                 | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    239000 | PA      | $214995.44    | 0.02%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                            | Republic of Paraguay                                                  | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $178037.50    | 0.02%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ukraine                                         | Ukraine Government Bond                                               | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    220000 | PA      | $46928.75     | 0.00%             | 2027-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2046667 | PA      | $-7979.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                     | Phillips 66                                                           | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      3544 | NS      | $355356.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank plc                                   | HSBC Bank plc, Series 2M                                              | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | DBT              | CORP              | GB        |   3050000 | PA      | $2302750.00   | 0.20%             | 2023-03-31      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Banco Espirito Santo SA                         | Banco Espirito Santo SA                                               | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |  19300000 | PA      | $2517839.40   | 0.22%             | 2018-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RCS & RDS SA                                    | RCS & RDS SA                                                          | CUSIP: N/A<br>LEI: 3157008PTGOXBWZDVF10       | Long             | DBT              | CORP              | RO        |   5900000 | PA      | $5972408.01   | 0.52%             | 2025-02-05      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    380000 | PA      | $11564.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XV Ltd.             | Octagon Investment Partners XV Ltd., Series 2013-1A, Class A1RR       | CUSIP: 67590EBG8<br>LEI: 549300VYCI9AZ4NZBX86 | Long             | ABS-CBDO         | CORP              | KY        |    968241 | PA      | $961302.47    | 0.08%             | 2030-07-19      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Sherwood Financing plc                          | Sherwood Financing plc                                                | CUSIP: N/A<br>LEI: 259400SSZWSSPNYW7K08       | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1775304.00   | 0.16%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tullow Oil plc                                  | Tullow Oil plc                                                        | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |   4524000 | PA      | $3879330.00   | 0.34%             | 2026-05-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    248184 | PA      | $10124.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                       | Zayo Group Holdings, Inc., Term Loan                                  | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |     91888 | PA      | $76899.23     | 0.01%             | 2027-03-09      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Operadora de Servicios Mega SA de CV Sofom ER   | Operadora de Servicios Mega SA de CV Sofom ER                         | CUSIP: 68373NAA3<br>LEI: 4469000001BP4DCM0P31 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $103823.40    | 0.01%             | 2025-02-11      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    830000 | PA      | $-509.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia                           | Republic of Indonesia                                                 | CUSIP: 455780CD6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $191037.50    | 0.02%             | 2028-01-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                         | RBC Capital Markets LLC                                               | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |    310082 | PA      | $310082.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TK Elevator US Newco, Inc.                      | TK Elevator US Newco, Inc.                                            | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    440000 | PA      | $407250.80    | 0.04%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AlbaCore Euro CLO IV DAC                        | AlbaCore Euro CLO IV DAC, Series 4X, Class D                          | CUSIP: N/A<br>LEI: 635400OMGYX1QQYCTI48       | Long             | ABS-CBDO         | CORP              | IE        |   1695000 | PA      | $1721018.52   | 0.15%             | 2035-07-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Ferrovial Netherlands BV                        | Ferrovial Netherlands BV                                              | CUSIP: N/A<br>LEI: 72450048UYBX1IY3XM22       | Long             | DBT              | CORP              | NL        |    423000 | PA      | $379365.18    | 0.03%             | 2023-02-14      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Earthstone Energy Holdings LLC                  | Earthstone Energy Holdings LLC                                        | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |    660000 | PA      | $643500.00    | 0.06%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                     | Allied Universal Holdco LLC                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |   1400000 | PA      | $1263268.30   | 0.11%             | 2028-06-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Pax Midco Spain SLU                             | Pax Midco Spain SLU, Facility Term Loan B                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |   2618952 | PA      | $2519111.54   | 0.22%             | 2026-07-01      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDI                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    473000 | PA      | $-19681.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    880000 | PA      | $-23776.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chesapeake Energy Corp.                         | Chesapeake Energy Corp.                                               | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      5454 | NS      | $472970.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Summer BC Holdco B SARL                         | Summer BC Holdco B SARL                                               | CUSIP: N/A<br>LEI: 984500NRF59D5DB9B654       | Long             | DBT              | CORP              | LU        |   2410000 | PA      | $2361303.39   | 0.21%             | 2026-10-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                | Sabre GLBL, Inc.                                                      | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   5484000 | PA      | $5379074.68   | 0.47%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-16062.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sabre Corp.                                                           | CUSIP: 00PA6FWJ6<br>LEI: N/A                  | N/A              | DE               |  | US        |       500 | NC      | $7750.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier North, Inc.                            | Frontier North, Inc., Series G                                        | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1493000 | PA      | $1377844.91   | 0.12%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| Viatris, Inc.                                   | Viatris, Inc.                                                         | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     91000 | PA      | $63076.33     | 0.01%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes, Inc.                              | Pitney Bowes, Inc.                                                    | CUSIP: 724479AQ3<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |    928000 | PA      | $730800.00    | 0.06%             | 2029-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2217.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                | Sabre GLBL, Inc.                                                      | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3180000.00   | 0.28%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                             | Regal Rexnord Corp.                                                   | CUSIP: 758750AE3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2217767.03   | 0.19%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1500000 | PA      | $18890.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Finance Co. SA                          | Cellnex Finance Co. SA                                                | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |   3000000 | PA      | $2541974.13   | 0.22%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                            | Republic of Paraguay                                                  | CUSIP: 699149AJ9<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $193725.00    | 0.02%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Redstone HoldCo 2 LP                            | Redstone HoldCo 2 LP, 2nd Lien Term Loan                              | CUSIP: 75774EAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4548000 | PA      | $2558250.00   | 0.22%             | 2029-04-27      | Variable      | 12.56%                | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2000000 | PA      | $-62532.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                         | RBC Capital Markets LLC                                               | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |    231968 | PA      | $231967.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia SpA                              | Telecom Italia SpA                                                    | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |   1103000 | PA      | $907426.95    | 0.08%             | 2029-01-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                        | Wynn Resorts Finance LLC                                              | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    517000 | PA      | $461422.50    | 0.04%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Equate Petrochemical BV                         | Equate Petrochemical BV                                               | CUSIP: N/A<br>LEI: 635400Y3Z5R4NJSMQ630       | Long             | DBT              | CORP              | NL        |    200000 | PA      | $195220.00    | 0.02%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Neptune Energy Bondco plc                       | Neptune Energy Bondco plc                                             | CUSIP: 64073KAA1<br>LEI: 549300CPMT8I2QBRYF88 | Long             | DBT              | CORP              | GB        |   7758000 | PA      | $7661025.00   | 0.67%             | 2025-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Aurium CLO IV DAC                               | Aurium CLO IV DAC, Series 4X, Class AR                                | CUSIP: N/A<br>LEI: 549300LCZQMYMASRK585       | Long             | ABS-CBDO         | CORP              | IE        |    899165 | PA      | $958704.46    | 0.08%             | 2031-01-16      | Floating      | 3.07%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                              | Seagate HDD Cayman                                                    | CUSIP: 81180WBG5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   6818414 | PA      | $7720762.91   | 0.67%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| N/A                                             | U.S. Treasury 2 Year Note                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -74 | NC      | $-67753.07    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Heimstaden Bostad Treasury BV                   | Heimstaden Bostad Treasury BV                                         | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Short            | DBT              | CORP              | NL        |  -1900000 | PA      | $-1588517.49  | -0.14%            | 2028-04-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.              | Nationstar Mortgage Holdings, Inc.                                    | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $56577.50     | 0.00%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                        | Blue Racer Midstream LLC                                              | CUSIP: 095796AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $65000.00     | 0.01%             | 2025-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                      | Microchip Technology, Inc.                                            | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $957305.40    | 0.08%             | 2024-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Tele Columbus AG                                | Tele Columbus AG                                                      | CUSIP: N/A<br>LEI: 3912004GMFDLY04RUQ19       | Long             | DBT              | CORP              | DE        |   5303000 | PA      | $4609357.89   | 0.40%             | 2025-05-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                       | HCA, Inc.                                                             | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    282000 | PA      | $197737.38    | 0.02%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1939000 | PA      | $-11365.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Crown PropTech Acquisitions                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |     16190 | NS      | $0.16         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Howard Hughes Corp. (The)                       | Howard Hughes Corp. (The)                                             | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    363000 | PA      | $336279.57    | 0.03%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| New Look Builders, Inc.                         | New Look Builders, Inc.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |  11518792 | NS      | $115.19       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                             | iShares iBoxx $ High Yield Corporate Bond ETF                         | CUSIP: 00P9QL752<br>LEI: N/A                  | N/A              | DE               |  | US        |      1798 | NC      | $79112.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | iShares J.P. Morgan USD Emerging Markets Bond ETF                     | CUSIP: 00PA48HU6<br>LEI: N/A                  | N/A              | DE               |  | US        |      -500 | NC      | $-8250.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SUN Country Marine, Inc.                        | SUN Country Marine, Inc., Series 2019-1C                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |  12069538 | PA      | $11797973.40  | 1.03%             | 2023-12-15      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Regal Rexnord Corp.                             | Regal Rexnord Corp.                                                   | CUSIP: 758750AF0<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2050651.18   | 0.18%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| N/A                                             | SoFi Technologies, Inc.                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       350 | NC      | $700.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | Intel Corp.                                                           | CUSIP: 00C9SEE52<br>LEI: N/A                  | N/A              | DE               |  | US        |       350 | NC      | $1575.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group plc                              | Vodafone Group plc                                                    | CUSIP: 92857WBV1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    720000 | PA      | $624600.00    | 0.05%             | 2081-06-04      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Service King Midas International                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1375 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Pearl Holding III Ltd.                          | Pearl Holding III Ltd.                                                | CUSIP: N/A<br>LEI: 5493006KBFRFAYN8S550       | Long             | DBT              | CORP              | KY        |    152000 | PA      | $52762.08     | 0.00%             | 2025-10-22      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4816.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stem, Inc.                                      | Stem, Inc.                                                            | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |     47000 | PA      | $31591.98     | 0.00%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Climate Transition Capital Acquisition I BV                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | NL        |     94710 | NS      | $9369.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group, Inc.                            | Forestar Group, Inc.                                                  | CUSIP: 346232AF8<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    115000 | PA      | $102475.92    | 0.01%             | 2026-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   3650000 | PA      | $-88011.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| European TopSoho SARL                           | European TopSoho SARL, Series SMCP                                    | CUSIP: N/A<br>LEI: 222100WPZ89Z7MJRFX19       | Long             | DBT              | CORP              | LU        |   8600000 | PA      | $8385856.77   | 0.73%             | 2021-09-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   3450000 | PA      | $-67319.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                        | Electricite de France SA                                              | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |   1000000 | PA      | $1138445.74   | 0.10%             | 2026-01-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1855000 | PA      | $-17894.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                        | U.S. Treasury Notes                                                   | CUSIP: 912828ZT0<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |  -4925000 | PA      | $-4512915.99  | -0.39%            | 2025-05-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   4325000 | PA      | $-229750.18   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Codere Finance 2 Luxembourg SA                  | Codere Finance 2 Luxembourg SA                                        | CUSIP: 19200EAA5<br>LEI: 2221005CUH65GSJUKB29 | Long             | DBT              | CORP              | LU        |    745779 | PA      | $406569.06    | 0.04%             | 2027-11-30      | Variable      | 13.62%                | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   2000000 | PA      | $70481.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   2300000 | PA      | $-35896.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   3133333 | PA      | $-90651.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                    | Biogen, Inc.                                                          | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    182000 | PA      | $130791.45    | 0.01%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-24160.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Park River Holdings, Inc.                       | Park River Holdings, Inc.                                             | CUSIP: 70082LAA5<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |   -156000 | PA      | $-108860.66   | -0.01%            | 2029-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings, Inc.                | AMC Entertainment Holdings, Inc., Term Loan B1                        | CUSIP: 00164DAQ6<br>LEI: 549300ZO77UNR6NRBR11 | Long             | LON              | CORP              | US        |    340997 | PA      | $201188.17    | 0.02%             | 2026-04-22      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                   | UniCredit SpA                                                         | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |   1250000 | PA      | $1367585.78   | 0.12%             | 2029-01-17      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   5000000 | PA      | $121798.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oi SA                                           | Oi SA                                                                 | CUSIP: N/A<br>LEI: 254900YEMWCRRAGD4978       | Long             | DBT              | CORP              | BR        |      2000 | PA      | $201.00       | 0.00%             | 2025-07-27      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CARLYLE US CLO Ltd.                             | CARLYLE US CLO Ltd., Series 2018-1A, Class A1                         | CUSIP: 14311XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $738183.00    | 0.06%             | 2031-04-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd.                             | Leviathan Bond Ltd.                                                   | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |     88451 | PA      | $88052.97     | 0.01%             | 2023-06-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Avaya, Inc.                                     | Avaya, Inc., Term Loan B                                              | CUSIP: 05349UBE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1666000 | PA      | $943372.50    | 0.08%             | 2027-12-15      | Variable      | 14.48%                | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    500000 | PA      | $-21906.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT Securities BV                                | AT Securities BV                                                      | CUSIP: N/A<br>LEI: 894500FVP65TB5QVZL54       | Long             | DBT              | CORP              | NL        |   3250000 | PA      | $1569750.00   | 0.14%             | 2023-07-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                              | Dominican Republic Government Bond                                    | CUSIP: 25714PED6<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |    244000 | PA      | $212097.00    | 0.02%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                | NRG Energy, Inc.                                                      | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   3850000 | PA      | $3689435.75   | 0.32%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   2390000 | PA      | $325858.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mattamy Group Corp.                             | Mattamy Group Corp.                                                   | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    379000 | PA      | $319644.81    | 0.03%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes, Inc.                              | Pitney Bowes, Inc.                                                    | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |   9700000 | PA      | $8132625.50   | 0.71%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SUN Country Marine, Inc.                        | SUN Country Marine, Inc.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |  12696774 | PA      | $12649795.51  | 1.10%             | 2029-03-15      | Fixed         | 5.75%                 | No            |                  3 | On Loan: No      |
| Bombardier, Inc.                                | Bombardier, Inc.                                                      | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1008000 | PA      | $1007022.24   | 0.09%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Flexsys Holdings, Inc.                          | Flexsys Holdings, Inc., 1st Lien Term Loan                            | CUSIP: 33939NAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    173688 | PA      | $150891.02    | 0.01%             | 2028-11-01      | Variable      | 9.93%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1300000 | PA      | $23919.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Global                                | Paramount Global                                                      | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   4268000 | PA      | $3723701.96   | 0.33%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group plc                       | Bank of Ireland Group plc                                             | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |    300000 | PA      | $331119.41    | 0.03%             | 2028-07-16      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-13035.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp.                            | American Tower Corp.                                                  | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     96000 | PA      | $64728.77     | 0.01%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                  | Olympus Water US Holding Corp.                                        | CUSIP: 16308NAA2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196000.00    | 0.02%             | 2027-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp.                          | Freedom Mortgage Corp.                                                | CUSIP: 35640YAB3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    325000 | PA      | $309020.74    | 0.03%             | 2025-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Vivo Energy Investments BV                      | Vivo Energy Investments BV                                            | CUSIP: 92856HAB0<br>LEI: 724500P3OXMB2IERLM56 | Long             | DBT              | CORP              | NL        |    238000 | PA      | $221756.50    | 0.02%             | 2027-09-24      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services plc           | Tesco Corporate Treasury Services plc                                 | CUSIP: N/A<br>LEI: 21380018AJDKNF3A6712       | Long             | DBT              | CORP              | GB        |    914000 | PA      | $980300.38    | 0.09%             | 2023-10-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                             | EURO STOXX 50 Index                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       169 | NC      | $8084.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Group Corp.                              | Vertiv Group Corp.                                                    | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |   4097000 | PA      | $3552672.46   | 0.31%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                           | Freeport Indonesia PT                                                 | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |    239000 | PA      | $231856.29    | 0.02%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $111237.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DP World Salaam                                 | DP World Salaam                                                       | CUSIP: N/A<br>LEI: 549300SUYBT9X88E9435       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $200125.00    | 0.02%             | 2025-10-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| NEW Look Retailers                              | NEW Look Retailers                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |   2879698 | NS      | $35.51        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-13555.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   3450000 | PA      | $-68811.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                               | Barclays Bank plc                                                     | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |    305948 | PA      | $305947.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   1120000 | PA      | $-57685.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                              | Banco Santander SA                                                    | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |   1600000 | PA      | $1737352.67   | 0.15%             | 2026-01-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Symbotic Corp. Class A Legended                 | Symbotic Corp. Class A Legended, Class A                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    132176 | NS      | $1788341.28   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgepoint CLO IV DAC                          | Bridgepoint CLO IV DAC, Series 4X, Class A                            | CUSIP: N/A<br>LEI: 635400KDJN1XKCJGQI35       | Long             | ABS-CBDO         | CORP              | IE        |   4000000 | PA      | $4378807.12   | 0.38%             | 2037-01-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp.                          | Freedom Mortgage Corp.                                                | CUSIP: 35640YAA5<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    369000 | PA      | $357018.57    | 0.03%             | 2024-11-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   3000000 | PA      | $68986.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                    | Pacific Gas and Electric Co.                                          | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5028202.90   | 0.44%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                       | Ford Motor Credit Co. LLC                                             | CUSIP: N/A<br>LEI: UDSQCVRUX5BONN0VY111       | Long             | DBT              | CORP              | US        |   1058000 | PA      | $1258702.86   | 0.11%             | 2025-03-06      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                             | Altice Financing SA                                                   | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | DBT              | CORP              | LU        |   3400000 | PA      | $3450623.67   | 0.30%             | 2025-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $383706.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    760000 | PA      | $22627.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                        | Republic of South Africa                                              | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $185250.00    | 0.02%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   2000000 | PA      | $10961.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                    | Pacific Gas and Electric Co.                                          | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3012036.18   | 0.26%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                | Republic of Peru                                                      | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    173000 | PA      | $129079.63    | 0.01%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Intrum AB                                       | Intrum AB                                                             | CUSIP: N/A<br>LEI: 549300UNCO2FCUWXX470       | Long             | DBT              | CORP              | SE        |   1549784 | PA      | $1639862.71   | 0.14%             | 2024-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Med Trust                                       | Med Trust, Series 2021-MDLN, Class G                                  | CUSIP: 58403YBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8570538 | PA      | $7917292.57   | 0.69%             | 2038-11-15      | Floating      | 9.71%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                               | Barclays Bank plc                                                     | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |   3708125 | PA      | $3708125.00   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Forestar Group, Inc.                            | Forestar Group, Inc.                                                  | CUSIP: 346232AE1<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |   1399000 | PA      | $1220631.31   | 0.11%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Covanta Holding Corp.                           | Covanta Holding Corp.                                                 | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    122000 | PA      | $106597.50    | 0.01%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                             | Medline Borrower LP                                                   | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    779000 | PA      | $666056.69    | 0.06%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   3000000 | PA      | $100198.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vantage Towers AG                               | Vantage Towers AG                                                     | CUSIP: N/A<br>LEI: 213800BBQO965UPQ7J59       | Long             | DBT              | CORP              | DE        |    400000 | PA      | $406432.33    | 0.04%             | 2027-03-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Sonder Corp.                                    | Sonder Corp.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   1341805 | PA      | $1210978.63   | 0.11%             | 2027-01-19      | Floating      | 11.10%                | No            |                  3 | On Loan: No      |
| Kinder Morgan, Inc.                             | Kinder Morgan, Inc.                                                   | CUSIP: 49456BAB7<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5010352.90   | 0.44%             | 2023-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Kanter Summer BC Holdco B SARL                  | Kanter Summer BC Holdco B SARL, Term Loan                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2632500 | PA      | $2682336.75   | 0.23%             | 2028-01-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                  | QUALCOMM, Inc.                                                        | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $286766.20    | 0.03%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                        | Republic of South Africa                                              | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $182000.00    | 0.02%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4992.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Full House Resorts, Inc.                        | Full House Resorts, Inc.                                              | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |    118000 | PA      | $109999.60    | 0.01%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Carnival Corp.                                                        | CUSIP: 00PABU3M2<br>LEI: N/A                  | N/A              | DE               |  | US        |       500 | NC      | $1000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PerkinElmer, Inc.                               | PerkinElmer, Inc.                                                     | CUSIP: 714046AK5<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4848195.65   | 0.42%             | 2023-09-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Fanatics Holdings, Inc.                         | Fanatics Holdings, Inc.                                               | CUSIP: N/A<br>LEI: 254900SDMEGPMGGZLF87       | Long             | EC               | CORP              | US        |     15345 | NS      | $1168828.65   | 0.10%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Frontier Florida LLC                            | Frontier Florida LLC, Series E                                        | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8360000 | PA      | $7757996.40   | 0.68%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                             | Societe Generale SA                                                   | CUSIP: 83367TBV0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2430000 | PA      | $2416902.30   | 0.21%             | 2023-10-04      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1200000 | PA      | $-62686.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | CDI                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  42575942 | PA      | $-2844946.74  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Apidos CLO XXVII                                | Apidos CLO XXVII, Series 2017-27A, Class A1R                          | CUSIP: 03767JAF2<br>LEI: 549300EW146C7Q4UV387 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $496090.35    | 0.04%             | 2030-07-17      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Unique Pub Finance Co. plc (The)                | Unique Pub Finance Co. plc (The), Series M                            | CUSIP: N/A<br>LEI: 213800FOMWLKHQTI5562       | Long             | DBT              | CORP              | GB        |    265920 | PA      | $324549.37    | 0.03%             | 2024-03-28      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| Vivion Investments Sarl                         | Vivion Investments Sarl                                               | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |    800000 | PA      | $700124.60    | 0.06%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                           | United Mexican States                                                 | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    295000 | PA      | $282757.50    | 0.02%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    720000 | PA      | $65310.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intu Jersey 2 Ltd.                              | Intu Jersey 2 Ltd.                                                    | CUSIP: N/A<br>LEI: 2138001VIQT6XAO8XD86       | Long             | DBT              | CORP              | JE        |   4274870 | PA      | $671959.79    | 0.06%             | 2022-11-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDI                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  42872697 | PA      | $-1441992.60  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   8300000 | PA      | $-112046.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ADLER Group SA                                  | ADLER Group SA                                                        | CUSIP: N/A<br>LEI: 391200OYYFJ3DWAMEC69       | Long             | DBT              | CORP              | LU        |    700000 | PA      | $311707.65    | 0.03%             | 2026-11-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                         | RBC Capital Markets LLC                                               | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |    693750 | PA      | $693750.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                         | RBC Capital Markets LLC                                               | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |    596312 | PA      | $596312.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                        | Electricite de France SA                                              | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |   1600000 | PA      | $1374157.60   | 0.12%             | 2030-06-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                    | Pacific Gas and Electric Co.                                          | CUSIP: 694308HE0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2472606.20   | 0.22%             | 2023-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                           | Global Payments, Inc.                                                 | CUSIP: 891906AE9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4978517.75   | 0.43%             | 2023-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pinewood Finance Co. Ltd.                       | Pinewood Finance Co. Ltd.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |   2057000 | PA      | $2358099.34   | 0.21%             | 2025-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   2000000 | PA      | $28376.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings, Inc.                        | SCIH Salt Holdings, Inc., 1st Lien Term Loan B1                       | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    437889 | PA      | $428583.75    | 0.04%             | 2027-03-16      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| Garfunkelux Holdco 3 SA                         | Garfunkelux Holdco 3 SA                                               | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |    700000 | PA      | $653718.71    | 0.06%             | 2025-11-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Conair Holdings LLC                             | Conair Holdings LLC, 1st Lien Term Loan                               | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |     88875 | PA      | $76115.22     | 0.01%             | 2028-05-17      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                    | Ecopetrol SA                                                          | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    179000 | PA      | $183260.20    | 0.02%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                             | Societe Generale SA                                                   | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |    800000 | PA      | $900160.20    | 0.08%             | 2029-01-18      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Lions Gate Entertainment Corp.                  | Lions Gate Entertainment Corp., Class A                               | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |    120365 | NS      | $959309.05    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeropuertos Dominicanos Siglo XXI SA            | Aeropuertos Dominicanos Siglo XXI SA                                  | CUSIP: 007866AC0<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |    200000 | PA      | $197375.00    | 0.02%             | 2029-03-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    800000 | PA      | $116335.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   3000000 | PA      | $62742.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                     | Goldman Sachs International                                           | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | RA               | CORP              | GB        |   1453842 | PA      | $1580544.33   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |   2000000 | PA      | $27427.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp.                                      | PG&E Corp.                                                            | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Short            | DBT              | CORP              | US        |   -750000 | PA      | $-702787.50   | -0.06%            | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                        | U.S. Treasury Notes                                                   | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6585000 | PA      | $5780395.31   | 0.50%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2297.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                              | T-Mobile USA, Inc.                                                    | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    144000 | PA      | $105106.17    | 0.01%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC            | Prime Security Services Borrower LLC                                  | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3920158.04   | 0.34%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    525000 | PA      | $-16388.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    376586 | PA      | $13366.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Symphony CLO XV Ltd.                            | Symphony CLO XV Ltd., Series 2014-15A, Class AR3                      | CUSIP: 87154EBE9<br>LEI: 549300JNP1PJXORD0Y06 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $494918.25    | 0.04%             | 2032-01-17      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Ukraine                                         | Ukraine Government Bond                                               | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    224000 | PA      | $50442.00     | 0.00%             | 2026-02-01      | Fixed         | 8.99%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                         | Talen Energy Supply LLC                                               | CUSIP: 87422VAF5<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    332000 | PA      | $345550.42    | 0.03%             | 2027-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                              | Credit Agricole SA                                                    | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |    800000 | PA      | $898942.59    | 0.08%             | 2028-09-23      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA              | Banco Bilbao Vizcaya Argentaria SA                                    | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |   1500000 | PA      | $1658685.41   | 0.14%             | 2031-01-13      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                | Deutsche Bank AG                                                      | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |   1200000 | PA      | $1395900.60   | 0.12%             | 2027-12-01      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.       | Consolidated Edison Co. of New York, Inc.                             | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $116080.97    | 0.01%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5669.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                  | BNP Paribas SA                                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | RA               | CORP              | FR        |    998140 | PA      | $1230556.90   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                      | Restoration Hardware, Inc., Term Loan                                 | CUSIP: 76133MAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    480795 | PA      | $466972.14    | 0.04%             | 2028-10-20      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                            | Republic of Colombia                                                  | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    340000 | PA      | $307763.75    | 0.03%             | 2027-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| iliad SA                                        | iliad SA                                                              | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |   2200000 | PA      | $2391730.00   | 0.21%             | 2027-06-14      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Summer BidCo BV                                 | Summer BidCo BV                                                       | CUSIP: N/A<br>LEI: 724500EOJYP21L3XM206       | Long             | DBT              | CORP              | NL        |    425708 | PA      | $345306.11    | 0.03%             | 2025-11-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Affinity Gaming                                 | Affinity Gaming                                                       | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $125335.00    | 0.01%             | 2027-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Shearer's Foods LLC                             | Shearer's Foods LLC, 1st Lien Term Loan                               | CUSIP: 82087UAL1<br>LEI: 549300AQWIJSYS2CIH04 | Long             | LON              | CORP              | US        |     82891 | PA      | $81253.75     | 0.01%             | 2027-09-23      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                         | Kingdom of Saudi Arabia                                               | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $200162.50    | 0.02%             | 2030-04-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   5000000 | PA      | $201169.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Greene King Finance plc                         | Greene King Finance plc, Series B1                                    | CUSIP: N/A<br>LEI: 213800QIJMYMW6TSBG41       | Long             | DBT              | CORP              | GB        |   1518000 | PA      | $1403599.72   | 0.12%             | 2034-12-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    899281 | PA      | $-27564.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MAF Sukuk Ltd.                                  | MAF Sukuk Ltd.                                                        | CUSIP: N/A<br>LEI: 549300IS9H0W5N2N4K34       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $198787.50    | 0.02%             | 2029-05-14      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| FEL Energy VI SARL                              | FEL Energy VI SARL                                                    | CUSIP: N/A<br>LEI: 254900H2U8PBIY32VI94       | Long             | DBT              | CORP              | LU        |    184790 | PA      | $160224.45    | 0.01%             | 2040-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    360000 | PA      | $25645.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Securitas AB                                    | Securitas AB                                                          | CUSIP: N/A<br>LEI: 635400TTYKE8EIWDS617       | Long             | DBT              | CORP              | SE        |   1165000 | PA      | $1234002.73   | 0.11%             | 2024-02-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    300000 | PA      | $618.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV AG                                          | OMV AG                                                                | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |    912000 | PA      | $971730.50    | 0.08%             | 2023-12-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Generate CLO 2 Ltd.                             | Generate CLO 2 Ltd., Series 2A, Class AR                              | CUSIP: 98625TAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2968803.30   | 0.26%             | 2031-01-22      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.              | Nationstar Mortgage Holdings, Inc.                                    | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $230850.00    | 0.02%             | 2030-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Woof Holdings, Inc.                             | Woof Holdings, Inc., 1st Lien Term Loan                               | CUSIP: 98082EAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    149340 | PA      | $141873.00    | 0.01%             | 2027-12-21      | Variable      | 8.26%                 | No            |                  3 | On Loan: No      |
| Tribune Resources LLC                           | Tribune Resources LLC                                                 | CUSIP: N/A<br>LEI: 549300IFWJYQ79PVEU45       | Long             | EC               | CORP              | US        |     86655 | NS      | $170623.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | SoftBank Group Corp.                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |     -1973 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine                                         | Ukraine Government Bond                                               | CUSIP: 903724BY7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    234000 | PA      | $45600.75     | 0.00%             | 2035-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                | Vedanta Resources Finance II plc                                      | CUSIP: 92243XAE1<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $187800.00    | 0.02%             | 2025-03-11      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| TRI Pointe Homes, Inc.                          | TRI Pointe Homes, Inc.                                                | CUSIP: 87265HAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9408.60      | 0.00%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                             | iShares Russell 2000 ETF                                              | CUSIP: 00PA15UQ9<br>LEI: N/A                  | N/A              | DE               |  | US        |       350 | NC      | $28700.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Extended Stay America Trust                     | Extended Stay America Trust, Series 2021-ESH, Class F                 | CUSIP: 30227FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5772225 | PA      | $5526564.45   | 0.48%             | 2038-07-15      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   1187000 | PA      | $176572.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ACAS CLO Ltd.                                   | ACAS CLO Ltd., Series 2015-1A, Class AR3                              | CUSIP: 55320RAQ0<br>LEI: 5493005EOEZ6JX072G15 | Long             | ABS-CBDO         | CORP              | KY        |    862722 | PA      | $849957.18    | 0.07%             | 2028-10-18      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Invesco Euro CLO III DAC                        | Invesco Euro CLO III DAC, Series 3X, Class F                          | CUSIP: N/A<br>LEI: 549300UGKXS54R7N7T14       | Long             | ABS-CBDO         | CORP              | IE        |    851570 | PA      | $789409.96    | 0.07%             | 2032-07-15      | Floating      | 10.36%                | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                              | Kingdom of Bahrain                                                    | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |    219000 | PA      | $219821.25    | 0.02%             | 2029-09-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                      | Garda World Security Corp.                                            | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     48000 | PA      | $48660.00     | 0.00%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2000000 | PA      | $-32719.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                               | CIFC Funding Ltd., Series 2017-1A, Class AR                           | CUSIP: 12551AAL9<br>LEI: 549300X1SKS4LNS5LQ62 | Long             | ABS-CBDO         | CORP              | KY        |   1689999 | PA      | $1679550.39   | 0.15%             | 2029-04-23      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2000000 | PA      | $31166.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Climate Transition Capital Acquisition I BV     | Climate Transition Capital Acquisition I BV                           | CUSIP: N/A<br>LEI: 98450041D8BBCFDFT410       | Long             | EC               | CORP              | NL        |    189265 | NS      | $2026730.53   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III          | Perusahaan Penerbit SBSN Indonesia III                                | CUSIP: 71567PAU4<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $199272.00    | 0.02%             | 2027-06-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                   | Nidda Healthcare Holding GmbH                                         | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |   1925000 | PA      | $2038142.62   | 0.18%             | 2026-08-21      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Galaxy XVIII CLO Ltd.                           | Galaxy XVIII CLO Ltd., Series 2018-28A, Class A1                      | CUSIP: 36321JAC8<br>LEI: 549300QR0537E9AXFW42 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1476404.40   | 0.13%             | 2031-07-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                          | Dell International LLC                                                | CUSIP: 24703DBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    282000 | PA      | $187319.61    | 0.02%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Air France-KLM                                  | Air France-KLM                                                        | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |   1300000 | PA      | $1419654.83   | 0.12%             | 2026-05-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ViaSat, Inc.                                    | ViaSat, Inc.                                                          | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $5409892.00   | 0.47%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                               | Oman Government Bond                                                  | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |    258000 | PA      | $253162.50    | 0.02%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EIS Group, Ltd.                                 | EIS Group, Ltd., Term Loan                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | BM        |    584060 | PA      | $567998.35    | 0.05%             | 2028-07-10      | Variable      | 11.32%                | No            |                  3 | On Loan: No      |
| Telecom Italia SpA                              | Telecom Italia SpA                                                    | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |    400000 | PA      | $434860.00    | 0.04%             | 2028-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                    | Pacific Gas and Electric Co.                                          | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2255000 | PA      | $2317775.66   | 0.20%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                | Boeing Co. (The)                                                      | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     92000 | PA      | $68382.53     | 0.01%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   2000000 | PA      | $58947.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank plc                                   | HSBC Bank plc, Series 3M                                              | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | DBT              | CORP              | GB        |   1180000 | PA      | $890900.00    | 0.08%             | 2023-06-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $7929.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Rotor Acquisition Corp.                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      5599 | NS      | $503.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dream Finders Homes, Inc.                       | Dream Finders Homes, Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      2261 | NS      | $2080120.00   | 0.18%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1000000 | PA      | $-64520.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2000000 | PA      | $30169.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gruenenthal GmbH                                | Gruenenthal GmbH                                                      | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |   2848000 | PA      | $2813953.32   | 0.25%             | 2028-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   5000000 | PA      | $96407.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                | Vedanta Resources Finance II plc                                      | CUSIP: N/A<br>LEI: 8945002DGA3BBXO3N634       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $176912.50    | 0.02%             | 2024-01-21      | Fixed         | 13.88%                | No            |                  2 | On Loan: No      |
| Bank of Cyprus PCL                              | Bank of Cyprus PCL                                                    | CUSIP: N/A<br>LEI: PQ0RAP85KK9Z75ONZW93       | Long             | DBT              | CORP              | CY        |    200000 | PA      | $182270.70    | 0.02%             | 2027-06-24      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Codere Finance 2 Luxembourg SA                  | Codere Finance 2 Luxembourg SA                                        | CUSIP: N/A<br>LEI: 2221005CUH65GSJUKB29       | Long             | DBT              | CORP              | LU        |   1213266 | PA      | $712260.91    | 0.06%             | 2027-11-30      | Variable      | 12.75%                | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2000000 | PA      | $160900.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sophia LP                                       | Sophia LP, 2nd Lien Term Loan                                         | CUSIP: 83578BAK9<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |   2250000 | PA      | $2233125.00   | 0.20%             | 2028-10-09      | Variable      | 12.73%                | No            |                  3 | On Loan: No      |
| Energy Transfer LP                              | Energy Transfer LP                                                    | CUSIP: 29278NAC7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1702000 | PA      | $1689097.70   | 0.15%             | 2023-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                  | BNP Paribas SA                                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    740000 | PA      | $569800.00    | 0.05%             | 2023-03-31      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading SARL               | MC Brazil Downstream Trading SARL                                     | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |    193250 | PA      | $168552.93    | 0.01%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Avoca CLO XV DAC                                | Avoca CLO XV DAC, Series 15X, Class ER                                | CUSIP: N/A<br>LEI: 63540019ZRWR9Z7GEY65       | Long             | ABS-CBDO         | CORP              | IE        |   1765000 | PA      | $1578583.26   | 0.14%             | 2031-04-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                          | Tenet Healthcare Corp.                                                | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    359000 | PA      | $319125.87    | 0.03%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Informatica, Inc.                               | Informatica, Inc., Class A                                            | CUSIP: 45674M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66258 | NS      | $1179392.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Shelf Drilling North Sea Holdings Ltd.          | Shelf Drilling North Sea Holdings Ltd.                                | CUSIP: 822541AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    355000 | PA      | $353735.31    | 0.03%             | 2025-10-31      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Severin Acquisition LLC                         | Severin Acquisition LLC, 1st Lien Term Loan                           | CUSIP: 81812HAB6<br>LEI: 549300L10R4RABI1ER67 | Long             | LON              | CORP              | US        |         0 | PA      | $0.39         | 0.00%             | 2025-08-01      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2046667 | PA      | $17622.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FMG Resources August 2006 Pty. Ltd.             | FMG Resources August 2006 Pty. Ltd.                                   | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    553000 | PA      | $539175.00    | 0.05%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                             | SPDR EURO STOXX 50 ETF                                                | CUSIP: 00PA1CPX5<br>LEI: N/A                  | N/A              | DE               |  | US        |       650 | NC      | $1950.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tereos Finance Groupe I SA                      | Tereos Finance Groupe I SA                                            | CUSIP: N/A<br>LEI: 969500183Z46A3QF8W69       | Long             | DBT              | CORP              | FR        |    800000 | PA      | $869232.96    | 0.08%             | 2023-06-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HT Troplast GmbH                                | HT Troplast GmbH                                                      | CUSIP: N/A<br>LEI: 529900Y2N2GAY3FXGP86       | Long             | DBT              | CORP              | DE        |   1536000 | PA      | $1611417.22   | 0.14%             | 2025-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                             | TRSIBOXX                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   3320000 | PA      | $-45879.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1000000 | PA      | $42434.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3405.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Lions Gate Entertainment Corp.                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       500 | NC      | $3750.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattamy Group Corp.                             | Mattamy Group Corp.                                                   | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     52000 | PA      | $47580.00     | 0.00%             | 2027-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                    | Pacific Gas and Electric Co.                                          | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3665993.00   | 0.32%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings, Inc.               | Kronos Acquisition Holdings, Inc., Term Loan                          | CUSIP: 50106JAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    127710 | PA      | $126194.08    | 0.01%             | 2026-12-22      | Variable      | 10.51%                | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                         | Element Solutions, Inc.                                               | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     11439 | NS      | $234270.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                     | Citibank NA                                                           | CUSIP: 17305T6C1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | CORP              | US        |    911000 | PA      | $906239.44    | 0.08%             | 2023-08-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                   | Banco BPM SpA                                                         | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |   2455000 | PA      | $2288627.41   | 0.20%             | 2031-06-29      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   2000000 | PA      | $79791.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties LP                              | VICI Properties LP                                                    | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    361000 | PA      | $345332.60    | 0.03%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXVI Ltd.                  | Madison Park Funding XXVI Ltd., Series 2017-26A, Class AR             | CUSIP: 55819YAA8<br>LEI: 549300FNRP3W5DX0O430 | Long             | ABS-CBDO         | CORP              | KY        |   1992178 | PA      | $1978650.57   | 0.17%             | 2030-07-29      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldstory SASU                                  | Goldstory SASU                                                        | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |   3812000 | PA      | $3854120.69   | 0.34%             | 2026-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   3000000 | PA      | $53133.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xenia Hotels & Resorts, Inc.                    | Xenia Hotels & Resorts, Inc.                                          | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |     20223 | NS      | $301322.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cablevision Lightpath LLC                       | Cablevision Lightpath LLC, Term Loan                                  | CUSIP: 12687HAB3<br>LEI: 5493002ZVBLRLGES1R71 | Long             | LON              | CORP              | US        |    102638 | PA      | $101739.42    | 0.01%             | 2027-11-30      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                              | T-Mobile USA, Inc.                                                    | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     91000 | PA      | $65489.47     | 0.01%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                              | Chemours Co. (The)                                                    | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Short            | DBT              | CORP              | US        |   -750000 | PA      | $-683437.50   | -0.06%            | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JGC Ventures Pte. Ltd.                          | JGC Ventures Pte. Ltd.                                                | CUSIP: N/A<br>LEI: 2549008PR2UO2K6SYH32       | Long             | DBT              | CORP              | SG        |    597188 | PA      | $238875.20    | 0.02%             | 2025-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| North Westerly VII ESG CLO DAC                  | North Westerly VII ESG CLO DAC, Series VII-X, Class E                 | CUSIP: N/A<br>LEI: 6354007ZUE69EZFAZR52       | Long             | ABS-CBDO         | CORP              | IE        |    280000 | PA      | $257536.61    | 0.02%             | 2034-05-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Aiven, Inc.                                     | Aiven, Inc., Series D                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      6597 | NS      | $669991.32    | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| Sudzucker International Finance BV              | Sudzucker International Finance BV                                    | CUSIP: N/A<br>LEI: 724500M1VGG79HOVI026       | Long             | DBT              | CORP              | NL        |    135000 | PA      | $144294.02    | 0.01%             | 2023-11-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                  | Univision Communications, Inc.                                        | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1534722.18   | 0.13%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Cedar Funding VII CLO Ltd.                      | Cedar Funding VII CLO Ltd., Series 2018-7A, Class A1                  | CUSIP: 15032FAA4<br>LEI: 549300G87EGFMLOYN341 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $993071.50    | 0.09%             | 2031-01-20      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Stonegate Pub Co. Financing plc                 | Stonegate Pub Co. Financing plc                                       | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |   2955000 | PA      | $3342518.33   | 0.29%             | 2025-07-13      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Latch, Inc.                                     | Latch, Inc.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     31344 | NS      | $28820.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New SK Holdco Sub LLC                           | New SK Holdco Sub LLC, Term Loan                                      | CUSIP: 64859TAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1248718 | PA      | $1067654.22   | 0.09%             | 2027-06-30      | Variable      | 11.33%                | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |  12650000 | PA      | $-76765.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                | Sealed Air Corp.                                                      | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    327000 | PA      | $329910.30    | 0.03%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                               | Barclays Bank plc                                                     | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |    178890 | PA      | $178890.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                            | Telefonica Europe BV                                                  | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $3205731.39   | 0.28%             | 2030-02-03      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDIO                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  12500000 | PA      | $23371.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                         | Talen Energy Supply LLC, Term Loan                                    | CUSIP: 87422LAP5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    546000 | PA      | $549822.00    | 0.05%             | 2023-11-13      | Variable      | 9.06%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   2900000 | PA      | $143843.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust            | American Airlines Pass-Through Trust, Series 2017-2, Class A          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   4880625 | PA      | $4722004.69   | 0.41%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| Service Properties Trust                        | Service Properties Trust                                              | CUSIP: 44106MAR3<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2233237.25   | 0.20%             | 2023-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Korian SA                                       | Korian SA                                                             | CUSIP: N/A<br>LEI: 969500WEPS61H6TJM037       | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1130276.88   | 0.10%             | 2024-03-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   2000000 | PA      | $-54110.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sabre Corp.                                                           | CUSIP: 00PADVKZ0<br>LEI: N/A                  | N/A              | DE               |  | US        |       250 | NC      | $875.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | iShares iBoxx $ High Yield Corporate Bond ETF                         | CUSIP: 00P9QL729<br>LEI: N/A                  | N/A              | DE               |  | US        |      -798 | NC      | $-10773.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Vivion Investments SARL                         | Vivion Investments SARL                                               | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |   3700000 | PA      | $3378862.20   | 0.30%             | 2024-08-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lessen, Inc.                                    | Lessen, Inc.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   1205577 | PA      | $1157353.92   | 0.10%             | 2028-01-04      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Northwoods Capital 21 Euro DAC                  | Northwoods Capital 21 Euro DAC, Series 2020-21X, Class ER             | CUSIP: N/A<br>LEI: 5493006ETJ3EQ0LC1480       | Long             | ABS-CBDO         | CORP              | IE        |    700000 | PA      | $655789.06    | 0.06%             | 2034-07-22      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                        | Electricite de France SA                                              | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |   1200000 | PA      | $1335681.19   | 0.12%             | 2028-09-06      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2000000 | PA      | $-45738.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Altice France SA                                | Altice France SA                                                      | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |   2700000 | PA      | $2733232.73   | 0.24%             | 2025-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Airlines Group, Inc.                   | American Airlines Group, Inc., Series 2017-1C                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   4078802 | PA      | $4073906.96   | 0.36%             | 2023-08-15      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| N/A                                             | Offerpad Solutions, Inc.                                              | CUSIP: 67623L117<br>LEI: N/A                  | N/A              | DE               |  | US        |     13726 | NS      | $1011.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                               | FirstEnergy Corp., Series C                                           | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     92000 | PA      | $65357.72     | 0.01%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Ford Motor Co.                                                        | CUSIP: 00PADMU97<br>LEI: N/A                  | N/A              | DE               |  | US        |      1000 | NC      | $1500.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                   | iShares J.P. Morgan USD Emerging Markets Bond ETF                     | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Short            |  | RF                | US        |    -12500 | NS      | $-1098875.00  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Retail Holdings LLC                      | Macy's Retail Holdings LLC                                            | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $671250.00    | 0.06%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   6300000 | PA      | $-203262.55   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   5000000 | PA      | $-37503.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADLER Group SA                                  | ADLER Group SA                                                        | CUSIP: N/A<br>LEI: 391200OYYFJ3DWAMEC69       | Long             | DBT              | CORP              | LU        |    800000 | PA      | $591409.60    | 0.05%             | 2023-11-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pearl Holding II Ltd.                           | Pearl Holding II Ltd.                                                 | CUSIP: N/A<br>LEI: 549300BUY3KOHID1L691       | Long             | DBT              | CORP              | KY        |    190857 | PA      | $4571.91      | 0.00%             | 2049-12-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| XHR LP                                          | XHR LP                                                                | CUSIP: 98372MAA3<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    119000 | PA      | $117224.02    | 0.01%             | 2025-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                | GoTo Group, Inc., 1st Lien Term Loan                                  | CUSIP: 54142KAD3<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |   4793734 | PA      | $2636553.48   | 0.23%             | 2027-08-31      | Variable      | 9.30%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   2000000 | PA      | $25791.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                  | Commerzbank AG                                                        | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |   1400000 | PA      | $1548517.33   | 0.14%             | 2030-01-18      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                | Deutsche Bank AG                                                      | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |   8300000 | PA      | $8329521.96   | 0.73%             | 2032-06-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-33784.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties LP                              | VICI Properties LP                                                    | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2831253.18   | 0.25%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRI Pointe Homes, Inc.                          | TRI Pointe Homes, Inc.                                                | CUSIP: 87265HAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $27207.22     | 0.00%             | 2028-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    460000 | PA      | $28708.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    849837 | PA      | $48186.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                         | Sasol Financing USA LLC                                               | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192000.00    | 0.02%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   1500000 | PA      | $-21440.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FreeWire Technologies, Inc.                     | FreeWire Technologies, Inc.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    645021 | PA      | $601482.08    | 0.05%             | 2025-03-31      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Neuberger Berman CLO XVII Ltd.                  | Neuberger Berman CLO XVII Ltd., Series 2014-17A, Class AR2            | CUSIP: 64129UBS3<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |    734079 | PA      | $729553.92    | 0.06%             | 2029-04-22      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                          | Tenet Healthcare Corp.                                                | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    194000 | PA      | $172738.57    | 0.02%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.           | Nomura Securities International, Inc.                                 | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |   1250438 | PA      | $1250437.50   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $111.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding XXIII Ltd.                 | Madison Park Funding XXIII Ltd., Series 2017-23A, Class AR            | CUSIP: 55820TAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $496584.50    | 0.04%             | 2031-07-27      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   5250000 | PA      | $-126439.91   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Median BV                                       | Median BV, Facility Term Loan B1                                      | CUSIP: N5554EAB9<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |   6000000 | PA      | $5454775.13   | 0.48%             | 2027-10-14      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                     | Caesars Entertainment, Inc.                                           | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    374000 | PA      | $379610.00    | 0.03%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   6300000 | PA      | $-174930.96   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                   | United Wholesale Mortgage LLC                                         | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    814000 | PA      | $761369.28    | 0.07%             | 2025-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                              | Dominican Republic Government Bond                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |    113000 | PA      | $116128.69    | 0.01%             | 2026-01-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Central Parent, Inc.                            | Central Parent, Inc., 1st Lien Term Loan                              | CUSIP: 15477BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    384000 | PA      | $382920.96    | 0.03%             | 2029-07-06      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                    | Ardagh Packaging Finance plc                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |   3635000 | PA      | $3495786.96   | 0.31%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas Holding BV                       | Hunter Douglas Holding BV, Term Loan B1                               | CUSIP: N8137FAB6<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    207955 | PA      | $190149.89    | 0.02%             | 2029-02-26      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| N/A                                             | TPB Acquisition Corp. I                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |      5728 | NS      | $2731.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines, Inc.                         | American Airlines, Inc., Series 2017-2C                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   4322454 | PA      | $4279229.50   | 0.37%             | 2023-10-15      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| Vistra Operations Co. LLC                       | Vistra Operations Co. LLC                                             | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4903833.00   | 0.43%             | 2025-05-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    700000 | PA      | $16166.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                       | Republic of Cote d'Ivoire                                             | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    400000 | PA      | $387000.00    | 0.03%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                        | Lumen Technologies, Inc.                                              | CUSIP: 156700BB1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2565000.00   | 0.22%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CoreLogic, Inc.                                 | CoreLogic, Inc., 2nd Lien Term Loan                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    750000 | PA      | $541125.00    | 0.05%             | 2029-06-04      | Variable      | 11.12%                | No            |                  2 | On Loan: No      |
| Romania                                         | Romania Government Bond                                               | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    228000 | PA      | $224295.00    | 0.02%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions, Inc.                        | Skyworks Solutions, Inc.                                              | CUSIP: 83088MAJ1<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |   7573000 | PA      | $7456046.00   | 0.65%             | 2023-06-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDI                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1500000 | PA      | $-29269.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    500000 | PA      | $10188.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allegiant Travel Co.                            | Allegiant Travel Co.                                                  | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |    174000 | PA      | $170104.54    | 0.01%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TIBCO Software, Inc.                            | TIBCO Software, Inc., 1st Lien Term Loan                              | CUSIP: 88632NAV2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    722000 | PA      | $665142.50    | 0.06%             | 2029-03-30      | Variable      | 9.18%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                   | AIB Group plc                                                         | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | NUSS              | IE        |   2063000 | PA      | $2113830.00   | 0.18%             | 2024-10-09      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Avoca CLO XIV DAC                               | Avoca CLO XIV DAC, Series 14X, Class ER                               | CUSIP: N/A<br>LEI: 635400IIKEI9HL8LKL36       | Long             | ABS-CBDO         | CORP              | IE        |   1970000 | PA      | $1815545.77   | 0.16%             | 2031-01-12      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| 2U, Inc.                                        | 2U, Inc., Term Loan                                                   | CUSIP: 90212TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    410221 | PA      | $391761.25    | 0.03%             | 2026-12-28      | Variable      | 10.93%                | No            |                  3 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |   5000000 | PA      | $92085.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP Euro CLO DAC                                | OCP Euro CLO DAC, Series 2017-2X, Class F                             | CUSIP: N/A<br>LEI: 635400KNK84TMOLEE581       | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $829329.12    | 0.07%             | 2032-01-15      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| N/A                                             | TRSIBOXX                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   6100000 | PA      | $-578939.46   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                               | CIFC Funding Ltd., Series 2018-2A, Class A1                           | CUSIP: 17180WAA3<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $992149.00    | 0.09%             | 2031-04-20      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                             | OIS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    143110 | PA      | $-13655.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.       | Carlyle Global Market Strategies CLO Ltd., Series 2014-1A, Class A1R2 | CUSIP: 14310MAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1246211 | PA      | $1221707.92   | 0.11%             | 2031-04-17      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Repsol International Finance BV                 | Repsol International Finance BV                                       | CUSIP: N/A<br>LEI: 5493002YCY6HTK0OUR29       | Long             | DBT              | CORP              | NL        |   2399000 | PA      | $2373346.29   | 0.21%             | 2028-09-11      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-682949.98   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| McAfee Corp.                                    | McAfee Corp.                                                          | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Short            | DBT              | CORP              | US        |  -4250000 | PA      | $-3530038.53  | -0.31%            | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Geopark Ltd.                                    | Geopark Ltd.                                                          | CUSIP: 37255BAB5<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $177412.50    | 0.02%             | 2027-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDI                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  23473000 | PA      | $-1465937.11  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                   | White Cap Supply Holdings LLC, Term Loan                              | CUSIP: 96350TAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    534055 | PA      | $528810.78    | 0.05%             | 2027-10-19      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                      | eBay, Inc.                                                            | CUSIP: 278642BC6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5164644.85   | 0.45%             | 2025-11-22      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                              | Republic of Panama                                                    | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    430000 | PA      | $410193.13    | 0.04%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust            | American Airlines Pass-Through Trust, Series 2011-1, Class B          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   2473814 | PA      | $2442891.30   | 0.21%             | 2025-04-22      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| ECL Entertainment LLC                           | ECL Entertainment LLC, Term Loan B                                    | CUSIP: 26826TAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    396955 | PA      | $395716.50    | 0.03%             | 2028-05-01      | Variable      | 12.06%                | No            |                  2 | On Loan: No      |
| Samhallsbyggnadsbolaget i Norden AB             | Samhallsbyggnadsbolaget i Norden AB                                   | CUSIP: N/A<br>LEI: 549300HX9MRFY47AH564       | Long             | DBT              | CORP              | SE        |   1200000 | PA      | $497697.27    | 0.04%             | 2026-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                      | Pacific Gas & Electric Co.                                            | CUSIP: 694308KE6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2969781.90   | 0.26%             | 2025-06-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                   | SM Energy Co.                                                         | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2186654.99   | 0.19%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                              | DT Midstream, Inc., Term Loan                                         | CUSIP: 23345NAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    124191 | PA      | $124346.25    | 0.01%             | 2028-06-26      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Lorca Telecom Bondco SA                         | Lorca Telecom Bondco SA                                               | CUSIP: N/A<br>LEI: 9598004HFBAS82YM7X35       | Long             | DBT              | CORP              | ES        |   1057000 | PA      | $1052782.43   | 0.09%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AA Bond Co. Ltd.                                | AA Bond Co. Ltd.                                                      | CUSIP: N/A<br>LEI: 2138002EPF6QVRZBMC58       | Long             | DBT              | CORP              | JE        |   1220000 | PA      | $1471829.59   | 0.13%             | 2024-07-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                    | Humana, Inc.                                                          | CUSIP: 444859BP6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6844987.17   | 0.60%             | 2023-08-03      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                          | Barclays Capital, Inc.                                                | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Long             | RA               | CORP              | US        |    217980 | PA      | $217980.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| New Home Co., Inc. (The)                        | New Home Co., Inc. (The)                                              | CUSIP: 645370AC1<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    108000 | PA      | $93690.00     | 0.01%             | 2025-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Sunstone Hotel Investors, Inc.                  | Sunstone Hotel Investors, Inc.                                        | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |     15788 | NS      | $173510.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities plc                         | JPMorgan Securities plc                                               | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | Long             | RA               | CORP              | GB        |   1102296 | PA      | $1198361.10   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Gol Finance SA                                  | Gol Finance SA                                                        | CUSIP: 36254VAA6<br>LEI: 5299007RH8MA67ZC6J07 | Long             | DBT              | CORP              | LU        |    139000 | PA      | $71611.06     | 0.01%             | 2025-01-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Atlantia SpA                                    | Atlantia SpA                                                          | CUSIP: N/A<br>LEI: 8156008DEC771409C487       | Long             | DBT              | CORP              | IT        |   1600000 | PA      | $1631152.90   | 0.14%             | 2025-02-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                    | Discovery Communications LLC                                          | CUSIP: 25470DBL2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    187000 | PA      | $128620.73    | 0.01%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XXIV                                 | Apidos CLO XXIV, Series 2016-24A, Class A1AL                          | CUSIP: 03759CAS9<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $247058.35    | 0.02%             | 2030-10-20      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| American Rock Salt Co. LLC                      | American Rock Salt Co. LLC, 1st Lien Term Loan                        | CUSIP: 02932JAP2<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |     92590 | PA      | $89657.67     | 0.01%             | 2028-06-09      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Galaxy XXIII CLO Ltd.                           | Galaxy XXIII CLO Ltd., Series 2017-23A, Class AR                      | CUSIP: 36319TAN6<br>LEI: 5493001X8XC4DMSYH466 | Long             | ABS-CBDO         | CORP              | KY        |    661874 | PA      | $655930.28    | 0.06%             | 2029-04-24      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Kenbourne Invest SA                             | Kenbourne Invest SA                                                   | CUSIP: 48855KAC4<br>LEI: 222100QGH6Y9KFYZ4B27 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $151000.00    | 0.01%             | 2028-01-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Kins Technology                                 | Kins Technology                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     33889 | NS      | $33211.22     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Hedosophia European Growth                      | Hedosophia European Growth                                            | CUSIP: N/A<br>LEI: 549300Q5OZTF68OGPY72       | Long             | EC               | CORP              | KY        |         1 | NS      | $10.44        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp.                                  | Carnival Corp.                                                        | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Short            | DBT              | CORP              | PA        |   -314000 | PA      | $-260620.00   | -0.02%            | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4343.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Espirito Santo SA                         | Banco Espirito Santo SA                                               | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |   6100000 | PA      | $795793.80    | 0.07%             | 2017-05-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                               | Gen Digital, Inc.                                                     | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |   3978000 | PA      | $4033890.90   | 0.35%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5307.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                              | Seagate HDD Cayman                                                    | CUSIP: 81180WAL5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   2000000 | PA      | $1955429.70   | 0.17%             | 2025-01-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities plc                         | JPMorgan Securities plc                                               | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | Long             | RA               | CORP              | GB        |   1488654 | PA      | $1618390.20   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1000000 | PA      | $16166.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.              | Nationstar Mortgage Holdings, Inc.                                    | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $253375.90    | 0.02%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| British Airways Pass-Through Trust              | British Airways Pass-Through Trust, Series 2013-1, Class A            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |  10260000 | PA      | $10260000.00  | 0.90%             | 2032-12-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Dryden 36 Senior Loan Fund                      | Dryden 36 Senior Loan Fund, Series 2014-36A, Class AR3                | CUSIP: 26249KAZ4<br>LEI: 549300XLLT7H0EYXK263 | Long             | ABS-CBDO         | CORP              | KY        |   1276592 | PA      | $1272622.91   | 0.11%             | 2029-04-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                          | Credit Suisse Group AG                                                | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | DBT              | CORP              | CH        |   1637000 | PA      | $1551057.50   | 0.14%             | 2023-12-11      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive plc                | Jaguar Land Rover Automotive plc                                      | CUSIP: N/A<br>LEI: 529900L73GEWN1O5NH84       | Short            | DBT              | CORP              | GB        |  -1200000 | PA      | $-1201205.08  | -0.10%            | 2026-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                             | EURO STOXX 50 Index                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       420 | NC      | $77622.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1000000 | PA      | $21364.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Consolidated Airlines Group SA    | International Consolidated Airlines Group SA                          | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | DBT              | CORP              | ES        |   3800000 | PA      | $3459854.88   | 0.30%             | 2029-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                             | TRSIBOXX                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |   8800000 | PA      | $-121608.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Puma International Financing SA                 | Puma International Financing SA                                       | CUSIP: N/A<br>LEI: 222100YFBPO7IDRUBR17       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $183480.00    | 0.02%             | 2026-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freed Corp.                                     | Freed Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   1041842 | PA      | $1005377.41   | 0.09%             | 2023-12-01      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Naked Juice LLC                                 | Naked Juice LLC, 1st Lien Term Loan                                   | CUSIP: 62984CAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    910089 | PA      | $835170.47    | 0.07%             | 2029-01-24      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| Project Montelena                               | Project Montelena                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | DE        |    400000 | PA      | $421814.20    | 0.04%             | 2030-06-20      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    860000 | PA      | $-39042.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                             | Rocket Mortgage LLC                                                   | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    292000 | PA      | $246357.48    | 0.02%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| California Resources Corp.                      | California Resources Corp.                                            | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    129000 | PA      | $125549.25    | 0.01%             | 2026-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Dryden 30 Senior Loan Fund                      | Dryden 30 Senior Loan Fund, Series 2013-30A, Class AR                 | CUSIP: 26249BAQ4<br>LEI: 549300AS2O1RYPD2ED41 | Long             | ABS-CBDO         | CORP              | KY        |    840755 | PA      | $834314.07    | 0.07%             | 2028-11-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| MAF Sukuk Ltd.                                  | MAF Sukuk Ltd.                                                        | CUSIP: N/A<br>LEI: 549300IS9H0W5N2N4K34       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $190162.50    | 0.02%             | 2030-02-28      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| N/A                                             | U.S. Treasury Ultra Bond                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -44 | NC      | $-202475.95   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CIFC European Funding CLO III DAC               | CIFC European Funding CLO III DAC, Series 3X, Class E                 | CUSIP: N/A<br>LEI: 5493000EF0244RPYUG32       | Long             | ABS-CBDO         | CORP              | IE        |    600000 | PA      | $550584.94    | 0.05%             | 2034-01-15      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| Cornwall Jersey Ltd.                            | Cornwall Jersey Ltd.                                                  | CUSIP: N/A<br>LEI: 213800NFORA6FS9LQ898       | Long             | DBT              | CORP              | JE        |   1700000 | PA      | $1381161.85   | 0.12%             | 2026-04-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Vantage Towers AG                               | Vantage Towers AG                                                     | CUSIP: N/A<br>LEI: 213800BBQO965UPQ7J59       | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1001754.37   | 0.09%             | 2030-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Modern Land China Co. Ltd.                      | Modern Land China Co. Ltd.                                            | CUSIP: N/A<br>LEI: 549300PDOU6AR9Z9IN08       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $11250.00     | 0.00%             | 2023-04-11      | Fixed         | 9.80%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1000000 | PA      | $-103871.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   2000000 | PA      | $56474.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                     | Extended Stay America Trust, Series 2021-ESH, Class E                 | CUSIP: 30227FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7126203 | PA      | $6912111.35   | 0.60%             | 2038-07-15      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                    | Ardagh Packaging Finance plc                                          | CUSIP: 03969AAQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $351990.00    | 0.03%             | 2025-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB                             | Verisure Holding AB                                                   | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |    979000 | PA      | $1065692.82   | 0.09%             | 2028-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   5000000 | PA      | $94506.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | iShares Russell 2000 ETF                                              | CUSIP: 00PA15DM7<br>LEI: N/A                  | N/A              | DE               |  | US        |       250 | NC      | $1375.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Concrete Investment II S.C.A.                   | Concrete Investment II S.C.A., Term Loan                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |     79927 | PA      | $8.69         | 0.00%             | 2023-10-31      | Variable      | 3.60%                 | No            |                  3 | On Loan: No      |
| ACProducts Holdings, Inc.                       | ACProducts Holdings, Inc., Term Loan                                  | CUSIP: 00488YAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    148492 | PA      | $119367.16    | 0.01%             | 2028-05-17      | Variable      | 8.98%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1566667 | PA      | $-67906.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp.                            | Xerox Holdings Corp.                                                  | CUSIP: 98421MAA4<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |   9750000 | PA      | $9069458.39   | 0.79%             | 2025-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Altar BidCo, Inc.                               | Altar BidCo, Inc., 2nd Lien Term Loan                                 | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10286000 | PA      | $9025965.00   | 0.79%             | 2030-02-01      | Variable      | 10.51%                | No            |                  2 | On Loan: No      |
| Air France-KLM                                  | Air France-KLM                                                        | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |    600000 | PA      | $758700.70    | 0.07%             | 2025-11-23      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDIO                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |  35000000 | PA      | $22378.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Travelport Finance SARL                         | Travelport Finance SARL, 1st Lien Term Loan                           | CUSIP: L9308UAX8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    376695 | PA      | $236564.37    | 0.02%             | 2026-05-29      | Variable      | 9.73%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                               | Barclays Bank plc                                                     | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |   4870022 | PA      | $4870022.50   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Misys Ltd.                                      | Misys Ltd., 1st Lien Term Loan                                        | CUSIP: 02034DAD9<br>LEI: 222100UR23DH5WBHJ493 | Long             | LON              | CORP              | LU        |   4423669 | PA      | $4389157.36   | 0.38%             | 2024-06-13      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Russell 2000 E-Mini Index                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -60 | NC      | $-317868.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals plc                        | Jazz Pharmaceuticals plc, Term Loan                                   | CUSIP: G5080AAF9<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |   3135315 | PA      | $3130894.55   | 0.27%             | 2028-05-05      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Romania                                         | Romania Government Bond                                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    231000 | PA      | $183953.93    | 0.02%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                               | Barclays Bank plc                                                     | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |    106275 | PA      | $106275.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                            | SoftBank Group Corp.                                                  | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    900000 | PA      | $881730.00    | 0.08%             | 2023-07-19      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                             | EVgo, Inc.                                                            | CUSIP: 30052F118<br>LEI: N/A                  | N/A              | DE               |  | US        |      8910 | NS      | $8134.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corp.                                 | Open Text Corp.                                                       | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3071250.00   | 0.27%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                  | British Telecommunications plc                                        | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   4484000 | PA      | $3697551.24   | 0.32%             | 2081-11-23      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Sarcos Technology & Robotics Corp.              | Sarcos Technology & Robotics Corp.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      5273 | NS      | $3058.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XHR LP                                          | XHR LP                                                                | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53250.00     | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Trimble, Inc.                                   | Trimble, Inc.                                                         | CUSIP: 896239AB6<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |   3727000 | PA      | $3716076.83   | 0.32%             | 2023-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   1000000 | PA      | $5686.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   7000000 | PA      | $-163600.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nine Energy Service, Inc.                       | Nine Energy Service, Inc.                                             | CUSIP: 65441VAC5<br>LEI: 549300KRLJCZBPZMKT65 | Long             | DBT              | CORP              | US        |    239000 | PA      | $246170.00    | 0.02%             | 2028-02-01      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-13122.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-12930.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rekeep SpA                                      | Rekeep SpA                                                            | CUSIP: N/A<br>LEI: 8156008737CA044FCB79       | Long             | DBT              | CORP              | IT        |   1119000 | PA      | $1034042.72   | 0.09%             | 2026-02-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    270000 | PA      | $-32579.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Emerald Technologies (U.S.) Acquisitionco, Inc. | Emerald Technologies (U.S.) Acquisitionco, Inc., Term Loan B          | CUSIP: 29102UAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    296338 | PA      | $274853.03    | 0.02%             | 2027-12-29      | Variable      | 10.91%                | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1201439 | PA      | $-35415.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    666667 | PA      | $10355.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                              | Credit Agricole SA                                                    | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |   1400000 | PA      | $1734305.82   | 0.15%             | 2029-10-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                    | Fiserv, Inc.                                                          | CUSIP: 337738AQ1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2975775.84   | 0.26%             | 2023-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2879.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                              | T-Mobile USA, Inc.                                                    | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    143000 | PA      | $102954.18    | 0.01%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                            | Ashton Woods USA LLC                                                  | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $71810.00     | 0.01%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                              | Kingdom of Morocco                                                    | CUSIP: 617726AK0<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    267000 | PA      | $234292.50    | 0.02%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                               | Republic of Chile                                                     | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $177287.50    | 0.02%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                      | Microchip Technology, Inc.                                            | CUSIP: 595017AP9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5980627.98   | 0.52%             | 2023-06-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Rainbow UK Holdco Ltd.                          | Rainbow UK Holdco Ltd., Term Loan B2                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   2400000 | PA      | $2473640.23   | 0.22%             | 2029-02-24      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-8497.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | SPDR S&P Retail ETF                                                   | CUSIP: 00PADV1K4<br>LEI: N/A                  | N/A              | DE               |  | US        |       750 | NC      | $16875.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay, Inc.                                      | eBay, Inc.                                                            | CUSIP: 278642BB8<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    250000 | PA      | $272465.90    | 0.02%             | 2032-11-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                   | Comcast Corp.                                                         | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     96000 | PA      | $65512.66     | 0.01%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   3550000 | PA      | $-87168.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co., Inc.                 | Aimbridge Acquisition Co., Inc., 1st Lien Term Loan                   | CUSIP: 00900YAE6<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |    175956 | PA      | $162245.83    | 0.01%             | 2026-02-02      | Variable      | 9.26%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                    | Oracle Corp.                                                          | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $158627.31    | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Contego CLO VI DAC                              | Contego CLO VI DAC, Series 6X, Class AR                               | CUSIP: N/A<br>LEI: 5493004ELE0S8SSAAJ29       | Long             | ABS-CBDO         | CORP              | IE        |   4400000 | PA      | $4643277.36   | 0.41%             | 2034-04-15      | Floating      | 3.08%                 | No            |                  2 | On Loan: No      |
| CTC Triangle BV                                 | CTC Triangle BV                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NL        |   1318669 | NS      | $401405.48    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| Bank of America Corp.                           | Bank of America Corp.                                                 | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     88000 | PA      | $92799.54     | 0.01%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital Europe CLO DAC                | Anchorage Capital Europe CLO DAC, Series 4X, Class E                  | CUSIP: N/A<br>LEI: 635400DODOOELVF8BK72       | Long             | ABS-CBDO         | CORP              | IE        |    700000 | PA      | $653297.15    | 0.06%             | 2034-04-25      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Hydrofarm Holdings Group, Inc.                  | Hydrofarm Holdings Group, Inc., Term Loan                             | CUSIP: 44888MAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    170280 | PA      | $146440.80    | 0.01%             | 2028-10-25      | Variable      | 10.07%                | No            |                  3 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   3000000 | PA      | $32185.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | CDIO                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |  10000000 | PA      | $3118.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-28329.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5482555.67  | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                  | Southern California Edison Co.                                        | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2105239.54   | 0.18%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| La Financiere Atalian SASU                      | La Financiere Atalian SASU                                            | CUSIP: N/A<br>LEI: 969500ICOLJMB33J0L87       | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $726216.20    | 0.06%             | 2025-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                    | OCP CLO Ltd., Series 2017-13A, Class A1AR                             | CUSIP: 67097LAH9<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $988010.40    | 0.09%             | 2030-07-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Triton Water Holdings, Inc.                     | Triton Water Holdings, Inc., 1st Lien Term Loan                       | CUSIP: 89678QAB2<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | LON              | CORP              | US        |    172375 | PA      | $163865.08    | 0.01%             | 2028-03-31      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| Park River Holdings, Inc.                       | Park River Holdings, Inc., 1st Lien Term Loan                         | CUSIP: 70082HAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     92354 | PA      | $83682.97     | 0.01%             | 2027-12-28      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                            | Republic of Colombia                                                  | CUSIP: 195325CX1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    336000 | PA      | $320838.00    | 0.03%             | 2026-01-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DRI Holding, Inc.                               | DRI Holding, Inc., 1st Lien Term Loan                                 | CUSIP: 78473KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    240185 | PA      | $211963.26    | 0.02%             | 2028-12-21      | Variable      | 9.82%                 | No            |                  2 | On Loan: No      |
| DirectV Financing LLC                           | DirectV Financing LLC, Term Loan                                      | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    333700 | PA      | $327686.73    | 0.03%             | 2027-08-02      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| TPB Acquisition Corp. I                         | TPB Acquisition Corp. I, Class A                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     17186 | NS      | $174266.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Residential Properties, Inc.         | Brookfield Residential Properties, Inc.                               | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    115000 | PA      | $91327.25     | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Ally Financial, Inc.                                                  | CUSIP: 00PAGFCZ1<br>LEI: N/A                  | N/A              | DE               |  | US        |       850 | NC      | $38250.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apex Tool Group LLC                             | Apex Tool Group LLC, 1st Lien Term Loan                               | CUSIP: 03759DAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    198598 | PA      | $173153.36    | 0.02%             | 2029-02-08      | Variable      | 9.83%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1855000 | PA      | $-12897.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Lions Gate Entertainment Corp.                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1250 | NC      | $53125.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | SPDR S&P Retail ETF                                                   | CUSIP: 00PADV1E8<br>LEI: N/A                  | N/A              | DE               |  | US        |      -750 | NC      | $-3750.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1000000 | PA      | $19693.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                   | MHC Commercial Mortgage Trust, Series 2021-MHC, Class E               | CUSIP: 55316VAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5485501 | PA      | $5307072.46   | 0.46%             | 2038-04-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Weekley Homes LLC                               | Weekley Homes LLC                                                     | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $143591.25    | 0.01%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                              | VICI Properties LP                                                    | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997908.68    | 0.09%             | 2024-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                               | CIFC Funding Ltd., Series 2014-2RA, Class A1                          | CUSIP: 12548RAB0<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |    932674 | PA      | $926612.05    | 0.08%             | 2030-04-24      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce plc                                 | Rolls-Royce plc                                                       | CUSIP: N/A<br>LEI: X57JK1U580XATGR67572       | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1652266.23   | 0.14%             | 2024-05-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1000000 | PA      | $18430.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Europe Ltd.                                 | RBC Europe Ltd.                                                       | CUSIP: N/A<br>LEI: TXDSU46SXBWIGJ8G8E98       | Long             | RA               | CORP              | GB        |   1336490 | PA      | $1452965.38   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                | Fantasia Holdings Group Co. Ltd.                                      | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $34500.00     | 0.00%             | 2022-04-17      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                    | BX Commercial Mortgage Trust, Series 2021-SOAR, Class G               | CUSIP: 05608WAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3692032 | PA      | $3517923.25   | 0.31%             | 2038-06-15      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| ams-OSRAM AG                                    | ams-OSRAM AG                                                          | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | DBT              | CORP              | AT        |   4200000 | PA      | $3748482.33   | 0.33%             | 2025-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   5150000 | PA      | $-7841.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                        | Lloyds Banking Group plc                                              | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |   1625000 | PA      | $1792573.91   | 0.16%             | 2029-01-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                             | LBM Acquisition LLC, 1st Lien Term Loan                               | CUSIP: 50179JAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     68203 | PA      | $61453.23     | 0.01%             | 2027-12-17      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Crown PropTech Acquisitions                     | Crown PropTech Acquisitions                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     29076 | NS      | $296284.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CP Atlas Buyer, Inc.                            | CP Atlas Buyer, Inc.                                                  | CUSIP: 12597YAA7<br>LEI: 2549006ZZ07G0NDDCR36 | Short            | DBT              | CORP              | US        |   -168000 | PA      | $-129780.00   | -0.01%            | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                             | Rakuten Group, Inc.                                                   | CUSIP: 75102WAD0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $202494.28    | 0.02%             | 2024-11-30      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                    | MH Sub I LLC, 1st Lien Term Loan                                      | CUSIP: 45567YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    992147 | PA      | $980211.08    | 0.09%             | 2024-09-13      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                       | EQM Midstream Partners LP                                             | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249687.50    | 0.02%             | 2030-06-01      | Fixed         | 7.50%                 | 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        |    461000 | PA      | $421815.00    | 0.04%             | 2029-11-01      | Variable      | 11.57%                | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA                    | Banco Mercantil del Norte SA                                          | CUSIP: 05973KAA5<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $184412.50    | 0.02%             | 2027-01-24      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1770000 | PA      | $-147674.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CPUK Finance Ltd.                               | CPUK Finance Ltd.                                                     | CUSIP: N/A<br>LEI: 6354003CVDDPNXREIR29       | Long             | DBT              | CORP              | JE        |   4800000 | PA      | $5602232.15   | 0.49%             | 2025-08-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                    | BX Commercial Mortgage Trust, Series 2021-VINO, Class F               | CUSIP: 05608KAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4110000 | PA      | $3873306.74   | 0.34%             | 2038-05-15      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                | Virgin Media Secured Finance plc                                      | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |    108000 | PA      | $107650.00    | 0.01%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-15643.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia                           | Republic of Indonesia                                                 | CUSIP: 455780CF1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $196537.50    | 0.02%             | 2028-04-24      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-35464.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    257771 | PA      | $3617.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                  | Broadcom, Inc.                                                        | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     96000 | PA      | $71317.27     | 0.01%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   5300000 | PA      | $-10617.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| eG Global Finance plc                           | eG Global Finance plc                                                 | CUSIP: N/A<br>LEI: 549300TL8Q5207VYET27       | Long             | DBT              | CORP              | GB        |    800000 | PA      | $830199.92    | 0.07%             | 2024-02-07      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1566667 | PA      | $-44653.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Genneia SA                                      | Genneia SA                                                            | CUSIP: 372319AB9<br>LEI: 529900YZ70LX0XWS9P67 | Long             | DBT              | CORP              | AR        |    176080 | PA      | $170060.27    | 0.01%             | 2027-09-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                                 | Halliburton Co.                                                       | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     10259 | NS      | $422875.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Colombia                            | Republic of Colombia                                                  | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $151162.50    | 0.01%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4706.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Raptor Acquisition Corp.                        | Raptor Acquisition Corp., 1st Lien Term Loan B                        | CUSIP: C4111RAE5<br>LEI: 549300FU60SSFLTE0M84 | Long             | LON              | CORP              | CA        |     59700 | PA      | $59289.86     | 0.01%             | 2026-11-01      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2000000 | PA      | $35865.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVI Ltd.            | Octagon Investment Partners XVI Ltd., Series 2013-1A, Class A1R       | CUSIP: 67590BAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $990365.40    | 0.09%             | 2030-07-17      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-6473.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                | Sabre GLBL, Inc.                                                      | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   6877000 | PA      | $7055492.54   | 0.62%             | 2025-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                              | Republic of Panama                                                    | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    343000 | PA      | $301046.81    | 0.03%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                             | Petroleos Mexicanos                                                   | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    311000 | PA      | $248302.40    | 0.02%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Mercury Borrower, Inc.                          | Mercury Borrower, Inc., 1st Lien Term Loan                            | CUSIP: 03836BAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2481 | PA      | $2397.51      | 0.00%             | 2028-08-02      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Natural Foods                                   | Natural Foods                                                         | CUSIP: N/A<br>LEI: 335800EO444T7JOWXS50       | Long             | DBT              | CORP              | IN        |    993300 | PA      | $1060968.44   | 0.09%             | 2029-10-13      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                | Bombardier, Inc.                                                      | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2992830.00   | 0.26%             | 2026-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                  | Park Intermediate Holdings LLC                                        | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    388000 | PA      | $335426.25    | 0.03%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                   | Cheplapharm Arzneimittel GmbH                                         | CUSIP: N/A<br>LEI: 529900ONXKBELT7EW052       | Long             | DBT              | CORP              | DE        |   1527000 | PA      | $1493240.21   | 0.13%             | 2027-02-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sprint Spectrum Co. LLC                         | Sprint Spectrum Co. LLC                                               | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2994791.46   | 0.26%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Vonovia Finance BV                              | Vonovia Finance BV                                                    | CUSIP: N/A<br>LEI: 5299009XLZLD9TALOZ03       | Short            | DBT              | CORP              | NL        |  -1900000 | PA      | $-1635868.96  | -0.14%            | 2030-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Avoca CLO XIV DAC                               | Avoca CLO XIV DAC, Series 14X, Class FR                               | CUSIP: N/A<br>LEI: 635400IIKEI9HL8LKL36       | Long             | ABS-CBDO         | CORP              | IE        |   2200000 | PA      | $1797439.15   | 0.16%             | 2031-01-12      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    370000 | PA      | $-5749.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1400000 | PA      | $-67421.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SURA Asset Management SA                        | SURA Asset Management SA                                              | CUSIP: N/A<br>LEI: 549300013ETMS1C0EA22       | Long             | DBT              | CORP              | CO        |    231000 | PA      | $228300.19    | 0.02%             | 2024-04-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDI                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  16563000 | PA      | $-1230440.57  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Carnival Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       500 | NC      | $1750.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco de Sabadell SA                            | Banco de Sabadell SA                                                  | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |    600000 | PA      | $590322.45    | 0.05%             | 2030-01-17      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    899280 | PA      | $-27564.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic                              | Dominican Republic Government Bond                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |    140000 | PA      | $139501.25    | 0.01%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1000000 | PA      | $34569.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinox Holdings, Inc.                          | Equinox Holdings, Inc., 1st Lien Term Loan B1                         | CUSIP: 29446CAP9<br>LEI: 549300W05QKLNGQIIA73 | Long             | LON              | CORP              | US        |   1637799 | PA      | $1265200.08   | 0.11%             | 2024-03-08      | Variable      | 7.73%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC            | Charter Communications Operating LLC                                  | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    144000 | PA      | $98259.16     | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                             | iShares Russell 2000 ETF                                              | CUSIP: 00PA15F78<br>LEI: N/A                  | N/A              | DE               |  | US        |      -350 | NC      | $-5075.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Operating LLC                 | Permian Resources Operating LLC                                       | CUSIP: 19416MAA7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51968.80     | 0.00%             | 2026-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                           | Republic of Guatemala                                                 | CUSIP: 401494AS8<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $195162.50    | 0.02%             | 2032-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Park Hotels & Resorts, Inc.                     | Park Hotels & Resorts, Inc.                                           | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |     17305 | NS      | $254556.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   4530000 | PA      | $-24658.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sarcos Technology & Robotics                    | Sarcos Technology & Robotics                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    210002 | NS      | $126001.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                            | Ashton Woods USA LLC                                                  | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $190995.02    | 0.02%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OZLM VII Ltd.                                   | OZLM VII Ltd., Series 2014-7RA, Class A1R                             | CUSIP: 67108WBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1864868 | PA      | $1845594.31   | 0.16%             | 2029-07-17      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Ukraine                                         | Ukraine Government Bond                                               | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    112000 | PA      | $25571.00     | 0.00%             | 2025-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    700000 | PA      | $6637.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                          | Arab Republic of Egypt                                                | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $129500.00    | 0.01%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                         | RBC Capital Markets LLC                                               | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |    127890 | PA      | $127890.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Connect Finco SARL                              | Connect Finco SARL                                                    | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11760000 | PA      | $11245500.00  | 0.98%             | 2026-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1000000 | PA      | $-12965.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                               | CIFC Funding Ltd., Series 2017-2A, Class AR                           | CUSIP: 12550YAN4<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |    490892 | PA      | $486938.53    | 0.04%             | 2030-04-20      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| J&J Ventures Gaming LLC                         | J&J Ventures Gaming LLC, Term Loan                                    | CUSIP: 46604BAB4<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |    323900 | PA      | $313878.53    | 0.03%             | 2028-04-26      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| Herens Holdco SARL                              | Herens Holdco SARL, Facility Term Loan B                              | CUSIP: L4780EAB0<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   3400000 | PA      | $3432282.58   | 0.30%             | 2028-07-03      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Sprint Spectrum Co. LLC                         | Sprint Spectrum Co. LLC                                               | CUSIP: 85208NAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6187503 | PA      | $6138131.73   | 0.54%             | 2025-03-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Green Plains Operating Co. LLC                  | Green Plains Operating Co. LLC, Term Loan                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    461000 | PA      | $458141.80    | 0.04%             | 2026-07-20      | Variable      | 8.83%                 | No            |                  3 | On Loan: No      |
| Samhallsbyggnadsbolaget i Norden AB             | Samhallsbyggnadsbolaget i Norden AB                                   | CUSIP: N/A<br>LEI: 549300HX9MRFY47AH564       | Long             | DBT              | CORP              | SE        |    300000 | PA      | $252674.32    | 0.02%             | 2026-09-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                              | Crown Castle, Inc.                                                    | CUSIP: 22822VAJ0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   3461000 | PA      | $3434694.46   | 0.30%             | 2023-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                | CCO Holdings LLC                                                      | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1191312.50   | 0.10%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PHH Mortgage Corp.                              | PHH Mortgage Corp.                                                    | CUSIP: 69356NAA2<br>LEI: PAOOWF3GUFM46FBSP561 | Short            | DBT              | CORP              | US        |   -309000 | PA      | $-281892.98   | -0.02%            | 2026-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Next Group plc                                  | Next Group plc                                                        | CUSIP: N/A<br>LEI: 213800O8TRZCFJ9R5760       | Short            | DBT              | CORP              | GB        |  -1100000 | PA      | $-1268555.80  | -0.11%            | 2028-05-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    545455 | PA      | $-15568.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tele Columbus AG                                | Tele Columbus AG, Facility Term Loan A3                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |   1900000 | PA      | $1706689.61   | 0.15%             | 2024-10-15      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| California Resources Corp.                      | California Resources Corp.                                            | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      7273 | NS      | $310775.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1700000 | PA      | $-3166.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Codere New Holdco SA                            | Codere New Holdco SA                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |   1513849 | PA      | $378529.62    | 0.03%             | 2027-11-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   2300000 | PA      | $-223774.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | U.S. Treasury Long Bond                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -48 | NC      | $-256996.04   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Str Sub, Inc.                                   | Str Sub, Inc.                                                         | CUSIP: N/A<br>LEI: 549300OILIONON7XK623       | Long             | DBT              | CORP              | US        |   1982175 | PA      | $1950063.77   | 0.17%             | 2026-09-21      | Floating      | 11.08%                | No            |                  3 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   3000000 | PA      | $62683.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | iShares iBoxx $ Investment Grade Corporate Bond ETF                   | CUSIP: 00P9MAE29<br>LEI: N/A                  | N/A              | DE               |  | US        |       750 | NC      | $19500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Group AG                          | Credit Suisse Group AG                                                | CUSIP: 22546DAB2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1400000 | PA      | $1326500.00   | 0.12%             | 2023-12-11      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Xerox Holdings Corp.                                                  | CUSIP: 00PAE8ZR2<br>LEI: N/A                  | N/A              | DE               |  | US        |       500 | NC      | $5000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |    545454 | PA      | $-15071.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DS Parent, Inc.                                 | DS Parent, Inc., Term Loan B                                          | CUSIP: 23344YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    366700 | PA      | $353315.45    | 0.03%             | 2028-12-10      | Variable      | 9.92%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                   | Aroundtown SA                                                         | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |   3000000 | PA      | $2405213.38   | 0.21%             | 2027-04-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                         | Fresenius SE & Co. KGaA                                               | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |    881000 | PA      | $960700.38    | 0.08%             | 2024-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                     | INEOS Quattro Finance 2 plc                                           | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |   1088000 | PA      | $1054187.61   | 0.09%             | 2026-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cullinan Holdco SCSP                            | Cullinan Holdco SCSP                                                  | CUSIP: N/A<br>LEI: 549300F81ZP47K818173       | Long             | DBT              | CORP              | LU        |   1986000 | PA      | $1929068.80   | 0.17%             | 2026-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ADLER Group SA                                  | ADLER Group SA                                                        | CUSIP: N/A<br>LEI: 391200OYYFJ3DWAMEC69       | Long             | DBT              | CORP              | LU        |   3500000 | PA      | $1593392.27   | 0.14%             | 2025-08-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   1900000 | PA      | $-69278.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                  | BNP Paribas SA                                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | RA               | CORP              | FR        |   4506375 | PA      | $4506375.00   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Aqueduct European CLO 2 DAC                     | Aqueduct European CLO 2 DAC, Series 2017-2X, Class E                  | CUSIP: N/A<br>LEI: 635400NHJN6HCPE9UC07       | Long             | ABS-CBDO         | CORP              | IE        |    919000 | PA      | $866427.97    | 0.08%             | 2030-10-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                               | Barclays Bank plc                                                     | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |   4030124 | PA      | $4030124.46   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                  | US Foods, Inc., Term Loan B                                           | CUSIP: 90351HAD0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |    598889 | PA      | $597056.29    | 0.05%             | 2026-09-13      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Shelf Drilling Holdings Ltd.                    | Shelf Drilling Holdings Ltd.                                          | CUSIP: 822538AG9<br>LEI: 54930078ZJ3XP4MRYB68 | Long             | DBT              | CORP              | KY        |     33000 | PA      | $32913.38     | 0.00%             | 2024-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Lightning eMotors, Inc.                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     17391 | NS      | $6124.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                            | Banco de Sabadell SA                                                  | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |    900000 | PA      | $869535.18    | 0.08%             | 2031-04-15      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                            | Republic of Colombia                                                  | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $205287.50    | 0.02%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |    750000 | PA      | $-5554.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                           | Elevance Health, Inc.                                                 | CUSIP: 036752AV5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   3265000 | PA      | $3317354.08   | 0.29%             | 2025-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Seagate Technology Holdings plc                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       800 | NC      | $9200.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unique Pub Finance Co. plc (The)                | Unique Pub Finance Co. plc (The), Series N                            | CUSIP: N/A<br>LEI: 213800FOMWLKHQTI5562       | Long             | DBT              | CORP              | GB        |   1575000 | PA      | $2001507.08   | 0.17%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Empresas Publicas de Medellin ESP               | Empresas Publicas de Medellin ESP                                     | CUSIP: 29246BAE8<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $163912.50    | 0.01%             | 2029-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Tarkett Participation                           | Tarkett Participation, Facility Term Loan B                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |   2831304 | PA      | $2769477.50   | 0.24%             | 2028-04-21      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                     | Federal Republic of Nigeria                                           | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $151000.00    | 0.01%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                           | United Mexican States                                                 | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    207000 | PA      | $198720.00    | 0.02%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                  | Carnival Corp., Term Loan                                             | CUSIP: P2121YAN8<br>LEI: N/A                  | Long             | LON              | CORP              | PA        |    347328 | PA      | $341375.02    | 0.03%             | 2025-06-30      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                 | Palmer Square Loan Funding Ltd., Series 2020-1A, Class A1             | CUSIP: 69701EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    136889 | PA      | $136563.61    | 0.01%             | 2028-02-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Med Trust                                       | Med Trust, Series 2021-MDLN, Class F                                  | CUSIP: 58403YAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2991114 | PA      | $2811455.56   | 0.25%             | 2038-11-15      | Floating      | 8.46%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                       | T-Fund, Institutional Class                                           | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |  60250400 | NS      | $60250400.34  | 5.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightning eMotors, Inc.                         | Lightning eMotors, Inc.                                               | CUSIP: 53228RAA3<br>LEI: 549300JQ9U3NF5XD5A71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $104500.00    | 0.01%             | 2024-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                        | AthenaHealth Group, Inc.                                              | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Short            | DBT              | CORP              | US        |  -6500000 | PA      | $-5385329.30  | -0.47%            | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Euro-Bund                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |      -181 | NC      | $702833.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LSF10 XL Bidco SCA                              | LSF10 XL Bidco SCA, Facility Term Loan B4                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |    426735 | PA      | $388537.35    | 0.03%             | 2028-04-12      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                  | Illumina, Inc.                                                        | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5166902.15   | 0.45%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.              | Nationstar Mortgage Holdings, Inc.                                    | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    134000 | PA      | $107870.00    | 0.01%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    519387 | PA      | $18529.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Digital Corp.                           | Western Digital Corp.                                                 | CUSIP: 958102AP0<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   5750000 | PA      | $5520000.00   | 0.48%             | 2024-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                             | SPDR S&P 500 ETF Trust                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       400 | NC      | $31200.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bellis Acquisition Co. plc                      | Bellis Acquisition Co. plc                                            | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |    321000 | PA      | $334382.23    | 0.03%             | 2026-02-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1023333 | PA      | $7255.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Illuminate Buyer LLC                            | Illuminate Buyer LLC                                                  | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $59867.18     | 0.01%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Caterpillar, Inc.                                                     | CUSIP: 00PAD9JV0<br>LEI: N/A                  | N/A              | DE               |  | US        |       500 | NC      | $27500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Quantum Minerals Ltd.                     | First Quantum Minerals Ltd.                                           | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2462625.00   | 0.22%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $123.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                       | Vistra Operations Co. LLC                                             | CUSIP: 92840VAK8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4934700.00   | 0.43%             | 2024-05-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    720000 | PA      | $68651.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EnQuest plc                                     | EnQuest plc                                                           | CUSIP: 29357JAC0<br>LEI: 2138008LJU6WFQWOXJ73 | Long             | DBT              | CORP              | GB        |   3525000 | PA      | $3464017.50   | 0.30%             | 2027-11-01      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                    | Ecopetrol SA                                                          | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    114000 | PA      | $81638.25     | 0.01%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1680000 | PA      | $25739.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sovos Brands Intermediate, Inc.                 | Sovos Brands Intermediate, Inc., 1st Lien Term Loan                   | CUSIP: 84611UAH1<br>LEI: 549300LNTCFBIDJ7R637 | Long             | LON              | CORP              | US        |     60573 | PA      | $59454.37     | 0.01%             | 2028-06-08      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO XV                         | Neuberger Berman CLO XV, Series 2013-15A, Class A1R2                  | CUSIP: 64129KBE6<br>LEI: 549300UTI4Y2IA4RUP16 | Long             | ABS-CBDO         | CORP              | KY        |    499575 | PA      | $495407.36    | 0.04%             | 2029-10-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                        | Service Properties Trust                                              | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |     27352 | NS      | $243706.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Holdings LLC            | Frontier Communications Holdings LLC                                  | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6286000 | PA      | $6002627.12   | 0.52%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                              | Royalty Pharma plc                                                    | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     91000 | PA      | $61260.25     | 0.01%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                  | Carnival Corp.                                                        | CUSIP: N/A<br>LEI: F1OF2ZSX47CR0BCWA982       | Long             | DBT              | CORP              | PA        |   5463000 | PA      | $6174763.96   | 0.54%             | 2026-02-01      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| Altice France SA                                | Altice France SA                                                      | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |   2300000 | PA      | $2304060.05   | 0.20%             | 2025-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO 17 Ltd.                            | Flatiron CLO 17 Ltd., Series 2017-1A, Class AR                        | CUSIP: 33882GAE8<br>LEI: 549300ZUHE1G4KLVKW25 | Long             | ABS-CBDO         | CORP              | KY        |    457481 | PA      | $454576.12    | 0.04%             | 2030-05-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                 | Naked Juice LLC, 2nd Lien Term Loan                                   | CUSIP: 62984CAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    968910 | PA      | $795717.34    | 0.07%             | 2030-01-24      | Variable      | 10.68%                | No            |                  2 | On Loan: No      |
| Informatica LLC                                 | Informatica LLC, Term Loan                                            | CUSIP: 45673YAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1746497 | PA      | $1740488.60   | 0.15%             | 2028-10-27      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                             | EURO STOXX Banks Price Index                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |      -200 | NC      | $-202619.64   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities plc                         | JPMorgan Securities plc                                               | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | Long             | RA               | CORP              | GB        |   1488654 | PA      | $1618390.20   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Sarcos Technology & Robotics Corp.              | Sarcos Technology & Robotics Corp.                                    | CUSIP: 80359A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19370 | NS      | $11622.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LESSEN SERIES C                                 | LESSEN SERIES C, Series C, Class E                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     16373 | NS      | $211969.77    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    966443 | PA      | $33498.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZF Finance GmbH                                 | ZF Finance GmbH                                                       | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |   1600000 | PA      | $1748137.20   | 0.15%             | 2026-08-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                   | SM Energy Co.                                                         | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2214798.75   | 0.19%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                     | Adient Global Holdings Ltd.                                           | CUSIP: N/A<br>LEI: 213800VA38VCKE6M8790       | Long             | DBT              | CORP              | JE        |   1600000 | PA      | $1691883.71   | 0.15%             | 2024-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVC Cordatus Loan Fund XX DAC                   | CVC Cordatus Loan Fund XX DAC, Series 20X, Class E                    | CUSIP: N/A<br>LEI: 549300Y0MU701LKFIU29       | Long             | ABS-CBDO         | CORP              | IE        |    369000 | PA      | $336963.99    | 0.03%             | 2034-06-22      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                               | BAT Capital Corp.                                                     | CUSIP: 05526DBU8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     92000 | PA      | $64733.93     | 0.01%             | 2050-09-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   3000000 | PA      | $61090.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | KINS Technology Group, Inc., Class A                                  | CUSIP: 49714K117<br>LEI: N/A                  | N/A              | DE               |  | US        |     45102 | NS      | $3260.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | CDI                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   4596000 | PA      | $-92824.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                             | Nexstar Media, Inc.                                                   | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    185000 | PA      | $166995.80    | 0.01%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV   | Teva Pharmaceutical Finance Netherlands II BV                         | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |   2200000 | PA      | $2154500.28   | 0.19%             | 2027-05-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC          | Ardagh Metal Packaging Finance USA LLC                                | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $315910.80    | 0.03%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fanatics Commerce Intermediate Holdco LLC       | Fanatics Commerce Intermediate Holdco LLC, Term Loan                  | CUSIP: 30709UAB0<br>LEI: 254900YDIRBC66RGAG10 | Long             | LON              | CORP              | US        |    282150 | PA      | $281326.12    | 0.02%             | 2028-11-24      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                    | Oriental Republic of Uruguay                                          | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    194580 | PA      | $215691.93    | 0.02%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Maverick Gaming LLC                             | Maverick Gaming LLC, Facility Term Loan B                             | CUSIP: 57770JAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    208362 | PA      | $163216.60    | 0.01%             | 2026-09-03      | Variable      | 12.23%                | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   3000000 | PA      | $38594.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lottomatica SpA                                 | Lottomatica SpA                                                       | CUSIP: N/A<br>LEI: 81560046335277E43118       | Long             | DBT              | CORP              | IT        |   3199000 | PA      | $3360104.34   | 0.29%             | 2025-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Embark Technology, Inc.                                               | CUSIP: 29079J111<br>LEI: N/A                  | N/A              | DE               |  | US        |      1393 | NS      | $97.51        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominican Republic                              | Dominican Republic Government Bond                                    | CUSIP: 25714PEP9<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |    165000 | PA      | $154873.13    | 0.01%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   2800000 | PA      | $133782.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   3000000 | PA      | $6811.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP Capital LP                                  | GLP Capital LP                                                        | CUSIP: 361841AN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4825900.00   | 0.42%             | 2024-09-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Avianca Midco 2 plc                             | Avianca Midco 2 plc                                                   | CUSIP: 05368PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    116488 | PA      | $87366.00     | 0.01%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Hungary                                         | Hungary Government Bond                                               | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $197750.00    | 0.02%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    452229 | PA      | $5484.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Invesco Senior Loan ETF                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1500 | NC      | $9750.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | U.S. Treasury 10 Year Ultra Note                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -11 | NC      | $-24319.97    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group, Inc.                            | Forestar Group, Inc.                                                  | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |      4202 | NS      | $62525.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Astra Space, Inc.                               | Astra Space, Inc.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     45693 | NS      | $29051.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Cano Health, Inc.                                                     | CUSIP: 13781Y111<br>LEI: N/A                  | N/A              | DE               |  | US        |      7450 | NS      | $2585.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1855000 | PA      | $-15679.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                     | Caesars Entertainment, Inc.                                           | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      2154 | NS      | $112137.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | Owl Rock Capital Corp.                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1000 | NC      | $15000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| City Brewing Co. LLC                            | City Brewing Co. LLC, 1st Lien Term Loan                              | CUSIP: 17776EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    164912 | PA      | $73386.06     | 0.01%             | 2028-04-05      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| HSBC Bank plc                                   | HSBC Bank plc, Series 1M                                              | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | DBT              | CORP              | GB        |   5590000 | PA      | $4220450.00   | 0.37%             | 2023-06-30      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Versa Networks, Inc.                            | Versa Networks, Inc.                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     23975 | NS      | $61855.50     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-9178.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                  | Ford Motor Co.                                                        | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     93000 | PA      | $73811.04     | 0.01%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Casino Guichard Perrachon SA                    | Casino Guichard Perrachon SA                                          | CUSIP: N/A<br>LEI: 969500VHL8F83GBL6L29       | Long             | SN               | CORP              | FR        |   7464000 | PA      | $1266346.94   | 0.11%             | 2023-04-20      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| Transocean, Inc.                                | Transocean, Inc.                                                      | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    549000 | PA      | $566019.00    | 0.05%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   2100000 | PA      | $2925.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Design Group SpA                  | International Design Group SpA                                        | CUSIP: N/A<br>LEI: 815600907387ED411436       | Short            | DBT              | CORP              | IT        |  -1800000 | PA      | $-1806973.76  | -0.16%            | 2025-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Midwest Gaming Borrower LLC                     | Midwest Gaming Borrower LLC                                           | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    284000 | PA      | $248511.88    | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                              | Altria Group, Inc.                                                    | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    189000 | PA      | $126101.22    | 0.01%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    820000 | PA      | $-33970.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   3000000 | PA      | $56670.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                    | OCP CLO Ltd., Series 2019-17A, Class A1R                              | CUSIP: 67113LAL0<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $494399.55    | 0.04%             | 2032-07-20      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Avoca CLO XIV DAC                               | Avoca CLO XIV DAC, Series 14X, Class SUB                              | CUSIP: N/A<br>LEI: 635400IIKEI9HL8LKL36       | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $643973.30    | 0.06%             | 2031-01-12      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                        | U.S. Treasury Notes                                                   | CUSIP: 912828ZW3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4850000 | PA      | $4439644.51   | 0.39%             | 2025-06-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Mercury Borrower, Inc.                          | Mercury Borrower, Inc., 2nd Lien Term Loan                            | CUSIP: 03836BAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    598000 | PA      | $532220.00    | 0.05%             | 2029-08-02      | Variable      | 11.31%                | No            |                  2 | On Loan: No      |
| N/A                                             | Seagate Technology Holdings plc                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -800 | NC      | $-3200.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OCP SA                                          | OCP SA                                                                | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $155000.00    | 0.01%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                          | Credit Suisse Group AG                                                | CUSIP: 225436AA2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $438800.00    | 0.04%             | 2024-12-18      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                             | NASDAQ 100 E-Mini Index                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -8 | NC      | $-65788.27    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Madison Park Funding XVIII Ltd.                 | Madison Park Funding XVIII Ltd., Series 2015-18A, Class ARR           | CUSIP: 55819BAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    498097 | PA      | $494047.86    | 0.04%             | 2030-10-21      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                    | MH Sub I LLC, 2nd Lien Term Loan                                      | CUSIP: 55303BAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    637000 | PA      | $572306.28    | 0.05%             | 2029-02-23      | Variable      | 10.65%                | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                            | Pertamina Persero PT                                                  | CUSIP: 69370RAD9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |    231000 | PA      | $213122.91    | 0.02%             | 2029-07-30      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                | Raiffeisen Bank International AG                                      | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |    800000 | PA      | $866143.71    | 0.08%             | 2027-01-26      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    150000 | PA      | $-5989.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                         | Micron Technology, Inc.                                               | CUSIP: 595112BU6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     91000 | PA      | $62199.06     | 0.01%             | 2051-11-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    950000 | PA      | $-102456.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United Group BV                                 | United Group BV                                                       | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1259024.07   | 0.11%             | 2024-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                         | RBC Capital Markets LLC                                               | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |    254732 | PA      | $254732.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4063.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   2100000 | PA      | $-27385.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.              | General Motors Financial Co., Inc.                                    | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31185.41     | 0.00%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                 | Permian Resources Operating LLC                                       | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    113000 | PA      | $105915.18    | 0.01%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2017-IV Ltd.                       | CIFC Funding 2017-IV Ltd., Series 2017-4A, Class A1R                  | CUSIP: 12551JAL0<br>LEI: 254900JEH56UBUEZJW15 | Long             | ABS-CBDO         | CORP              | KY        |    484385 | PA      | $480460.84    | 0.04%             | 2030-10-24      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    506243 | PA      | $19126.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Vertiv Holdings Co.                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       650 | NC      | $9750.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | Euro-Bobl                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -42 | NC      | $48197.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1770000 | PA      | $-135707.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Planet Labs PBC                                 | Planet Labs PBC                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     33200 | NS      | $164340.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    380000 | PA      | $-5934.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1500000 | PA      | $50689.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    855308 | PA      | $29171.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Cyprus PCL                              | Bank of Cyprus PCL                                                    | CUSIP: N/A<br>LEI: PQ0RAP85KK9Z75ONZW93       | Long             | DBT              | CORP              | CY        |    910000 | PA      | $829331.68    | 0.07%             | 2027-06-24      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                  | Carnival Corp.                                                        | CUSIP: N/A<br>LEI: F1OF2ZSX47CR0BCWA982       | Long             | DBT              | CORP              | PA        |   2600000 | PA      | $2545061.64   | 0.22%             | 2026-03-01      | Fixed         | 7.62%                 | 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        |    184662 | PA      | $182815.88    | 0.02%             | 2027-11-24      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                     | Dick's Sporting Goods, Inc.                                           | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     91000 | PA      | $64056.96     | 0.01%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                    | UBS Group AG                                                          | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    488000 | PA      | $494270.35    | 0.04%             | 2027-01-12      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Total Return Basket Swap                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | N/A       |    -80000 | NS      | $200.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexi SpA                                        | Nexi SpA                                                              | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | DBT              | CORP              | IT        |   3500000 | PA      | $2840211.52   | 0.25%             | 2028-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                        | Service Properties Trust                                              | CUSIP: 44106MAT9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    314000 | PA      | $284191.98    | 0.02%             | 2025-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wilsonart LLC                                   | Wilsonart LLC, Term Loan E                                            | CUSIP: 97246FAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.02         | 0.00%             | 2026-12-31      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| Global Switch Finance BV                        | Global Switch Finance BV                                              | CUSIP: N/A<br>LEI: 635400GVJAKOJNEUMF33       | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $907117.96    | 0.08%             | 2030-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1120.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JGC Ventures Pte. Ltd.                          | JGC Ventures Pte. Ltd.                                                | CUSIP: N/A<br>LEI: 2549008PR2UO2K6SYH32       | Long             | DBT              | CORP              | SG        |     18714 | PA      | $3953.33      | 0.00%             | 2025-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| United AirLines, Inc.                           | United AirLines, Inc., Term Loan B                                    | CUSIP: 90932RAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       485 | PA      | $484.03       | 0.00%             | 2028-04-21      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Kleopatra Holdings 2 SCA                        | Kleopatra Holdings 2 SCA                                              | CUSIP: N/A<br>LEI: 222100ALG258IKQWWE73       | Long             | DBT              | CORP              | LU        |   2750000 | PA      | $1693643.81   | 0.15%             | 2026-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC            | Charter Communications Operating LLC                                  | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5389995.24   | 0.47%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDIO                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |  10000000 | PA      | $2765.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2000000 | PA      | $50257.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Guatemala                           | Republic of Guatemala                                                 | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $193350.00    | 0.02%             | 2026-05-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Global Switch Holdings Ltd.                     | Global Switch Holdings Ltd.                                           | CUSIP: N/A<br>LEI: 635400NTV7KC9RQ3ZL20       | Long             | DBT              | CORP              | VG        |    600000 | PA      | $613473.53    | 0.05%             | 2027-05-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   3000000 | PA      | $22910.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                           | BlueMountain CLO Ltd., Series 2013-2A, Class A1R                      | CUSIP: 09626YAN0<br>LEI: 549300KGXMRFX2DKIX03 | Long             | ABS-CBDO         | CORP              | KY        |   1923339 | PA      | $1906500.22   | 0.17%             | 2030-10-22      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                  | BNP Paribas SA                                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |   2800000 | PA      | $3040214.98   | 0.27%             | 2029-12-06      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Playstudios, Inc.                               | Playstudios, Inc.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     50453 | NS      | $233092.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                             | Regal Rexnord Corp.                                                   | CUSIP: 758750AD5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $2913668.66   | 0.25%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   2000000 | PA      | $53927.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-10413.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Invesco Senior Loan ETF                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      2000 | NC      | $20000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cox Communications, Inc.                        | Cox Communications, Inc.                                              | CUSIP: 224044CM7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     91000 | PA      | $59689.98     | 0.01%             | 2050-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $32653.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  10000000 | PA      | $-8172.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Northwoods Capital 23 Euro DAC                  | Northwoods Capital 23 Euro DAC, Series 2021-23X, Class E              | CUSIP: N/A<br>LEI: 549300S8E7OE3AK8EC83       | Long             | ABS-CBDO         | CORP              | IE        |    597000 | PA      | $560834.27    | 0.05%             | 2034-03-15      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| N/A                                             | S&P 500 E-Mini Index                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -20 | NC      | $-121193.30   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| AVSC Holding Corp.                              | AVSC Holding Corp., 1st Lien Term Loan B1                             | CUSIP: 00241YAT1<br>LEI: 549300CLJBQ9YSR4U689 | Long             | LON              | CORP              | US        |    967243 | PA      | $904526.88    | 0.08%             | 2025-03-03      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Homes by West Bay LLC                           | Homes by West Bay LLC                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   1201000 | PA      | $1092910.00   | 0.10%             | 2027-04-30      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| Ecopetrol SA                                    | Ecopetrol SA                                                          | CUSIP: 279158AK5<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    243000 | PA      | $234798.75    | 0.02%             | 2025-01-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Aurium CLO II DAC                               | Aurium CLO II DAC, Series 2X, Class ERR                               | CUSIP: N/A<br>LEI: 213800HRTED9UC792482       | Long             | ABS-CBDO         | CORP              | IE        |    700000 | PA      | $654748.76    | 0.06%             | 2034-06-22      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                   | Netflix, Inc.                                                         | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |   2608000 | PA      | $2881281.23   | 0.25%             | 2029-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Romania                                         | Romania Government Bond                                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    174000 | PA      | $151804.19    | 0.01%             | 2030-02-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   5000000 | PA      | $63859.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bally's Corp.                                   | Bally's Corp., Facility Term Loan B                                   | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |    548460 | PA      | $526867.13    | 0.05%             | 2028-10-02      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| Kaixo Bondco Telecom SA                         | Kaixo Bondco Telecom SA                                               | CUSIP: N/A<br>LEI: 959800ULWB3MZHZ69055       | Long             | DBT              | CORP              | ES        |    560000 | PA      | $524606.41    | 0.05%             | 2029-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Avoca CLO XV DAC                                | Avoca CLO XV DAC, Series 15X, Class FR                                | CUSIP: N/A<br>LEI: 63540019ZRWR9Z7GEY65       | Long             | ABS-CBDO         | CORP              | IE        |   3425000 | PA      | $2704098.44   | 0.24%             | 2031-04-15      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4935.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   1470000 | PA      | $69986.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                         | RBC Capital Markets LLC                                               | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |     96120 | PA      | $96120.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Hedosophia European Growth                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |    167092 | NS      | $5449.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | Long Gilt                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -38 | NC      | $25654.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1150000 | PA      | $-8516.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Monitchem HoldCo 3 SA                           | Monitchem HoldCo 3 SA                                                 | CUSIP: N/A<br>LEI: 222100SJHJ1CNJMSW162       | Long             | DBT              | CORP              | LU        |    179000 | PA      | $188518.60    | 0.02%             | 2025-03-15      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Aptiv plc                                       | Aptiv plc                                                             | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     96000 | PA      | $62235.43     | 0.01%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Jack Ohio Finance LLC                           | Jack Ohio Finance LLC, Term Loan                                      | CUSIP: 46647KAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    130644 | PA      | $129337.80    | 0.01%             | 2028-10-04      | Variable      | 9.32%                 | No            |                  3 | On Loan: No      |
| Enterprise Products Operating LLC               | Enterprise Products Operating LLC                                     | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     93000 | PA      | $96662.43     | 0.01%             | 2033-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                        | Marathon Petroleum Corp.                                              | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      1619 | NS      | $208073.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VZ Vendor Financing II BV                       | VZ Vendor Financing II BV                                             | CUSIP: N/A<br>LEI: 724500DRKUUR3GFOSK76       | Long             | DBT              | CORP              | NL        |   7301000 | PA      | $6230766.49   | 0.54%             | 2029-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Casino Guichard Perrachon SA                    | Casino Guichard Perrachon SA                                          | CUSIP: N/A<br>LEI: 969500VHL8F83GBL6L29       | Long             | DBT              | CORP              | FR        |   7500000 | PA      | $1508420.63   | 0.13%             | 2024-01-31      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1000000 | PA      | $7258.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                | Proofpoint, Inc., 2nd Lien Term Loan                                  | CUSIP: 74345HAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    733000 | PA      | $703680.00    | 0.06%             | 2029-08-31      | Variable      | 10.98%                | No            |                  2 | On Loan: No      |
| N/A                                             | Ford Motor Co.                                                        | CUSIP: 00PA443Q9<br>LEI: N/A                  | N/A              | DE               |  | US        |       750 | NC      | $2625.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aroundtown SA                                   | Aroundtown SA                                                         | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |   2097000 | PA      | $1202804.52   | 0.11%             | 2024-06-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Gol Finance SA                                  | Gol Finance SA                                                        | CUSIP: 36254VAC2<br>LEI: 5299007RH8MA67ZC6J07 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $136850.00    | 0.01%             | 2026-06-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    950000 | PA      | $-96798.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                      | Fertitta Entertainment LLC, Term Loan B                               | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    375379 | PA      | $370633.95    | 0.03%             | 2029-01-27      | Variable      | 8.56%                 | No            |                  2 | On Loan: No      |
| Grupo Aval Ltd.                                 | Grupo Aval Ltd.                                                       | CUSIP: 40053FAC2<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $329480.00    | 0.03%             | 2030-02-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ADLER Group SA                                  | ADLER Group SA                                                        | CUSIP: N/A<br>LEI: 391200OYYFJ3DWAMEC69       | Long             | DBT              | CORP              | LU        |   2000000 | PA      | $822972.55    | 0.07%             | 2029-01-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                             | iShares J.P. Morgan USD Emerging Markets Bond ETF                     | CUSIP: 00PA48HZ5<br>LEI: N/A                  | N/A              | DE               |  | US        |       500 | NC      | $30250.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   2100000 | PA      | $-38106.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                      | Vmed O2 UK Financing I plc                                            | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |   4054000 | PA      | $4123328.47   | 0.36%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Intel Corp.                                                           | CUSIP: 00C9SEE45<br>LEI: N/A                  | N/A              | DE               |  | US        |      1000 | NC      | $8500.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   8070000 | PA      | $-165259.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Braskem Idesa SAPI                              | Braskem Idesa SAPI                                                    | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $147120.00    | 0.01%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| Carrols Restaurant Group, Inc.                  | Carrols Restaurant Group, Inc.                                        | CUSIP: 14574X104<br>LEI: 529900HZEMNWQSAKFJ98 | Short            | EC               | CORP              | US        |    -42500 | NS      | $-91375.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group, Inc.                           | Mr Cooper Group, Inc.                                                 | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |      4382 | NS      | $201528.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate HDD Cayman                              | Seagate HDD Cayman                                                    | CUSIP: 81180WAT8<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    750000 | PA      | $742226.25    | 0.06%             | 2024-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Oi SA                                           | Oi SA                                                                 | CUSIP: N/A<br>LEI: 254900YEMWCRRAGD4978       | Long             | DBT              | CORP              | BR        |    163000 | PA      | $16381.50     | 0.00%             | 2025-07-27      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Verscend Holding Corp.                          | Verscend Holding Corp., Term Loan B1                                  | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5687304 | PA      | $5671037.83   | 0.50%             | 2025-08-27      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    750000 | PA      | $-3917.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shire Acquisitions Investments Ireland DAC      | Shire Acquisitions Investments Ireland DAC                            | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |   5000000 | PA      | $4925257.00   | 0.43%             | 2023-09-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                  | BNP Paribas SA, Series TMO                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |   1502604 | PA      | $1202705.57   | 0.11%             | 2171-10-07      | Floating      | 0.84%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC            | Frontier Communications Holdings LLC                                  | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    453000 | PA      | $388447.50    | 0.03%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                             | SoftBank Group Corp.                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |      1973 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2000000 | PA      | $36893.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1125000 | PA      | $-44912.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                        | Enel SpA                                                              | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |   1000000 | PA      | $1109014.76   | 0.10%             | 2028-04-16      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                     | First Quantum Minerals Ltd.                                           | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1185000 | PA      | $1139096.06   | 0.10%             | 2026-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                       | EQM Midstream Partners LP                                             | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $6749849.54   | 0.59%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                             | U.S. Treasury 10 Year Note                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       150 | NC      | $14062.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities plc                         | JPMorgan Securities plc                                               | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | Long             | RA               | CORP              | GB        |    321971 | PA      | $350031.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding XLI Ltd.                   | Madison Park Funding XLI Ltd., Series 12A, Class AR                   | CUSIP: 04965CAJ7<br>LEI: 549300O252OCTN35RH57 | Long             | ABS-CBDO         | CORP              | KY        |   1473316 | PA      | $1457406.86   | 0.13%             | 2027-04-22      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| National Grid plc                               | National Grid plc                                                     | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |   1550000 | PA      | $1689386.20   | 0.15%             | 2029-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EDP - Energias de Portugal SA                   | EDP - Energias de Portugal SA                                         | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |    300000 | PA      | $325541.63    | 0.03%             | 2083-04-23      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| LSF11 A5 Holdco LLC                             | LSF11 A5 Holdco LLC, Term Loan                                        | CUSIP: 50216YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    328518 | PA      | $318047.65    | 0.03%             | 2028-10-15      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                     | Southern California Gas Co.                                           | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    125000 | PA      | $146162.97    | 0.01%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XIV Ltd.            | Octagon Investment Partners XIV Ltd., Series 2012-1A, Class AARR      | CUSIP: 67590ABP6<br>LEI: 549300QEN35HTPJ3BX33 | Long             | ABS-CBDO         | CORP              | KY        |    957829 | PA      | $951454.40    | 0.08%             | 2029-07-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Tereos Finance Groupe I SA                      | Tereos Finance Groupe I SA                                            | CUSIP: N/A<br>LEI: 969500183Z46A3QF8W69       | Long             | DBT              | CORP              | FR        |    675000 | PA      | $732872.28    | 0.06%             | 2028-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   1200000 | PA      | $12866.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Korian SA                                       | Korian SA                                                             | CUSIP: N/A<br>LEI: 969500WEPS61H6TJM037       | Long             | DBT              | CORP              | FR        |   3601900 | PA      | $1648288.66   | 0.14%             | 2027-03-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MIP V Waste Holdings LLC                        | MIP V Waste Holdings LLC, Term Loan                                   | CUSIP: 55316XAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    199492 | PA      | $196416.33    | 0.02%             | 2028-12-08      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Pear Therapeutics, Inc.                                               | CUSIP: 704723113<br>LEI: N/A                  | N/A              | DE               |  | US        |      4828 | NS      | $507.42       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MPT Operating Partnership LP                    | MPT Operating Partnership LP                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   2399000 | PA      | $2278151.63   | 0.20%             | 2025-03-24      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| United Group BV                                 | United Group BV                                                       | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |    190000 | PA      | $167271.07    | 0.01%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Atos SE                                         | Atos SE                                                               | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $95397.41     | 0.01%             | 2025-05-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-8725.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                        | Lloyds Banking Group plc                                              | CUSIP: 53944YAQ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3544000 | PA      | $2550996.75   | 0.22%             | 2046-12-14      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| NEW Top YK                                      | NEW Top YK                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     59465 | NS      | $0.64         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                             | Office Properties Income Trust                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       250 | NC      | $2500.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4291.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                | Virgin Media Secured Finance plc                                      | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |   2610000 | PA      | $2807734.26   | 0.25%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Galaxy Bidco Ltd.                               | Galaxy Bidco Ltd.                                                     | CUSIP: N/A<br>LEI: 2138006O8YW3QCHKDY76       | Long             | DBT              | CORP              | JE        |   3707000 | PA      | $4019468.87   | 0.35%             | 2026-07-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   3533333 | PA      | $-13702.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | TRSIBOXX                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |   6200000 | PA      | $-85678.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | SPDR S&P Oil & Gas Exploration & Production ETF                       | CUSIP: 00CABHYS8<br>LEI: N/A                  | N/A              | DE               |  | US        |       175 | NC      | $2887.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp.                             | Regal Rexnord Corp.                                                   | CUSIP: 758750AC7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3302728.81   | 0.29%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                             | Republic of Senegal                                                   | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |    200000 | PA      | $173000.00    | 0.02%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GXO Logistics, Inc.                             | GXO Logistics, Inc.                                                   | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    355000 | PA      | $278897.78    | 0.02%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Cap Hill Brands                                 | Cap Hill Brands, Class E                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    506652 | NS      | $790377.12    | 0.07%             |  |  |  | No            |                  3 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.       | Carlyle Global Market Strategies CLO Ltd., Series 2013-1A, Class A1RR | CUSIP: 14310BAU5<br>LEI: 549300CVBX8ZUYQV3Q10 | Long             | ABS-CBDO         | CORP              | KY        |    247173 | PA      | $244919.84    | 0.02%             | 2030-08-14      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-13516.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                  | BNP Paribas SA                                                        | CUSIP: 09659W2V5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2900000 | PA      | $2924183.65   | 0.26%             | 2029-01-13      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    760000 | PA      | $22627.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hedosophia European Growth                      | Hedosophia European Growth                                            | CUSIP: N/A<br>LEI: 549300Q5OZTF68OGPY72       | Long             | EC               | CORP              | KY        |    255489 | NS      | $2749773.18   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                        | U.S. Treasury Notes                                                   | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |  -6585000 | PA      | $-5780395.31  | -0.50%            | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Romania                                         | Romania Government Bond                                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    165000 | PA      | $153066.98    | 0.01%             | 2029-03-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    500000 | PA      | $-52031.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kenbourne Invest SA                             | Kenbourne Invest SA                                                   | CUSIP: 48855KAA8<br>LEI: 222100QGH6Y9KFYZ4B27 | Long             | DBT              | CORP              | LU        |    229000 | PA      | $212683.75    | 0.02%             | 2024-11-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                      | Constellation Brands, Inc.                                            | CUSIP: 21036PBN7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5004912.20   | 0.44%             | 2026-02-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   3000000 | PA      | $70062.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Pivotal Investment Corp. III, Class A                                 | CUSIP: 72582M114<br>LEI: N/A                  | N/A              | DE               |  | US        |      2377 | NS      | $118.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heimstaden Bostad AB                            | Heimstaden Bostad AB                                                  | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |   1600000 | PA      | $1287488.26   | 0.11%             | 2024-11-19      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 32 Ltd.             | Octagon Investment Partners 32 Ltd., Series 2017-1A, Class A1R        | CUSIP: 67578BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    239887 | PA      | $238101.84    | 0.02%             | 2029-07-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| N/A                                             | HomeToGo SE                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | LU        |     71516 | NS      | $77.75        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladbrokes Group Finance plc                     | Ladbrokes Group Finance plc                                           | CUSIP: N/A<br>LEI: 213800QOWHF5R9VLL274       | Long             | DBT              | CORP              | GB        |   2800000 | PA      | $3417460.20   | 0.30%             | 2023-09-08      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                    | Royal Caribbean Cruises Ltd.                                          | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Short            | DBT              | CORP              | LR        |   -314000 | PA      | $-270040.00   | -0.02%            | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Metrocentre Finance plc                         | Metrocentre Finance plc                                               | CUSIP: N/A<br>LEI: 213800SDK6N2K6E2CD50       | Long             | DBT              | CORP              | GB        |    584535 | PA      | $302662.81    | 0.03%             | 2023-12-06      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Dryden XXVIII Senior Loan Fund                  | Dryden XXVIII Senior Loan Fund, Series 2013-28A, Class A1LR           | CUSIP: 26251BAL0<br>LEI: 549300K4FV16ICO2FF98 | Long             | ABS-CBDO         | CORP              | KY        |    953842 | PA      | $950427.46    | 0.08%             | 2030-08-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   3000000 | PA      | $32118.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                 | Transocean Titan Financing Ltd.                                       | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     87000 | PA      | $90281.64     | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                          | Playtika Holding Corp.                                                | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     73000 | PA      | $60572.12     | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                       | UKG, Inc., 1st Lien Term Loan                                         | CUSIP: 90385KAK7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    496241 | PA      | $487620.91    | 0.04%             | 2026-05-04      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   5000000 | PA      | $19208.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp.                          | Freedom Mortgage Corp.                                                | CUSIP: 35640YAG2<br>LEI: 549300LYRWPSYPK6S325 | Short            | DBT              | CORP              | US        |   -252000 | PA      | $-209694.24   | -0.02%            | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ziggo BV                                        | Ziggo BV                                                              | CUSIP: N/A<br>LEI: 213800TQASLF9JXH5J59       | Long             | DBT              | CORP              | NL        |   1710000 | PA      | $1519754.16   | 0.13%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Sonder Holdings, Inc.                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     18705 | NS      | $187.05       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Oracle Corp.                                    | Oracle Corp.                                                          | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    282000 | PA      | $207229.72    | 0.02%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                    | Oracle Corp.                                                          | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    375000 | PA      | $407608.60    | 0.04%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   3500000 | PA      | $-44853.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                      | AT&T, Inc.                                                            | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     96000 | PA      | $70842.78     | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Latch, Inc.                                                           | CUSIP: 51818V114<br>LEI: N/A                  | N/A              | DE               |  | US        |      6894 | NS      | $620.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Talen Energy Supply LLC                         | Talen Energy Supply LLC                                               | CUSIP: 87422VAG3<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    583000 | PA      | $596117.50    | 0.05%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Verallia SA                                     | Verallia SA                                                           | CUSIP: N/A<br>LEI: 5299007YZU978DE0ZY32       | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1042750.79   | 0.09%             | 2031-11-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    270000 | PA      | $-24098.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Volta, Inc.                                                           | CUSIP: 92873V110<br>LEI: N/A                  | N/A              | DE               |  | US        |      9180 | NS      | $1861.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Guatemala                           | Republic of Guatemala                                                 | CUSIP: 401494AV1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $193912.50    | 0.02%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RealPage, Inc.                                  | RealPage, Inc., 2nd Lien Term Loan                                    | CUSIP: 75605VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1292569 | PA      | $1239573.28   | 0.11%             | 2029-04-23      | Variable      | 10.88%                | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |    470000 | PA      | $-41628.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Very Group Funding plc (The)                    | Very Group Funding plc (The)                                          | CUSIP: N/A<br>LEI: 9845005CC91D50AF8202       | Long             | DBT              | CORP              | GB        |   1367000 | PA      | $1289259.05   | 0.11%             | 2026-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ATF Netherlands BV                              | ATF Netherlands BV                                                    | CUSIP: N/A<br>LEI: 529900Z1P6YBY9EOYT70       | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $691427.40    | 0.06%             | 2024-01-20      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                            | SoftBank Group Corp.                                                  | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |   5062000 | PA      | $5221116.69   | 0.46%             | 2024-07-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                               | Lowe's Cos., Inc.                                                     | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     96000 | PA      | $65924.46     | 0.01%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   3200000 | PA      | $-87482.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Aroundtown SA                                   | Aroundtown SA                                                         | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |   3200000 | PA      | $2452227.72   | 0.21%             | 2028-07-09      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                              | Vodafone Group plc                                                    | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |   1281000 | PA      | $1259196.47   | 0.11%             | 2080-08-27      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                      | PG&E Corp.                                                            | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Short            | DBT              | CORP              | US        |  -1350000 | PA      | $-1242000.00  | -0.11%            | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                             | Buckeye Partners LP                                                   | CUSIP: 118230AN1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    275000 | PA      | $266145.81    | 0.02%             | 2024-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Greenko Dutch BV                                | Greenko Dutch BV                                                      | CUSIP: N/A<br>LEI: 724500PT585P4JPVRP08       | Long             | DBT              | CORP              | NL        |    191000 | PA      | $169751.25    | 0.01%             | 2026-03-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                               | BAT Capital Corp.                                                     | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   6010000 | PA      | $6700528.51   | 0.59%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CVC Cordatus Loan Fund XXII DAC                 | CVC Cordatus Loan Fund XXII DAC, Series 22X, Class D                  | CUSIP: N/A<br>LEI: 549300CLF3QO0FAYZ343       | Long             | ABS-CBDO         | CORP              | IE        |    400000 | PA      | $390573.07    | 0.03%             | 2034-12-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Yango Justice International Ltd.                | Yango Justice International Ltd.                                      | CUSIP: N/A<br>LEI: 3003007ELD2HAYCXPT77       | Long             | DBT              | CORP              | HK        |    200000 | PA      | $4000.00      | 0.00%             | 2023-11-25      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                             | Rakuten Group, Inc.                                                   | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Short            | DBT              | CORP              | JP        |   -339000 | PA      | $-293658.75   | -0.03%            | 2026-04-22      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Dana, Inc.                                      | Dana, Inc.                                                            | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     67000 | PA      | $56702.38     | 0.00%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Air France-KLM                                  | Air France-KLM                                                        | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |   3834700 | PA      | $688701.31    | 0.06%             | 2026-03-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates     | Credit Suisse Mortgage Capital Certificates, Series 2015-RPL1         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $3912180.08   | 0.34%             | 2024-02-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                 | Palmer Square Loan Funding Ltd., Series 2021-1A, Class A1             | CUSIP: 69701YAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    133780 | PA      | $132620.26    | 0.01%             | 2029-04-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Total Return Basket Swap                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | N/A       |   7017084 | NS      | $-29153.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                        | Electricite de France SA                                              | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |   1900000 | PA      | $2002764.82   | 0.17%             | 2029-01-22      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Proof Acquisition Corp. I                       | Proof Acquisition Corp. I                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      6703 | NS      | $7574.39      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                             | Hudson Pacific Properties, Inc.                                       | CUSIP: 00PA4VU14<br>LEI: N/A                  | N/A              | DE               |  | US        |       250 | NC      | $4375.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                             | Erste Group Bank AG                                                   | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Short            | DBT              | CORP              | AT        |  -3600000 | PA      | $-3228616.33  | -0.28%            | 2032-11-15      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Cedar Funding IX CLO Ltd.                       | Cedar Funding IX CLO Ltd., Series 2018-9A, Class A1                   | CUSIP: 15033EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $991041.80    | 0.09%             | 2031-04-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                         | Kingdom of Saudi Arabia                                               | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    353000 | PA      | $288312.75    | 0.03%             | 2033-02-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                     | Merrill Lynch International                                           | CUSIP: N/A<br>LEI: GGDZP1UYGU9STUHRDP48       | Long             | RA               | CORP              | GB        |   1457186 | PA      | $1584179.76   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers Euro CLO         | Neuberger Berman Loan Advisers Euro CLO, Series 2021-1X, Class E      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |    438000 | PA      | $399502.15    | 0.03%             | 2034-04-17      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| Arabian Centres Sukuk II Ltd.                   | Arabian Centres Sukuk II Ltd.                                         | CUSIP: 03847QAA1<br>LEI: 549300X92PKHJD8UYG94 | Long             | DBT              | CORP              | KY        |    405000 | PA      | $383940.00    | 0.03%             | 2026-10-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-12246.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sarcos Technology & Robotics Corp.                                    | CUSIP: 80359A114<br>LEI: N/A                  | N/A              | DE               |  | US        |     20304 | NS      | $1705.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genius Sports Ltd.                              | Genius Sports Ltd.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |     82175 | NS      | $451140.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   5000000 | PA      | $21414.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1320000 | PA      | $-35674.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Corp. Financiera de Desarrollo SA               | Corp. Financiera de Desarrollo SA                                     | CUSIP: N/A<br>LEI: 254900BOM7T4MG6T0J30       | Long             | DBT              | NUSS              | PE        |    228000 | PA      | $220989.00    | 0.02%             | 2025-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Greeneden US Holdings I LLC                     | Greeneden US Holdings I LLC, Term Loan                                | CUSIP: 39479UAQ6<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |   4468604 | PA      | $4382047.22   | 0.38%             | 2027-12-01      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| William Carter Co. (The)                        | William Carter Co. (The)                                              | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23348.64     | 0.00%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Offerpad Solutions, Inc.                        | Offerpad Solutions, Inc.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     44958 | NS      | $41248.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-8632.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group plc                                   | AIB Group plc                                                         | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | NUSS              | IE        |   1025000 | PA      | $1110930.53   | 0.10%             | 2029-07-23      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                             | Petroleos Mexicanos                                                   | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    226000 | PA      | $220067.50    | 0.02%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SK Hynix, Inc.                                  | SK Hynix, Inc.                                                        | CUSIP: 78392BAE7<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   4620000 | PA      | $4685950.50   | 0.41%             | 2028-01-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Banco Espirito Santo SA                         | Banco Espirito Santo SA                                               | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |  22800000 | PA      | $2974442.40   | 0.26%             | 2023-01-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EIS Group, Ltd.                                 | EIS Group, Ltd., Term Loan                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | BM        |     58406 | PA      | $56799.84     | 0.00%             | 2028-07-10      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Frontier Communications Holdings LLC            | Frontier Communications Holdings LLC                                  | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    761000 | PA      | $691863.15    | 0.06%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital Europe CLO 2 DAC              | Anchorage Capital Europe CLO 2 DAC, Series 2X, Class ER               | CUSIP: N/A<br>LEI: 635400HYNZWTWNENDW97       | Long             | ABS-CBDO         | CORP              | IE        |   1300000 | PA      | $1238109.74   | 0.11%             | 2034-04-15      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| ams-OSRAM AG                                    | ams-OSRAM AG                                                          | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | DBT              | CORP              | AT        |   2200000 | PA      | $1802407.73   | 0.16%             | 2027-11-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   6700000 | PA      | $-363464.67   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                | Comision Federal de Electricidad                                      | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |    223000 | PA      | $221229.94    | 0.02%             | 2024-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Stillwater Mining Co.                           | Stillwater Mining Co.                                                 | CUSIP: N/A<br>LEI: 6354007DPCY4ZN2MRR73       | Long             | DBT              | CORP              | US        |    200000 | PA      | $185000.00    | 0.02%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                            | Banco de Sabadell SA                                                  | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |    800000 | PA      | $869088.58    | 0.08%             | 2029-02-07      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| OVG Business Services LLC                       | OVG Business Services LLC, Term Loan                                  | CUSIP: 62955EAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    452580 | PA      | $436739.70    | 0.04%             | 2028-11-20      | Variable      | 10.80%                | No            |                  3 | On Loan: No      |
| ProFrac Holdings II LLC                         | ProFrac Holdings II LLC, Term Loan                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    433683 | PA      | $444524.81    | 0.04%             | 2025-03-04      | Variable      | 12.10%                | No            |                  3 | On Loan: No      |
| Petroleos Mexicanos                             | Petroleos Mexicanos                                                   | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    463000 | PA      | $436273.33    | 0.04%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC            | Charter Communications Operating LLC                                  | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4198930.05   | 0.37%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    510000 | PA      | $7861.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                  | Illumina, Inc.                                                        | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5098161.05   | 0.45%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   3500000 | PA      | $-84790.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                         | RBC Capital Markets LLC                                               | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |    699375 | PA      | $699375.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CDI Escrow Issuer, Inc.                         | CDI Escrow Issuer, Inc.                                               | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $126017.50    | 0.01%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Atos SE                                         | Atos SE                                                               | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | DBT              | CORP              | FR        |   2100000 | PA      | $1981885.32   | 0.17%             | 2024-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    304292 | PA      | $10378.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADLER Real Estate AG                            | ADLER Real Estate AG                                                  | CUSIP: N/A<br>LEI: 529900Y6QFNN3D363B76       | Long             | DBT              | CORP              | DE        |    700000 | PA      | $562017.41    | 0.05%             | 2026-04-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 674 mbH          | Techem Verwaltungsgesellschaft 674 mbH                                | CUSIP: N/A<br>LEI: 549300W2QKB8BC676O97       | Long             | DBT              | CORP              | DE        |    635660 | PA      | $658094.38    | 0.06%             | 2026-07-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                      | eBay, Inc.                                                            | CUSIP: 278642BA0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2101544.06   | 0.18%             | 2027-11-22      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                            | Ally Financial, Inc.                                                  | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131919.92    | 0.01%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| PBF Holding Co. LLC                             | PBF Holding Co. LLC                                                   | CUSIP: 69318FAJ7<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |   -329000 | PA      | $-310194.36   | -0.03%            | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sonder Holdings, Inc.                           | Sonder Holdings, Inc.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     47852 | NS      | $64121.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                         | JPMorgan Securities LLC                                               | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |    242925 | PA      | $242925.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO                         | Bain Capital Credit CLO, Series 2018-1A, Class A1                     | CUSIP: 05683LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $989304.00    | 0.09%             | 2031-04-23      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Garden Spinco Corp.                             | Garden Spinco Corp.                                                   | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5334000 | PA      | $5707393.44   | 0.50%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Forward Foreign Currency Contract                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $8547.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Humana, Inc.                                    | Humana, Inc.                                                          | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    125000 | PA      | $133772.34    | 0.01%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Tikehau CLO VII DAC                             | Tikehau CLO VII DAC, Series 7X, Class A                               | CUSIP: N/A<br>LEI: 635400GW1FLNOKUDMN92       | Long             | ABS-CBDO         | CORP              | IE        |   4500000 | PA      | $4909725.19   | 0.43%             | 2035-10-20      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Brandywine Realty Trust                                               | CUSIP: 00PA6NTX2<br>LEI: N/A                  | N/A              | DE               |  | US        |       250 | NC      | $3750.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                         | JPMorgan Securities LLC                                               | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |    110880 | PA      | $110880.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                               | Gen Digital, Inc.                                                     | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |   5317000 | PA      | $5398350.10   | 0.47%             | 2030-09-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Crown PropTech Acquisitions                     | Crown PropTech Acquisitions                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     11148 | NS      | $0.11         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Caesars Entertainment, Inc.                     | Caesars Entertainment, Inc.                                           | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1714487.50   | 0.15%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                             | CDS                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    740000 | PA      | $-52709.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| La Financiere Atalian SASU                      | La Financiere Atalian SASU                                            | CUSIP: N/A<br>LEI: 969500ICOLJMB33J0L87       | Long             | DBT              | CORP              | FR        |   2015000 | PA      | $1922257.86   | 0.17%             | 2024-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                             | iShares iBoxx $ Investment Grade Corporate Bond ETF                   | CUSIP: 00P9MADY0<br>LEI: N/A                  | N/A              | DE               |  | US        |      -750 | NC      | $-4875.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FCA Bank SpA                                    | FCA Bank SpA                                                          | CUSIP: N/A<br>LEI: 549300V1VN70Q7PQ7234       | Long             | DBT              | CORP              | IT        |    927000 | PA      | $981001.04    | 0.09%             | 2023-11-16      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                     | First Quantum Minerals Ltd.                                           | CUSIP: 335934AP0<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $742968.75    | 0.06%             | 2024-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                             | Medline Borrower LP, Term Loan                                        | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    992500 | PA      | $962586.05    | 0.08%             | 2028-10-23      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| SK Hynix, Inc.                                  | SK Hynix, Inc.                                                        | CUSIP: 78392BAF4<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   4770000 | PA      | $4819655.70   | 0.42%             | 2033-01-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                   | RCI Banque SA                                                         | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |   4700000 | PA      | $4694960.55   | 0.41%             | 2030-02-18      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Hungary                                         | Hungary Government Bond                                               | CUSIP: 445545AL0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     40000 | PA      | $40070.00     | 0.00%             | 2024-03-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes, Inc.                              | Pitney Bowes, Inc.                                                    | CUSIP: 724479AJ9<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |    128000 | PA      | $124160.00    | 0.01%             | 2024-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Vantage Towers AG                               | Vantage Towers AG                                                     | CUSIP: N/A<br>LEI: 213800BBQO965UPQ7J59       | Long             | DBT              | CORP              | DE        |   1300000 | PA      | $1353060.37   | 0.12%             | 2025-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Lions Gate Entertainment Corp.                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1000 | NC      | $70000.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HTA Group Ltd.                                  | HTA Group Ltd.                                                        | CUSIP: 40435WAB6<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $187912.50    | 0.02%             | 2025-12-18      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Caterpillar, Inc.                                                     | CUSIP: 00PA0Z9S4<br>LEI: N/A                  | N/A              | DE               |  | US        |       300 | NC      | $600.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group LP                                  | Uniti Group LP                                                        | CUSIP: 91327AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3552914.52   | 0.31%             | 2025-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SBB Treasury OYJ                                | SBB Treasury OYJ                                                      | CUSIP: N/A<br>LEI: 5493003HHOCW6FIMH724       | Long             | DBT              | CORP              | FI        |   1000000 | PA      | $717519.00    | 0.06%             | 2029-11-26      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                          | Tenet Healthcare Corp.                                                | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Short            | DBT              | CORP              | US        |  -4250000 | PA      | $-3974090.00  | -0.35%            | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ADLER Group SA                                  | ADLER Group SA                                                        | CUSIP: N/A<br>LEI: 391200OYYFJ3DWAMEC69       | Long             | DBT              | CORP              | LU        |   1900000 | PA      | $815823.45    | 0.07%             | 2027-04-27      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                    | Leidos, Inc.                                                          | CUSIP: 52532XAB1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   6175000 | PA      | $6136367.66   | 0.54%             | 2023-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                             | iShares iBoxx $ High Yield Corporate Bond ETF                         | CUSIP: 00P9QL745<br>LEI: N/A                  | N/A              | DE               |  | US        |      1600 | NC      | $44800.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** BlackRock Funds IV

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer