# EDGAR Filing Document

**Accession Number:** 0001398078
**File Stem:** 0002071691-25-007635
**Filing Date:** 2025-11
**Character Count:** 835750
**Document Hash:** 24f3b3cd4b61f2b545cae4321272d8ec
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-007635.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0002071691-25-007635

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22061
- **FILM NUMBER:** 251526964

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

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

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

## Series and Classes Contracts Data

### BLACKROCK MANAGED INCOME FUND (Series ID: S000018357)

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

**Item A.2. Information about the Series.**

- **a. Name of Series:** BlackRock Managed Income Fund

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

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

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-09-30

**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:** $847381548.32

**Total Liabilities:** $15723246.58

**Net Assets:** $831658301.74

**Cash Not Reported:** $1544723.42

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 68235.08000000 | **1-Year:** 11164.99000000 | **5-Year:** 64671.95000000 | **10-Year:** 14180.53000000 | **30-Year:** 2047.90000000

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

- **3-Month:** 34365.15000000 | **1-Year:** 1204.65000000 | **5-Year:** 2658.22000000 | **10-Year:** 267.62000000 | **30-Year:** 915.80000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000050722 | -0.18%               | 1.71%                | 0.96%                |
| Class ID C000050720 | -0.05%               | 1.63%                | 0.99%                |
| Class ID C000050721 | -0.16%               | 1.63%                | 0.99%                |
| Class ID C000174022 | -0.24%               | 1.54%                | 1.01%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $997949.33               | $-2249421.23                               |
| Month 2  | $1309559.46              | $5554315.64                                |
| Month 3  | $2307737.95              | $1642471.53                                |

**Designated Index Information**

- **Index Name:** 17.50% MSCI World High Div / 60.00% US Agg / 22.50% BBG HY 2% Issuer Capped

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                         | Title                                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Medline Borrower LP                                          | Medline Borrower LP, 1st Lien Term Loan                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1461317 | PA      | $1461229.60   | 0.18%             | 2028-10-23      | Variable      | 6.32%                 | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                | Nomura Bank International plc                                              | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |       127 | NS      | $88428.08     | 0.01%             | 2025-11-06      | Fixed         | 10.80%                | No            | 2                  | On Loan: No      |
| Regency Centers LP                                           | Regency Centers LP                                                         | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    238000 | PA      | $237988.62    | 0.03%             | 2028-03-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| SKF AB                                                       | SKF AB, Class B                                                            | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | EC               | CORP              | SE        |      1590 | NS      | $39545.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                              | Intercontinental Exchange, Inc.                                            | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      5670 | NS      | $955281.60    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadcom, Inc.                                               | Broadcom, Inc.                                                             | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    686000 | PA      | $623925.68    | 0.08%             | 2031-02-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| IBM International Capital Pte. Ltd.                          | IBM International Capital Pte. Ltd.                                        | CUSIP: 449276AC8<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    192000 | PA      | $194586.60    | 0.02%             | 2029-02-05      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Honeywell International, Inc.                                | Honeywell International, Inc.                                              | CUSIP: 438516CQ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    179000 | PA      | $184058.18    | 0.02%             | 2029-09-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Brown Group Holding LLC                                      | Brown Group Holding LLC, 1st Lien Term Loan                                | CUSIP: N/A<br>LEI: 25490094PF4HHK9QS109       | Long             | LON              | CORP              | US        |    230000 | PA      | $230096.60    | 0.03%             | 2031-07-01      | Variable      | 6.86%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                 | BX Commercial Mortgage Trust, Series 2024-PALM, Class A                    | CUSIP: 05612UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1038462 | PA      | $1040084.13   | 0.13%             | 2037-06-15      | Floating      | 5.69%                 | No            | 2                  | On Loan: No      |
| Agree Realty Corp.                                           | Agree Realty Corp.                                                         | CUSIP: 008492100<br>LEI: 98450090H010B37OEB68 | Long             | EC               | CORP              | US        |      3548 | NS      | $252049.92    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co.                                         | JPMorgan Chase & Co.                                                       | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38016.81     | 0.00%             | 2027-09-22      | Variable      | 1.47%                 | No            | 2                  | On Loan: No      |
| Minerals Technologies, Inc.                                  | Minerals Technologies, Inc., 1st Lien Term Loan B                          | CUSIP: 60315GAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    188575 | PA      | $188575.00    | 0.02%             | 2031-11-26      | Variable      | 6.16%                 | No            | 3                  | On Loan: No      |
| Olympus Water US Holding Corp.                               | Olympus Water US Holding Corp., 1st Lien Term Loan B6                      | CUSIP: 68163YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    393815 | PA      | $389549.76    | 0.05%             | 2031-06-23      | Variable      | 7.30%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                           | J.P. Morgan Structured Products BV, Series EMTI                            | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      1022 | NS      | $347829.12    | 0.04%             | 2025-10-29      | Fixed         | 11.31%                | No            | 2                  | On Loan: No      |
| Nutrien Ltd.                                                 | Nutrien Ltd.                                                               | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |      2362 | NS      | $138712.55    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Mizuho Markets Cayman LP                                     | Mizuho Markets Cayman LP                                                   | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |      4172 | NS      | $224525.41    | 0.03%             | 2025-10-23      | Fixed         | 18.00%                | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                 | Oracle Corp.                                                               | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      3530 | NS      | $992777.20    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Incora Top Holdco LLC                                        | Incora Top Holdco LLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     27556 | PA      | $6927.46      | 0.00%             | 2033-01-31      | Fixed         | 6.00%                 | No            | 3                  | On Loan: No      |
| Mizuho Markets Cayman LP                                     | Mizuho Markets Cayman LP                                                   | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |       445 | NS      | $404426.35    | 0.05%             | 2025-10-23      | Fixed         | 14.57%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc, Series Emnh                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      1010 | NS      | $172502.44    | 0.02%             | 2025-10-17      | Fixed         | 16.55%                | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                | Nomura Bank International plc                                              | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      4801 | NS      | $471398.14    | 0.06%             | 2025-10-22      | Fixed         | 11.33%                | No            | 2                  | On Loan: No      |
| Ally Financial, Inc.                                         | Ally Financial, Inc.                                                       | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1349000 | PA      | $1374241.61   | 0.17%             | 2031-01-17      | Variable      | 5.54%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                         | Royal Bank of Canada                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      1536 | NS      | $174138.62    | 0.02%             | 2025-10-23      | Fixed         | 14.28%                | No            | 2                  | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                                             | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    405000 | PA      | $413089.33    | 0.05%             | 2029-04-12      | Variable      | 4.99%                 | No            | 2                  | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                    | Santander Mortgage Asset Receivable Trust, Series 2025-NQM3, Class A1      | CUSIP: 80263AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    723482 | PA      | $729300.82    | 0.09%             | 2065-05-25      | Variable      | 5.60%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                           | J.P. Morgan Structured Products BV, Series DM1C                            | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       309 | NS      | $78906.10     | 0.01%             | 2025-10-30      | Fixed         | 26.80%                | No            | 2                  | On Loan: No      |
| Eaton Corp. plc                                              | Eaton Corp. plc                                                            | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |       299 | NS      | $111900.75    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Covia Holdings LLC                                           | Covia Holdings LLC, 1st Lien Term Loan                                     | CUSIP: 22305CAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     70822 | PA      | $71088.08     | 0.01%             | 2032-02-26      | Variable      | 6.95%                 | No            | 2                  | On Loan: No      |
| Golub Capital Partners CLO 77 B Ltd.                         | Golub Capital Partners CLO 77 B Ltd., Series 2024-77A, Class B             | CUSIP: 38180QAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2005360.60   | 0.24%             | 2038-01-25      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                              | Citigroup, Inc.                                                            | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    857000 | PA      | $796647.11    | 0.10%             | 2031-01-29      | Variable      | 2.67%                 | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas LLC                                    | Duke Energy Carolinas LLC                                                  | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    123000 | PA      | $126456.38    | 0.02%             | 2033-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Setanta Aircraft Leasing DAC                                 | Setanta Aircraft Leasing DAC, 1st Lien Term Loan B                         | CUSIP: G8057JAC0<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     50400 | PA      | $50630.83     | 0.01%             | 2028-11-06      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC                                   | AerCap Ireland Capital DAC                                                 | CUSIP: 00774MBS3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    275000 | PA      | $271976.97    | 0.03%             | 2035-11-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Aramark Services, Inc.                                       | Aramark Services, Inc., 1st Lien Term Loan B9                              | CUSIP: 03852JBB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80633 | PA      | $80632.67     | 0.01%             | 2028-04-06      | Variable      | 6.07%                 | No            | 2                  | On Loan: No      |
| Consumers Energy Co.                                         | Consumers Energy Co.                                                       | CUSIP: 210518DX1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    270000 | PA      | $275727.87    | 0.03%             | 2030-01-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Zayo Group Holdings, Inc.                                    | Zayo Group Holdings, Inc., 1st Lien Term Loan                              | CUSIP: 98919XAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     40000 | PA      | $38766.80     | 0.00%             | 2030-03-25      | Variable      | 7.37%                 | No            | 2                  | On Loan: No      |
| Roper Technologies, Inc.                                     | Roper Technologies, Inc.                                                   | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130607.29    | 0.02%             | 2028-09-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                      | BNP Paribas Issuance BV                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      9566 | NS      | $1783858.19   | 0.21%             | 2025-10-15      | Fixed         | 12.45%                | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Societe Generale SA                                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      7029 | NS      | $1549563.62   | 0.19%             | 2025-10-31      | Fixed         | 15.15%                | No            | 2                  | On Loan: No      |
| 3M Co.                                                       | 3M Co.                                                                     | CUSIP: 88579YBC4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    136000 | PA      | $134441.40    | 0.02%             | 2028-09-14      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                    | Ford Motor Credit Co. LLC                                                  | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    455000 | PA      | $454163.08    | 0.05%             | 2025-11-13      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                          | GS Mortgage-Backed Securities Trust, Series 2025-NQM2, Class A1            | CUSIP: 36272EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    606292 | PA      | $611128.45    | 0.07%             | 2065-06-25      | Variable      | 5.65%                 | No            | 2                  | On Loan: No      |
| DCP Midstream Operating LP                                   | DCP Midstream Operating LP                                                 | CUSIP: 26439XAC7<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     32000 | PA      | $36743.75     | 0.00%             | 2030-08-16      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Expand Energy Corp.                                          | Expand Energy Corp.                                                        | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    743000 | PA      | $750752.95    | 0.09%             | 2029-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| GIP Pilot Acquisition Partners LP                            | GIP Pilot Acquisition Partners LP, 1st Lien Term Loan                      | CUSIP: 31773HAE2<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |     17765 | PA      | $17726.46     | 0.00%             | 2030-10-04      | Variable      | 6.29%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                   | Pacific Gas & Electric Co.                                                 | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    288000 | PA      | $296450.15    | 0.04%             | 2029-05-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Societe Generale SA                                                        | CUSIP: 83371T202<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       419 | NS      | $175234.83    | 0.02%             | 2025-11-05      | Fixed         | 14.75%                | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                             | Boeing Co. (The)                                                           | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    505000 | PA      | $483686.89    | 0.06%             | 2031-02-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Nationwide Children's Hospital, Inc.                         | Nationwide Children's Hospital, Inc.                                       | CUSIP: 63861UAA7<br>LEI: 549300P18KU1WR8JWZ05 | Long             | DBT              | CORP              | US        |     90000 | PA      | $78138.08     | 0.01%             | 2052-11-01      | Fixed         | 4.56%                 | No            | 2                  | On Loan: No      |
| Exxon Mobil Corp.                                            | Exxon Mobil Corp.                                                          | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       867 | NS      | $97754.25     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| EQT Corp.                                                    | EQT Corp.                                                                  | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    374000 | PA      | $407190.07    | 0.05%             | 2030-02-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Aon Corp.                                                    | Aon Corp.                                                                  | CUSIP: 03740LAD4<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    113000 | PA      | $110797.00    | 0.01%             | 2027-05-28      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Duke Energy Progress LLC                                     | Duke Energy Progress LLC                                                   | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     68000 | PA      | $64203.23     | 0.01%             | 2032-04-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| CenterPoint Energy, Inc.                                     | CenterPoint Energy, Inc.                                                   | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     42000 | PA      | $43373.69     | 0.01%             | 2055-05-15      | Variable      | 6.70%                 | No            | 2                  | On Loan: No      |
| Alphabet, Inc.                                               | Alphabet, Inc., Class A                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     11053 | NS      | $2686984.30   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Blue Owl Capital Corp.                                       | Blue Owl Capital Corp.                                                     | CUSIP: 69121KAJ3<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411320.59    | 0.05%             | 2030-07-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| National Australia Bank Ltd.                                 | National Australia Bank Ltd.                                               | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $225025.59    | 0.03%             | 2030-08-21      | Fixed         | 2.33%                 | No            | 2                  | On Loan: No      |
| Great Canadian Gaming Corp.                                  | Great Canadian Gaming Corp., 1st Lien Term Loan B                          | CUSIP: C4111RAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    143791 | PA      | $138130.33    | 0.02%             | 2029-11-01      | Variable      | 8.75%                 | No            | 2                  | On Loan: No      |
| Walmart, Inc.                                                | Walmart, Inc.                                                              | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     17420 | NS      | $1795305.20   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Mizuho Markets Cayman LP                                     | Mizuho Markets Cayman LP                                                   | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |      2998 | NS      | $367120.59    | 0.04%             | 2025-10-23      | Fixed         | 26.72%                | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                    | Ford Motor Credit Co. LLC                                                  | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    232000 | PA      | $211005.35    | 0.03%             | 2031-06-17      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Summit Acquisition, Inc.                                     | Summit Acquisition, Inc., 1st Lien Term Loan                               | CUSIP: 86600DAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     26000 | PA      | $26075.92     | 0.00%             | 2031-10-16      | Variable      | 7.83%                 | No            | 2                  | On Loan: No      |
| AES Corp. (The)                                              | AES Corp. (The)                                                            | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    196000 | PA      | $175526.15    | 0.02%             | 2031-01-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| GLP Capital LP                                               | GLP Capital LP                                                             | CUSIP: 361841AL3<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    638000 | PA      | $649667.74    | 0.08%             | 2029-01-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Evonik Industries AG                                         | Evonik Industries AG                                                       | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |      1521 | NS      | $26448.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Berry Global, Inc.                                           | Berry Global, Inc.                                                         | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    501000 | PA      | $515107.78    | 0.06%             | 2028-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Gen Digital, Inc.                                            | Gen Digital, Inc., 1st Lien Term Loan B                                    | CUSIP: 66877AAF5<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |    571935 | PA      | $570150.65    | 0.07%             | 2029-09-12      | Variable      | 6.07%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                              | Citigroup, Inc.                                                            | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    332000 | PA      | $334296.10    | 0.04%             | 2028-05-07      | Variable      | 4.64%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Energy Co.                                | Berkshire Hathaway Energy Co.                                              | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     97000 | PA      | $95273.50     | 0.01%             | 2028-04-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ECL Entertainment LLC                                        | ECL Entertainment LLC, 1st Lien Term Loan B                                | CUSIP: 26826TAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     58237 | PA      | $58134.84     | 0.01%             | 2030-08-30      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| Regatta XI Funding Ltd.                                      | Regatta XI Funding Ltd., Series 2018-1A, Class AR                          | CUSIP: 75887XAN7<br>LEI: 254900TUAAER6MTE4E64 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1504800.00   | 0.18%             | 2037-07-17      | Floating      | 5.72%                 | No            | 2                  | On Loan: No      |
| Gates Corp.                                                  | Gates Corp., 1st Lien Term Loan B5                                         | CUSIP: 36740UAY8<br>LEI: 984500F43C791F4C7894 | Long             | LON              | CORP              | US        |    415107 | PA      | $414346.86    | 0.05%             | 2031-06-04      | Variable      | 5.91%                 | No            | 2                  | On Loan: No      |
| Steel Dynamics, Inc.                                         | Steel Dynamics, Inc.                                                       | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    655000 | PA      | $677136.94    | 0.08%             | 2034-08-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Hunter Douglas, Inc.                                         | Hunter Douglas, Inc., 1st Lien Term Loan B1                                | CUSIP: N8137FAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    378642 | PA      | $378641.65    | 0.05%             | 2032-01-16      | Variable      | 7.25%                 | No            | 2                  | On Loan: No      |
| Garda World Security Corp.                                   | Garda World Security Corp., 1st Lien Term Loan                             | CUSIP: C4000KAG9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |    344062 | PA      | $343976.03    | 0.04%             | 2029-02-01      | Variable      | 7.17%                 | No            | 2                  | On Loan: No      |
| Applied Systems, Inc.                                        | Applied Systems, Inc., 1st Lien Term Loan B                                | CUSIP: 03827FBD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    618458 | PA      | $618631.62    | 0.07%             | 2031-02-24      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| Atlas CC Acquisition Corp.                                   | Atlas CC Acquisition Corp., 1st Lien Term Loan C                           | CUSIP: 04921TAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     56649 | PA      | $32272.25     | 0.00%             | 2029-05-25      | Variable      | 8.83%                 | No            | 2                  | On Loan: No      |
| Amphenol Corp.                                               | Amphenol Corp., Class A                                                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      2468 | NS      | $305415.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Commercial Mortgage Trust                                    | Commercial Mortgage Trust, Series 2024-WCL1, Class A                       | CUSIP: 20047DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    914000 | PA      | $911429.38    | 0.11%             | 2041-06-15      | Floating      | 5.99%                 | No            | 2                  | On Loan: No      |
| ORL Trust                                                    | ORL Trust, Series 2024-GLKS, Class A                                       | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    790000 | PA      | $790246.88    | 0.10%             | 2039-12-15      | Floating      | 5.64%                 | No            | 2                  | On Loan: No      |
| Evolution AB                                                 | Evolution AB                                                               | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |       763 | NS      | $62813.15     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                            | HSBC Holdings plc                                                          | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204200.12    | 0.02%             | 2028-05-17      | Variable      | 5.60%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Societe Generale SA                                                        | CUSIP: 83371T301<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       311 | NS      | $198002.57    | 0.02%             | 2025-10-30      | Fixed         | 16.13%                | No            | 2                  | On Loan: No      |
| WR Grace Holding LLC                                         | Wr Grace Holding LLC, 1st Lien Term Loan B1                                | CUSIP: 92943HAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    144000 | PA      | $144240.48    | 0.02%             | 2032-08-19      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XXXIII Ltd.                             | Madison Park Funding XXXIII Ltd., Series 2019-33A, Class BR                | CUSIP: 55819JAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000640.10   | 0.12%             | 2032-10-15      | Floating      | 6.12%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                            | Wells Fargo & Co.                                                          | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259087.97    | 0.03%             | 2029-07-25      | Variable      | 5.57%                 | No            | 2                  | On Loan: No      |
| Ingersoll Rand, Inc.                                         | Ingersoll Rand, Inc.                                                       | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    239000 | PA      | $246943.92    | 0.03%             | 2029-06-15      | Fixed         | 5.18%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc, Series EMUT                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       229 | NS      | $109736.61    | 0.01%             | 2025-10-22      | Fixed         | 10.59%                | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                      | Citigroup Global Markets Holdings, Inc., Series EMUI                       | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      1461 | NS      | $247775.01    | 0.03%             | 2025-10-31      | Fixed         | 8.03%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | TRSIBOXX                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1000000 | PA      | $28804.34     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Flutter Financing BV                                         | Flutter Financing BV, 1st Lien Term Loan B                                 | CUSIP: N3313EAJ9<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    226432 | PA      | $225993.22    | 0.03%             | 2032-06-04      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| Invitation Homes Operating Partnership LP                    | Invitation Homes Operating Partnership LP                                  | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     44000 | PA      | $37309.29     | 0.00%             | 2034-01-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Greywolf CLO II Ltd.                                         | Greywolf CLO II Ltd., Series 2013-1A, Class A2AR                           | CUSIP: 398079BA0<br>LEI: 549300DX0ZYWEZ6TY764 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300591.00    | 0.04%             | 2034-04-15      | Floating      | 6.18%                 | No            | 2                  | On Loan: No      |
| BlackRock Funds                                              | BlackRock High Equity Income Fund, Class K Shares                          | CUSIP: 09258N141<br>LEI: 5P4Q4JLCZIQPV2V8P740 | Long             |  | RF                | US        |    662676 | NS      | $19482688.75  | 2.34%             |  |  |  | No            | N/A                | On Loan: No      |
| Clearwater Analytics LLC                                     | Clearwater Analytics LLC, 1st Lien Term Loan                               | CUSIP: 18512EAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    166000 | PA      | $166000.00    | 0.02%             | 2032-04-21      | Variable      | 6.46%                 | No            | 2                  | On Loan: No      |
| Element Solutions, Inc.                                      | Element Solutions, Inc., 1st Lien Term Loan B                              | CUSIP: 72766TAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    291658 | PA      | $293238.72    | 0.04%             | 2030-12-18      | Variable      | 5.91%                 | No            | 2                  | On Loan: No      |
| BAY Mortgage Trust                                           | BAY Mortgage Trust, Series 2025-LIVN, Class A                              | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100260.46    | 0.01%             | 2035-05-15      | Floating      | 5.95%                 | No            | 2                  | On Loan: No      |
| Hertz Corp.                                                  | Hertz Corp. (The), 1st Lien Term Loan                                      | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |     38186 | PA      | $34212.78     | 0.00%             | 2028-06-30      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| NJ                                                           | NJ, Series 2025-WBRK, Class A                                              | CUSIP: 65486BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1038052.10   | 0.12%             | 2035-03-05      | Variable      | 5.87%                 | No            | 2                  | On Loan: No      |
| CP Atlas Buyer, Inc.                                         | CP Atlas Buyer, Inc., 1st Lien Term Loan B                                 | CUSIP: 12658HAL6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    183000 | PA      | $178882.50    | 0.02%             | 2030-07-08      | Variable      | 9.41%                 | No            | 2                  | On Loan: No      |
| Goat Holdco LLC                                              | Goat Holdco LLC, 1st Lien Term Loan B                                      | CUSIP: 38021CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84575 | PA      | $84620.67     | 0.01%             | 2032-01-27      | Variable      | 6.91%                 | No            | 2                  | On Loan: No      |
| Creative Artists Agency LLC                                  | Creative Artists Agency LLC, 1st Lien Term Loan                            | CUSIP: 22526WAU2<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |    578018 | PA      | $578618.68    | 0.07%             | 2031-10-01      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| Baxter International, Inc.                                   | Baxter International, Inc.                                                 | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      1067 | NS      | $24295.59     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Potters Borrower LP                                          | Potters Borrower LP, 1st Lien Term Loan                                    | CUSIP: 73813HAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     47283 | PA      | $47390.98     | 0.01%             | 2027-12-14      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| Belimo Holding AG                                            | Belimo Holding AG (Registered)                                             | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Long             | EC               | CORP              | CH        |        33 | NS      | $34706.30     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ally Financial, Inc.                                         | Ally Financial, Inc.                                                       | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40985.91     | 0.00%             | 2040-01-17      | Variable      | 6.65%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     14446 | NS      | $321118.50    | 0.04%             | 2025-11-06      | Fixed         | 43.57%                | No            | 2                  | On Loan: No      |
| American Airlines, Inc.                                      | American Airlines, Inc., 1st Lien Term Loan                                | CUSIP: 02376CBM6<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    201960 | PA      | $201517.71    | 0.02%             | 2029-06-04      | Variable      | 6.26%                 | No            | 2                  | On Loan: No      |
| PG&E Corp.                                                   | PG&E Corp.                                                                 | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      3721 | NS      | $56112.68     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Fiserv, Inc.                                                 | Fiserv, Inc.                                                               | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    123000 | PA      | $119548.54    | 0.01%             | 2029-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Lumen Technologies, Inc.                                     | Lumen Technologies, Inc., 1st Lien Term Loan B2                            | CUSIP: 55024EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    232688 | PA      | $230975.68    | 0.03%             | 2030-04-15      | Variable      | 6.78%                 | No            | 2                  | On Loan: No      |
| Rogers Communications, Inc.                                  | Rogers Communications, Inc.                                                | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    126000 | PA      | $124203.16    | 0.01%             | 2027-03-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Truist Bank                                                  | Truist Bank                                                                | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251066.67    | 0.03%             | 2028-07-24      | Variable      | 4.42%                 | No            | 2                  | On Loan: No      |
| M6 ETX Holdings II Midco LLC                                 | M6 ETX Holdings II Midco LLC, 1st Lien Term Loan                           | CUSIP: 55285DAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    107000 | PA      | $107000.00    | 0.01%             | 2032-03-25      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| American Homes 4 Rent LP                                     | American Homes 4 Rent LP                                                   | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    243000 | PA      | $242409.47    | 0.03%             | 2028-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                               | Wyndham Hotels & Resorts, Inc., 1st Lien Term Loan                         | CUSIP: 98310CAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    347870 | PA      | $348865.38    | 0.04%             | 2030-05-24      | Variable      | 5.91%                 | No            | 2                  | On Loan: No      |
| Proofpoint, Inc.                                             | Proofpoint, Inc., 1st Lien Term Loan                                       | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    550435 | PA      | $551871.61    | 0.07%             | 2028-08-31      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| EPR Properties                                               | EPR Properties                                                             | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |      2925 | NS      | $169679.25    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Private Bank NA                               | Morgan Stanley Private Bank NA                                             | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251401.88    | 0.03%             | 2028-07-06      | Variable      | 4.47%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                             | Bank of Montreal                                                           | CUSIP: 06370D449<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       697 | NS      | $178031.69    | 0.02%             | 2025-11-05      | Fixed         | 19.80%                | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                        | Bank of America Corp.                                                      | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    659000 | PA      | $645412.04    | 0.08%             | 2028-02-04      | Variable      | 2.55%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                                | Centene Corp.                                                              | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    158000 | PA      | $135725.97    | 0.02%             | 2031-08-01      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                              | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17849.97     | 0.00%             | 2032-07-21      | Variable      | 2.38%                 | No            | 2                  | On Loan: No      |
| Calpine Corp.,                                               | Calpine Corp., Facility 1st Lien Term Loan                                 | CUSIP: 13134MBW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    127785 | PA      | $127634.21    | 0.02%             | 2031-01-31      | Variable      | 5.91%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                           | J.P. Morgan Structured Products BV, Series 000S                            | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       682 | NS      | $458791.17    | 0.06%             | 2025-11-24      | Fixed         | 9.89%                 | No            | 2                  | On Loan: No      |
| Jabil, Inc.                                                  | Jabil, Inc.                                                                | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      1231 | NS      | $267336.27    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Solstice Advanced Materials Inc.                             | Solstice Advanced Materials, Inc., 1st Lien Term Loan B                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    153000 | PA      | $153096.39    | 0.02%             | 2032-09-17      | Variable      | 5.52%                 | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                | Nomura Bank International plc                                              | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      1808 | NS      | $139006.49    | 0.02%             | 2025-11-07      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                          | Petroleos Mexicanos                                                        | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    333000 | PA      | $330086.25    | 0.04%             | 2032-02-16      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                        | Interpublic Group of Cos., Inc. (The)                                      | CUSIP: 460690BP4<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    303000 | PA      | $305159.44    | 0.04%             | 2028-10-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Clarios Global LP                                            | Clarios Global LP, 1st Lien Term Loan                                      | CUSIP: C8000CAM5<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    652646 | PA      | $652032.18    | 0.08%             | 2030-05-06      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                           | T-Mobile USA, Inc.                                                         | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21513.93     | 0.00%             | 2032-03-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     61000 | PA      | $438.43       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Essex Property Trust, Inc.                                   | Essex Property Trust, Inc.                                                 | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      1181 | NS      | $316106.46    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| nVent Electric plc                                           | nVent Electric plc                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       414 | NS      | $40836.96     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Brown Group Holding LLC                                      | Brown Group Holding LLC, 1st Lien Term Loan B2                             | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    403764 | PA      | $404421.83    | 0.05%             | 2031-07-01      | Variable      | 6.96%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                      | Citigroup Global Markets Holdings, Inc., Series MTMs                       | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      2709 | NS      | $290432.19    | 0.03%             | 2025-10-17      | Fixed         | 7.64%                 | No            | 2                  | On Loan: No      |
| Indutrade AB                                                 | Indutrade AB                                                               | CUSIP: N/A<br>LEI: 549300FISLQ6CEFP1867       | Long             | EC               | CORP              | SE        |      1192 | NS      | $27424.96     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sparta US HoldCo LLC                                         | Sparta US HoldCo LLC, 1st Lien Term Loan                                   | CUSIP: 84673EAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    340384 | PA      | $335520.29    | 0.04%             | 2030-08-02      | Variable      | 7.28%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc, Series EMUU                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      2742 | NS      | $355306.69    | 0.04%             | 2025-10-22      | Fixed         | 17.40%                | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                   | Pacific Gas & Electric Co.                                                 | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    685000 | PA      | $678765.82    | 0.08%             | 2029-03-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| GSAT Trust                                                   | GSAT Trust, Series 2025-BMF, Class A                                       | CUSIP: 36271XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1371000 | PA      | $1370921.30   | 0.16%             | 2040-07-15      | Floating      | 5.65%                 | No            | 2                  | On Loan: No      |
| Magna International, Inc.                                    | Magna International, Inc.                                                  | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |      1284 | NS      | $60837.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                         | Mitsubishi UFJ Financial Group, Inc.                                       | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $195368.38    | 0.02%             | 2028-01-19      | Variable      | 2.34%                 | No            | 2                  | On Loan: No      |
| Nouryon Finance BV                                           | Nouryon Finance BV, 1st Lien Term Loan B1                                  | CUSIP: N8232NAL1<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |    207082 | PA      | $207212.46    | 0.02%             | 2028-04-03      | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| Pembina Pipeline Corp.                                       | Pembina Pipeline Corp.                                                     | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |      2759 | NS      | $111553.45    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Aretec Group, Inc.                                           | Aretec Group, Inc., 1st Lien Term Loan B3                                  | CUSIP: 04009DAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74771 | PA      | $74758.56     | 0.01%             | 2030-08-09      | Variable      | 7.66%                 | No            | 2                  | On Loan: No      |
| Keppel DC REIT                                               | Keppel DC REIT                                                             | CUSIP: N/A<br>LEI: 254900L7YDIFLO15BD60       | Long             | EC               | CORP              | SG        |     76200 | NS      | $141296.19    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     35000 | PA      | $533.11       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EQT Corp.                                                    | EQT Corp.                                                                  | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    540000 | PA      | $538899.08    | 0.06%             | 2031-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Societe Generale SA                                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      1161 | NS      | $175117.03    | 0.02%             | 2025-11-05      | Fixed         | 10.40%                | No            | 2                  | On Loan: No      |
| Learning Care Group US No. 2, Inc.                           | Learning Care Group US No. 2, Inc., 1st Lien Term Loan B                   | CUSIP: 52200MAL4<br>LEI: 5493000VMN44LK8QID23 | Long             | LON              | CORP              | US        |     15681 | PA      | $15367.58     | 0.00%             | 2028-08-11      | Variable      | 8.29%                 | No            | 3                  | On Loan: No      |
| Republic of Peru                                             | Republic of Peru                                                           | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    395000 | PA      | $371300.00    | 0.04%             | 2030-06-20      | Fixed         | 2.84%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                     | PNC Financial Services Group, Inc. (The)                                   | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    281000 | PA      | $291181.17    | 0.04%             | 2029-06-12      | Variable      | 5.58%                 | No            | 2                  | On Loan: No      |
| PENN Commercial Mortgage Trust                               | PENN Commercial Mortgage Trust, Series 2025-P11, Class A                   | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    241000 | PA      | $245278.09    | 0.03%             | 2042-08-10      | Variable      | 5.52%                 | No            | 2                  | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                         | Cheniere Corpus Christi Holdings LLC                                       | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    536000 | PA      | $541849.00    | 0.07%             | 2027-06-30      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Bank NA                                       | Morgan Stanley Bank NA                                                     | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    298000 | PA      | $302405.43    | 0.04%             | 2028-07-14      | Variable      | 4.97%                 | No            | 2                  | On Loan: No      |
| ING Groep NV                                                 | ING Groep NV                                                               | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |      5366 | NS      | $140673.74    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                            | Wells Fargo & Co.                                                          | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1318000 | PA      | $1359254.67   | 0.16%             | 2031-04-23      | Variable      | 5.15%                 | No            | 2                  | On Loan: No      |
| BDS LLC                                                      | BDS LLC, Series 2025-FL14, Class A                                         | CUSIP: 072921AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1001857.60   | 0.12%             | 2042-10-21      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| Wienerberger AG                                              | Wienerberger AG                                                            | CUSIP: N/A<br>LEI: 529900VXIFBHO0SW2I31       | Long             | EC               | CORP              | AT        |       526 | NS      | $17028.90     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Otis Worldwide Corp.                                         | Otis Worldwide Corp.                                                       | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     73000 | PA      | $67966.72     | 0.01%             | 2030-02-15      | Fixed         | 2.56%                 | No            | 2                  | On Loan: No      |
| CNT Holdings I Corp.                                         | CNT Holdings I Corp., 1st Lien Term Loan                                   | CUSIP: 12656AAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    252232 | PA      | $252012.87    | 0.03%             | 2032-11-08      | Variable      | 6.56%                 | No            | 2                  | On Loan: No      |
| Mitchell International, Inc.                                 | Mitchell International, Inc., 1st Lien Term Loan                           | CUSIP: 60662WAW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    416820 | PA      | $416198.71    | 0.05%             | 2031-06-17      | Variable      | 7.41%                 | No            | 2                  | On Loan: No      |
| Tokyu Fudosan Holdings Corp.                                 | Tokyu Fudosan Holdings Corp.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      8200 | NS      | $67778.34     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     92000 | PA      | $1228.02      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Northrop Grumman Corp.                                       | Northrop Grumman Corp.                                                     | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16718.59     | 0.00%             | 2028-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Virgin Media Bristol LLC                                     | Virgin Media Bristol LLC, Facility 1st Lien Term Loan Q                    | CUSIP: G9368PBE3<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |     44000 | PA      | $43957.76     | 0.01%             | 2029-01-31      | Variable      | 7.51%                 | No            | 2                  | On Loan: No      |
| Duke Energy Progress LLC                                     | Duke Energy Progress LLC                                                   | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    116000 | PA      | $101979.70    | 0.01%             | 2031-08-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| KLA Corp.                                                    | KLA Corp.                                                                  | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       309 | NS      | $333287.40    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Citrin Cooperman Advisors LLC                                | Citrin Cooperman Advisors LLC, Delayed Draw 1st Lien Term Loan             | CUSIP: 17737EAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      8905 | PA      | $8857.93      | 0.00%             | 2032-04-01      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                 | BX Commercial Mortgage Trust, Series 2024-AIRC, Class A                    | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1081305 | PA      | $1083332.92   | 0.13%             | 2039-08-15      | Floating      | 5.84%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                           | Crown Castle, Inc.                                                         | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     87000 | PA      | $90400.40     | 0.01%             | 2029-06-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                 | UBS Group AG                                                               | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $204950.00    | 0.02%             | 2030-02-10      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Trans Union LLC                                              | Trans Union LLC, 1st Lien Term Loan B9                                     | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    498161 | PA      | $497653.17    | 0.06%             | 2031-06-24      | Variable      | 5.91%                 | No            | 2                  | On Loan: No      |
| BAHA Trust                                                   | BAHA Trust, Series 2024-MAR, Class A                                       | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1080000 | PA      | $1116781.13   | 0.13%             | 2041-12-10      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                             | Deutsche Bank AG                                                           | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    175000 | PA      | $183774.34    | 0.02%             | 2029-01-18      | Variable      | 6.72%                 | No            | 2                  | On Loan: No      |
| Siemens Funding BV                                           | Siemens Funding BV                                                         | CUSIP: 82622RAC0<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    714000 | PA      | $726846.59    | 0.09%             | 2030-05-28      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Sound Point CLO XXIII                                        | Sound Point CLO XXIII, Series 2019-2A, Class AR                            | CUSIP: 83614BAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001500.00   | 0.12%             | 2034-07-15      | Floating      | 5.75%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                              | Eli Lilly & Co.                                                            | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        75 | NS      | $57225.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                          | LSF12 Crown US Commercial Bidco LLC, 1st Lien Term Loan                    | CUSIP: 50221UAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    129000 | PA      | $129081.27    | 0.02%             | 2031-12-02      | Variable      | 7.78%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                                  | Goldman Sachs International                                                | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |      3033 | NS      | $313110.42    | 0.04%             | 2025-10-24      | Fixed         | 26.62%                | No            | 2                  | On Loan: No      |
| Danaher Corp.                                                | Danaher Corp.                                                              | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       422 | NS      | $83665.72     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Atlas Copco AB                                               | Atlas Copco AB, Class A                                                    | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |      5626 | NS      | $95405.62     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Stryker Corp.                                                | Stryker Corp.                                                              | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       150 | NS      | $55450.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| OLA Netherlands BV                                           | OLA Netherlands BV, 1st Lien Term Loan                                     | CUSIP: 67935LAB8<br>LEI: N/A                  | Long             | LON              | CORP              | SG        |    120526 | PA      | $119622.19    | 0.01%             | 2026-12-15      | Variable      | 10.51%                | No            | 3                  | On Loan: No      |
| BX Commercial Mortgage Trust                                 | BX Commercial Mortgage Trust, Series 2024-BRBK, Class C                    | CUSIP: 05613NAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76000 | PA      | $76094.14     | 0.01%             | 2041-10-15      | Floating      | 9.02%                 | No            | 2                  | On Loan: No      |
| Link REIT                                                    | Link REIT                                                                  | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               | CORP              | HK        |     24200 | NS      | $124339.30    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Coherent Corp.                                               | Coherent Corp., 1st Lien Term Loan B2                                      | CUSIP: 45173JAS3<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |    160619 | PA      | $160308.85    | 0.02%             | 2029-07-02      | Variable      | 6.32%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                           | VICI Properties LP                                                         | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45469.18     | 0.01%             | 2028-04-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Penske Truck Leasing Co. LP                                  | Penske Truck Leasing Co. LP                                                | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $179948.96    | 0.02%             | 2029-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                           | General Motors Financial Co., Inc.                                         | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147458.28    | 0.02%             | 2027-05-08      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Finance, Inc.                           | Anheuser-Busch InBev Finance, Inc.                                         | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57263.54     | 0.01%             | 2036-02-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.             | American Builders & Contractors Supply Co., Inc., 1st Lien Term Loan B     | CUSIP: 02474RAJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    300084 | PA      | $300603.09    | 0.04%             | 2031-01-31      | Variable      | 5.91%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                 | UBS Group AG                                                               | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    700000 | PA      | $702326.60    | 0.08%             | 2027-08-05      | Variable      | 4.70%                 | No            | 2                  | On Loan: No      |
| Magenta Security Holdings LLC                                | Magenta Security Holdings LLC, 1st Lien Term Loan                          | CUSIP: 55909UAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     16824 | PA      | $7284.70      | 0.00%             | 2028-07-27      | Variable      | 11.57%                | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Corp. Trust                           | GS Mortgage Securities Corp. Trust, Series 2021-DM, Class A                | CUSIP: 36265AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $399750.56    | 0.05%             | 2036-11-15      | Floating      | 5.15%                 | No            | 2                  | On Loan: No      |
| Utz Quality Foods LLC                                        | Utz Quality Foods LLC, 1st Lien Term Loan B                                | CUSIP: 91809EAG6<br>LEI: 549300K2HU2ISL0R2Q75 | Long             | LON              | CORP              | US        |    336351 | PA      | $336182.91    | 0.04%             | 2032-01-29      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| WEC Energy Group, Inc.                                       | WEC Energy Group, Inc.                                                     | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9126.35      | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Goodman Group                                                | Goodman Group                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      9638 | NS      | $208865.29    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                              | ABG Intermediate Holdings 2 LLC, Delayed Draw 1st Lien Term Loan           | CUSIP: 00076VBM1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    114300 | PA      | $114062.57    | 0.01%             | 2032-02-13      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| Clean Harbors, Inc.                                          | Clean Harbors, Inc., 1st Lien Term Loan                                    | CUSIP: 18449EAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    131263 | PA      | $131262.73    | 0.02%             | 2028-10-10      | Variable      | 5.91%                 | No            | 2                  | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                  | Marsh & McLennan Cos., Inc.                                                | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     21000 | PA      | $22708.05     | 0.00%             | 2033-08-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Truist Financial Corp.                                       | Truist Financial Corp.                                                     | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113817.44    | 0.01%             | 2030-01-24      | Variable      | 5.43%                 | No            | 2                  | On Loan: No      |
| US Foods, Inc.                                               | US Foods, Inc., 1st Lien Term Loan B                                       | CUSIP: 90351HAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     41063 | PA      | $41345.80     | 0.00%             | 2028-11-22      | Variable      | 5.91%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                            | BAT Capital Corp.                                                          | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    145000 | PA      | $156530.68    | 0.02%             | 2030-08-02      | Fixed         | 6.34%                 | No            | 2                  | On Loan: No      |
| Resideo Funding, Inc.                                        | Resideo Funding, Inc., 1st Lien Term Loan                                  | CUSIP: 76090LAM6<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |    182000 | PA      | $181887.16    | 0.02%             | 2032-08-13      | Variable      | 6.04%                 | No            | 2                  | On Loan: No      |
| Shell plc                                                    | Shell plc                                                                  | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |     21791 | NS      | $781587.44    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Modena Buyer LLC                                             | Modena Buyer LLC, 1st Lien Term Loan                                       | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |     94014 | PA      | $92738.11     | 0.01%             | 2031-07-01      | Variable      | 8.81%                 | No            | 2                  | On Loan: No      |
| Waystar Technologies, Inc.                                   | Waystar Technologies, Inc., 1st Lien Term Loan B                           | CUSIP: 63939WAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     83906 | PA      | $83870.60     | 0.01%             | 2029-10-22      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| Cummins, Inc.                                                | Cummins, Inc.                                                              | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       151 | NS      | $63777.87     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Warnermedia Holdings, Inc.                                   | Warnermedia Holdings, Inc.                                                 | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    429000 | PA      | $423101.25    | 0.05%             | 2027-03-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| HOMES Trust                                                  | HOMES Trust, Series 2025-AFC2, Class A1A                                   | CUSIP: 43761YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    951026 | PA      | $957729.24    | 0.12%             | 2060-06-25      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| Boston Scientific Corp.                                      | Boston Scientific Corp.                                                    | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       553 | NS      | $53989.39     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Georgia Power Co.                                            | Georgia Power Co.                                                          | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68346.24     | 0.01%             | 2033-05-17      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| JDE Peet's NV                                                | JDE Peet's NV                                                              | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | EC               | CORP              | NL        |       807 | NS      | $29606.91     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                        | Elevance Health, Inc.                                                      | CUSIP: 036752BJ1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447265.62    | 0.05%             | 2032-09-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Construction Partners, Inc.                                  | Construction Partners, Inc., 1st Lien Term Loan                            | CUSIP: 21043XAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     65505 | PA      | $65648.46     | 0.01%             | 2031-11-03      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                          | Hilton Domestic Operating Co., Inc., 1st Lien Term Loan B4                 | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |    363665 | PA      | $363897.75    | 0.04%             | 2030-11-08      | Variable      | 5.91%                 | No            | 2                  | On Loan: No      |
| Arcline FM Holdings LLC                                      | Arcline FM Holdings LLC, 1st Lien Term Loan                                | CUSIP: 03960DAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    166582 | PA      | $166452.57    | 0.02%             | 2030-06-24      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                         | Royal Bank of Canada                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      3641 | NS      | $175571.98    | 0.02%             | 2025-10-30      | Fixed         | 14.58%                | No            | 2                  | On Loan: No      |
| Ecovyst Catalyst Technologies LLC                            | Ecovyst Catalyst Technologies LLC, 1st Lien Term Loan                      | CUSIP: 27922JAC0<br>LEI: 254900NH3N3I82Z6Q744 | Long             | LON              | CORP              | US        |    224495 | PA      | $224144.67    | 0.03%             | 2031-06-12      | Variable      | 6.31%                 | No            | 2                  | On Loan: No      |
| Regency Centers LP                                           | Regency Centers LP                                                         | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156963.86    | 0.02%             | 2035-01-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                    | Ford Motor Credit Co. LLC                                                  | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1452000 | PA      | $1441230.59   | 0.17%             | 2029-05-03      | Fixed         | 5.11%                 | No            | 2                  | On Loan: No      |
| SCG Mortgage Trust                                           | SCG Mortgage Trust, Series 2024-MSP, Class A                               | CUSIP: 78436EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    980000 | PA      | $980612.11    | 0.12%             | 2041-04-15      | Floating      | 5.89%                 | No            | 2                  | On Loan: No      |
| Southern Co. (The)                                           | Southern Co. (The)                                                         | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    116000 | PA      | $107788.03    | 0.01%             | 2036-07-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Prysmian SpA                                                 | Prysmian SpA                                                               | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |       838 | NS      | $83399.01     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                            | BAT Capital Corp.                                                          | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    458000 | PA      | $461032.57    | 0.06%             | 2027-04-02      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| NTT Finance Corp.                                            | NTT Finance Corp.                                                          | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203214.47    | 0.02%             | 2030-07-16      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                                             | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5118.16      | 0.00%             | 2029-04-20      | Variable      | 5.16%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                     | PNC Financial Services Group, Inc. (The)                                   | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    103000 | PA      | $105518.07    | 0.01%             | 2027-10-20      | Variable      | 6.62%                 | No            | 2                  | On Loan: No      |
| BlackRock Funds V                                            | BlackRock Mortgage-Backed Securities Fund, Class K Shares                  | CUSIP: 09260B689<br>LEI: HL39Z4R4T63SVF6N1P81 | Long             |  | RF                | US        |   5033392 | NS      | $40468471.04  | 4.87%             |  |  |  | No            | 1                  | On Loan: No      |
| NiSource, Inc.                                               | NiSource, Inc.                                                             | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    398000 | PA      | $408331.79    | 0.05%             | 2028-03-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CHG Healthcare Services, Inc.                                | CHG Healthcare Services, Inc., 1st Lien Term Loan                          | CUSIP: 12541HAX1<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |    133762 | PA      | $133755.35    | 0.02%             | 2028-09-29      | Variable      | 7.05%                 | No            | 2                  | On Loan: No      |
| WhiteWater Matterhorn Holdings, LLC                          | WhiteWater Matterhorn Holdings LLC, 1st Lien Term Loan                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46000 | PA      | $45949.86     | 0.01%             | 2032-06-16      | Variable      | 6.62%                 | No            | 2                  | On Loan: No      |
| Entain plc                                                   | Entain plc, 1st Lien Term Loan B5                                          | CUSIP: G3168QAB3<br>LEI: N/A                  | Long             | LON              | CORP              | IM        |     60997 | PA      | $60877.76     | 0.01%             | 2032-07-30      | Variable      | 6.37%                 | No            | 2                  | On Loan: No      |
| Sanofi SA                                                    | Sanofi SA                                                                  | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |     11887 | NS      | $1125626.45   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                         | JPMorgan Chase & Co.                                                       | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    131000 | PA      | $133361.79    | 0.02%             | 2029-01-24      | Variable      | 4.92%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                              | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    106000 | PA      | $96165.24     | 0.01%             | 2032-04-22      | Variable      | 2.62%                 | No            | 2                  | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                           | Oversea-Chinese Banking Corp. Ltd.                                         | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |     16500 | NS      | $210368.67    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Bank NA                                       | Morgan Stanley Bank NA                                                     | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    665000 | PA      | $671555.07    | 0.08%             | 2028-01-14      | Variable      | 4.95%                 | No            | 2                  | On Loan: No      |
| Hungary                                                      | Hungary Government Bond                                                    | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    363000 | PA      | $373531.68    | 0.04%             | 2030-09-26      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| PG Polaris BidCo SARL                                        | PG Polaris BidCo SARL, 1st Lien Term Loan                                  | CUSIP: 91728NAB5<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | US        |    116415 | PA      | $116647.83    | 0.01%             | 2031-03-26      | Variable      | 7.05%                 | No            | 2                  | On Loan: No      |
| EyeCare Partners LLC                                         | EyeCare Partners LLC, 1st Lien Term Loan A                                 | CUSIP: 30233PAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     22717 | PA      | $22842.32     | 0.00%             | 2028-08-31      | Variable      | 9.88%                 | No            | 2                  | On Loan: No      |
| GE Vernova, Inc.                                             | GE Vernova, Inc.                                                           | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       353 | NS      | $217059.70    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Generate CLO 16 Ltd.                                         | Generate CLO 16 Ltd., Series 2024-16A, Class A1                            | CUSIP: 37149YAC3<br>LEI: 213800SVSEDOQON7JV18 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004717.00   | 0.12%             | 2037-07-20      | Floating      | 5.87%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                       | Palmer Square CLO Ltd., Series 2024-3A, Class A                            | CUSIP: 69688GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003113.60   | 0.12%             | 2037-07-20      | Floating      | 5.68%                 | No            | 2                  | On Loan: No      |
| Altice France SA                                             | Altice France SA, 1st Lien Term Loan B14                                   | CUSIP: F6628DAN4<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |    345763 | PA      | $333661.52    | 0.04%             | 2028-08-15      | Variable      | 9.82%                 | No            | 3                  | On Loan: No      |
| Medical Solutions Holdings, Inc.                             | Medical Solutions Holdings, Inc., 1st Lien Term Loan                       | CUSIP: 58462QAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     39392 | PA      | $13506.08     | 0.00%             | 2028-11-01      | Variable      | 7.91%                 | No            | 2                  | On Loan: No      |
| GSK plc                                                      | GSK plc                                                                    | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |      4169 | NS      | $89516.68     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic Services, Inc.                                      | Republic Services, Inc.                                                    | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      2856 | NS      | $655394.88    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Brambles Ltd.                                                | Brambles Ltd.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      6530 | NS      | $107142.03    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ciena Corp.                                                  | Ciena Corp., 1st Lien Term Loan                                            | CUSIP: 17178HAR3<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | LON              | CORP              | US        |    161166 | PA      | $161267.98    | 0.02%             | 2030-10-24      | Variable      | 5.89%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc, Series E11E                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      1265 | NS      | $271103.56    | 0.03%             | 2025-10-24      | Fixed         | 16.17%                | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     60000 | PA      | $0.82         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                                  | Capital One Financial Corp.                                                | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160790.04    | 0.02%             | 2036-01-30      | Variable      | 6.18%                 | No            | 2                  | On Loan: No      |
| Santander UK Group Holdings plc                              | Santander UK Group Holdings plc                                            | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $182824.89    | 0.02%             | 2032-03-15      | Variable      | 2.90%                 | No            | 2                  | On Loan: No      |
| Sumitomo Corp.                                               | Sumitomo Corp.                                                             | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |      5100 | NS      | $147558.27    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Societe Generale SA                                                        | CUSIP: 83371T400<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      1876 | NS      | $145175.95    | 0.02%             | 2025-11-05      | Fixed         | 16.09%                | No            | 2                  | On Loan: No      |
| Apple, Inc.                                                  | Apple, Inc.                                                                | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      5298 | NS      | $1349029.74   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| ResMed, Inc.                                                 | ResMed, Inc.                                                               | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       130 | NS      | $35584.90     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GoldenTree Loan Management US CLO 1 Ltd.                     | GoldenTree Loan Management US CLO 1 Ltd., Series 2017-1A, Class CR3        | CUSIP: 38136FBY8<br>LEI: 549300BE2068MP2P8N06 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2498335.75   | 0.30%             | 2034-04-20      | Floating      | 5.93%                 | No            | 2                  | On Loan: No      |
| Avantor Funding, Inc.                                        | Avantor Funding, Inc., 1st Lien Term Loan B6                               | CUSIP: 05350NAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7514 | PA      | $7542.58      | 0.00%             | 2027-11-08      | Variable      | 6.26%                 | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                | Nomura Bank International plc                                              | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |       850 | NS      | $232425.39    | 0.03%             | 2025-10-20      | Fixed         | 13.10%                | No            | 2                  | On Loan: No      |
| Koninklijke Philips NV                                       | Koninklijke Philips NV                                                     | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        |      3816 | NS      | $104535.76    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Brenntag SE                                                  | Brenntag SE                                                                | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        |       579 | NS      | $34695.20     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                | Nomura Bank International plc                                              | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      1361 | NS      | $236433.47    | 0.03%             | 2025-10-29      | Fixed         | 10.36%                | No            | 2                  | On Loan: No      |
| Columbus McKinnon Corp.                                      | Columbus McKinnon Corp., 1st Lien Term Loan                                | CUSIP: 19933MAQ6<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |     55023 | PA      | $55022.98     | 0.01%             | 2028-05-15      | Variable      | 6.50%                 | No            | 3                  | On Loan: No      |
| N/A                                                          | U.S. Treasury Ultra Bond                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       113 | NC      | $346496.65    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                                             | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1127000 | PA      | $1139318.92   | 0.14%             | 2030-10-18      | Variable      | 4.65%                 | No            | 2                  | On Loan: No      |
| Moody's Corp.                                                | Moody's Corp.                                                              | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      1621 | NS      | $772374.08    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| British American Tobacco plc                                 | British American Tobacco plc                                               | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |     14018 | NS      | $745579.70    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| DENTSPLY SIRONA, Inc.                                        | DENTSPLY SIRONA, Inc.                                                      | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77297.63     | 0.01%             | 2055-09-12      | Variable      | 8.38%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing, Inc.                                      | Level 3 Financing, Inc., 1st Lien Term Loan B3                             | CUSIP: 52729KAT3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    529000 | PA      | $529000.00    | 0.06%             | 2032-03-29      | Variable      | 8.57%                 | No            | 2                  | On Loan: No      |
| Expand Energy Corp.                                          | Expand Energy Corp.                                                        | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       613 | NS      | $65125.12     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup, Inc.                                              | Citigroup, Inc.                                                            | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    152000 | PA      | $144397.41    | 0.02%             | 2033-03-17      | Variable      | 3.79%                 | No            | 2                  | On Loan: No      |
| Incora Top Holdco LLC                                        | Incora Top Holdco LLC                                                      | CUSIP: 45338U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1311 | NS      | $8233.08      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                     | PNC Financial Services Group, Inc. (The)                                   | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    176000 | PA      | $181847.01    | 0.02%             | 2031-01-29      | Variable      | 5.22%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                       | UBS AG                                                                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      1163 | NS      | $214581.93    | 0.03%             | 2025-10-29      | Fixed         | 14.80%                | No            | 2                  | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                   | AAdvantage Loyalty IP Ltd., 1st Lien Term Loan                             | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    135788 | PA      | $135505.86    | 0.02%             | 2028-04-20      | Variable      | 6.58%                 | No            | 2                  | On Loan: No      |
| Naked Juice LLC                                              | Naked Juice LLC, 1st Lien Term Loan                                        | CUSIP: 62984CAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    278638 | PA      | $280031.45    | 0.03%             | 2029-01-24      | Variable      | 9.80%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                              | Goldman Sachs Group, Inc. (The), Series U                                  | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     59000 | PA      | $57788.06     | 0.01%             | 2026-08-10      | Variable      | 3.65%                 | No            | 2                  | On Loan: No      |
| Cox Communications, Inc.                                     | Cox Communications, Inc.                                                   | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    550000 | PA      | $548009.31    | 0.07%             | 2034-09-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| TK Elevator Midco GmbH                                       | TK Elevator Midco GmbH, 1st Lien Term Loan B1                              | CUSIP: D9000BAJ1<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | DE        |    442778 | PA      | $443743.04    | 0.05%             | 2030-04-30      | Variable      | 7.20%                 | No            | 2                  | On Loan: No      |
| GE HealthCare Technologies, Inc.                             | GE HealthCare Technologies, Inc.                                           | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |       486 | NS      | $36498.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                    | Ford Motor Credit Co. LLC                                                  | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    335000 | PA      | $358583.79    | 0.04%             | 2030-03-06      | Fixed         | 7.35%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                           | Crown Castle, Inc.                                                         | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42603.33     | 0.01%             | 2029-09-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                     | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17365.78     | 0.00%             | 2030-01-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Dow Chemical Co. (The)                                       | Dow Chemical Co. (The)                                                     | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174266.08    | 0.02%             | 2031-01-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Cloudera, Inc.                                               | Cloudera, Inc., 1st Lien Term Loan                                         | CUSIP: 74339VAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    116142 | PA      | $114060.59    | 0.01%             | 2028-10-09      | Variable      | 8.17%                 | No            | 2                  | On Loan: No      |
| ACP Tara Holdings, Inc.                                      | ACP Tara Holdings, Inc., 1st Lien Term Loan B                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46000 | PA      | $46000.00     | 0.01%             | 2032-09-17      | Variable      | 7.23%                 | No            | 3                  | On Loan: No      |
| Alliant Holdings Intermediate LLC                            | Alliant Holdings Intermediate LLC, 1st Lien Term Loan                      | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |   1266955 | PA      | $1263280.56   | 0.15%             | 2031-09-19      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| Komatsu Ltd.                                                 | Komatsu Ltd.                                                               | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |      4300 | NS      | $149800.01    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of Montreal                                             | Bank of Montreal, Series 6                                                 | CUSIP: 06368L8V1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $203546.80    | 0.02%             | 2085-11-26      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                              | Citigroup, Inc., Series GG                                                 | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    535000 | PA      | $551348.00    | 0.07%             | 2030-08-15      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Societe Generale SA                                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      2048 | NS      | $175556.55    | 0.02%             | 2025-10-24      | Fixed         | 14.45%                | No            | 2                  | On Loan: No      |
| Trans-Allegheny Interstate Line Co.                          | Trans-Allegheny Interstate Line Co.                                        | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    523000 | PA      | $536232.45    | 0.06%             | 2031-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Sixth Street CLO XIX Ltd.                                    | Sixth Street CLO XIX Ltd., Series 2021-19A, Class BR                       | CUSIP: 83012KAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002520.00   | 0.12%             | 2038-07-17      | Floating      | 5.88%                 | No            | 2                  | On Loan: No      |
| Exelon Corp.                                                 | Exelon Corp.                                                               | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39213.05     | 0.00%             | 2027-03-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Sika AG                                                      | Sika AG (Registered)                                                       | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |       323 | NS      | $72532.48     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Carrier Global Corp.                                         | Carrier Global Corp.                                                       | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69747.82     | 0.01%             | 2034-03-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDI                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   5025000 | PA      | $-725.35      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CSX Corp.                                                    | CSX Corp.                                                                  | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19072.40     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Sun Communities, Inc.                                        | Sun Communities, Inc.                                                      | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |      2474 | NS      | $319146.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Bank AG                                             | Deutsche Bank AG                                                           | CUSIP: 251526CW7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    655000 | PA      | $682055.34    | 0.08%             | 2029-05-10      | Fixed         | 5.41%                 | No            | 2                  | On Loan: No      |
| Garrett Motion Holdings, Inc.                                | Garrett Motion Holdings, Inc., 1st Lien Term Loan                          | CUSIP: 36649XAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    111720 | PA      | $111440.70    | 0.01%             | 2032-01-30      | Variable      | 6.56%                 | No            | 2                  | On Loan: No      |
| Reworld Holding Corp.                                        | Reworld Holding Corp., 1st Lien Term Loan C                                | CUSIP: 22282GAN7<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |     13177 | PA      | $13177.45     | 0.00%             | 2028-11-30      | Variable      | 6.39%                 | No            | 2                  | On Loan: No      |
| Opal LLC                                                     | Opal LLC, Facility 1st Lien Term Loan B2                                   | CUSIP: F7000QAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    320000 | PA      | $320640.00    | 0.04%             | 2032-04-23      | Variable      | 7.25%                 | No            | 2                  | On Loan: No      |
| Cross Mortgage Trust                                         | Cross Mortgage Trust, Series 2025-H5, Class A1                             | CUSIP: 227920AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    966190 | PA      | $973439.91    | 0.12%             | 2070-07-25      | Variable      | 5.51%                 | No            | 2                  | On Loan: No      |
| Jack Henry & Associates, Inc.                                | Jack Henry & Associates, Inc.                                              | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      1515 | NS      | $225628.95    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Solventum Corp.                                              | Solventum Corp.                                                            | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    881000 | PA      | $918708.34    | 0.11%             | 2031-03-13      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Whitbread plc                                                | Whitbread plc                                                              | CUSIP: N/A<br>LEI: 21380099VMZKRMN3EX36       | Long             | EC               | CORP              | GB        |       946 | NS      | $41043.34     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Elanco Animal Health, Inc.                                   | Elanco Animal Health, Inc., 1st Lien Term Loan                             | CUSIP: 28414BAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    176450 | PA      | $176215.68    | 0.02%             | 2027-08-02      | Variable      | 6.13%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     30000 | PA      | $74.13        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FDJ United                                                   | FDJ United                                                                 | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Long             | EC               | CORP              | FR        |       556 | NS      | $18643.88     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Diameter Capital CLO 3 Ltd.                                  | Diameter Capital CLO 3 Ltd., Series 2022-3A, Class A2R                     | CUSIP: 25255JAN7<br>LEI: 254900L1QJX98W5ORK78 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2510424.50   | 0.30%             | 2038-01-15      | Floating      | 6.02%                 | No            | 2                  | On Loan: No      |
| Madison Safety & Flow LLC                                    | Madison Safety & Flow LLC, 1st Lien Term Loan                              | CUSIP: 55822DAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     93516 | PA      | $93574.91     | 0.01%             | 2031-09-26      | Variable      | 6.91%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                        | Bank of America Corp.                                                      | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    550000 | PA      | $551010.25    | 0.07%             | 2027-01-20      | Variable      | 5.08%                 | No            | 2                  | On Loan: No      |
| Sonic Healthcare Ltd.                                        | Sonic Healthcare Ltd.                                                      | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |      2173 | NS      | $30778.12     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                            | BAT Capital Corp.                                                          | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     58000 | PA      | $55425.32     | 0.01%             | 2028-03-25      | Fixed         | 2.26%                 | No            | 2                  | On Loan: No      |
| Solventum Corp.                                              | Solventum Corp.                                                            | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39632.84     | 0.00%             | 2027-02-25      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Interpump Group SpA                                          | Interpump Group SpA                                                        | CUSIP: N/A<br>LEI: 815600C79D0F31F4D395       | Long             | EC               | CORP              | IT        |      1093 | NS      | $50242.66     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| X Corp.                                                      | X Corp., 1st Lien Term Loan B3                                             | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30000 | PA      | $30070.80     | 0.00%             | 2029-10-26      | Variable      | 9.50%                 | No            | 2                  | On Loan: No      |
| DBGS                                                         | DBGS, Series 2024-SBL, Class A                                             | CUSIP: 23306QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1404375.00   | 0.17%             | 2034-08-15      | Floating      | 6.03%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     38000 | PA      | $483.89       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DS Admiral Bidco LLC                                         | DS Admiral Bidco LLC, 1st Lien Term Loan                                   | CUSIP: 23344UAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    105343 | PA      | $105167.03    | 0.01%             | 2031-06-26      | Variable      | 8.41%                 | No            | 2                  | On Loan: No      |
| Wharf Real Estate Investment Co. Ltd.                        | Wharf Real Estate Investment Co. Ltd.                                      | CUSIP: N/A<br>LEI: 529900QLPKS8U9QOPB59       | Long             | EC               | CORP              | KY        |     46000 | NS      | $135829.05    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Centene Corp.                                                | Centene Corp.                                                              | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1227521.69   | 0.15%             | 2027-12-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Pinnacle Buyer, LLC                                          | Pinnacle Buyer, LLC, 1st Lien Term Loan                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    157009 | PA      | $157204.77    | 0.02%             | 2032-09-13      | Variable      | 6.48%                 | No            | 2                  | On Loan: No      |
| American Airlines, Inc.                                      | American Airlines, Inc., 1st Lien Term Loan                                | CUSIP: 02376CBR5<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    353908 | PA      | $353317.01    | 0.04%             | 2028-02-15      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| Associated Banc-Corp.                                        | Associated Banc-Corp.                                                      | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |    787000 | PA      | $815750.72    | 0.10%             | 2030-08-29      | Variable      | 6.46%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                        | NextEra Energy Capital Holdings, Inc.                                      | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262827.38    | 0.03%             | 2027-09-01      | Fixed         | 4.68%                 | No            | 2                  | On Loan: No      |
| Delta 2 (Lux) SARL                                           | Delta 2 (Lux) SARL, 1st Lien Term Loan                                     | CUSIP: L2465BAX4<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |    187453 | PA      | $187394.40    | 0.02%             | 2031-09-30      | Variable      | 6.29%                 | No            | 2                  | On Loan: No      |
| Solventum Corp.                                              | Solventum Corp.                                                            | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    854000 | PA      | $881319.73    | 0.11%             | 2029-03-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Grant Thornton Advisors LLC                                  | Grant Thornton Advisors LLC, 1st Lien Term Loan                            | CUSIP: 38821UAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    200402 | PA      | $199037.34    | 0.02%             | 2031-06-02      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                           | General Motors Financial Co., Inc.                                         | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    372000 | PA      | $389069.25    | 0.05%             | 2030-04-06      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Transcanada Trust                                            | Transcanada Trust, Series 16-A                                             | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    337000 | PA      | $337203.21    | 0.04%             | 2076-08-15      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| Silver Point CLO 5 Ltd.                                      | Silver Point CLO 5 Ltd., Series 2024-5A, Class B                           | CUSIP: 82809BAE6<br>LEI: 254900IB4JHW6SUR0Q75 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5021149.50   | 0.60%             | 2037-10-20      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                         | American Tower Corp.                                                       | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71634.81     | 0.01%             | 2030-01-31      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Consumers Energy Co.                                         | Consumers Energy Co.                                                       | CUSIP: 210518DW3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111673.68    | 0.01%             | 2029-05-30      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| BlackRock Funds III                                          | BlackRock Cash Funds: Institutional, SL Agency Shares                      | CUSIP: 066922519<br>LEI: 549300JDHS1T46VWOG19 | Long             | STIV             | RF                | US        |    267855 | NS      | $267988.94    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                  | Toronto-Dominion Bank (The)                                                | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |      1583 | NS      | $330221.00    | 0.04%             | 2025-11-05      | Fixed         | 9.18%                 | No            | 2                  | On Loan: No      |
| L3Harris Technologies, Inc.                                  | L3Harris Technologies, Inc.                                                | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17616.77     | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Air Lease Corp.                                              | Air Lease Corp.                                                            | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     33000 | PA      | $30730.28     | 0.00%             | 2030-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| M&T Bank Corp.                                               | M&T Bank Corp.                                                             | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    290000 | PA      | $294001.23    | 0.04%             | 2036-01-16      | Variable      | 5.38%                 | No            | 2                  | On Loan: No      |
| Atrium Hotel Portfolio Trust                                 | Atrium Hotel Portfolio Trust, Series 2025-ATRM, Class A                    | CUSIP: 049917AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123000 | PA      | $122973.12    | 0.01%             | 2042-08-15      | Floating      | 5.80%                 | No            | 2                  | On Loan: No      |
| Aurubis AG                                                   | Aurubis AG                                                                 | CUSIP: N/A<br>LEI: 5299005SHIN9ZK7GW242       | Long             | EC               | CORP              | DE        |       238 | NS      | $29853.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bally's Corp.                                                | Bally's Corp., Facility 1st Lien Term Loan B                               | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |    144979 | PA      | $140509.02    | 0.02%             | 2028-10-02      | Variable      | 7.84%                 | No            | 2                  | On Loan: No      |
| Galaxy US Opco, Inc.                                         | Galaxy US Opco, Inc., 1st Lien Term Loan                                   | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99625 | PA      | $90223.48     | 0.01%             | 2030-07-31      | Variable      | 6.31%                 | No            | 2                  | On Loan: No      |
| Elisa OYJ                                                    | Elisa OYJ                                                                  | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |       668 | NS      | $35062.17     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                              | Citigroup, Inc.                                                            | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    495000 | PA      | $507778.62    | 0.06%             | 2030-02-13      | Variable      | 5.17%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDIT                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2258000 | PA      | $-22970.92    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| USI, Inc.                                                    | USI, Inc., 1st Lien Term Loan                                              | CUSIP: 90351NAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    333516 | PA      | $332982.62    | 0.04%             | 2030-09-27      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                         | JPMorgan Chase & Co.                                                       | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    323000 | PA      | $333618.64    | 0.04%             | 2035-07-22      | Variable      | 5.29%                 | No            | 2                  | On Loan: No      |
| Baxter International, Inc.                                   | Baxter International, Inc.                                                 | CUSIP: 071813CB3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6017.67      | 0.00%             | 2031-04-01      | Fixed         | 1.73%                 | No            | 2                  | On Loan: No      |
| Extra Space Storage LP                                       | Extra Space Storage LP                                                     | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    671000 | PA      | $693017.32    | 0.08%             | 2028-04-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Societe Generale SA                                                        | CUSIP: 83371T509<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       366 | NS      | $249543.47    | 0.03%             | 2025-11-06      | Fixed         | 36.33%                | No            | 2                  | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                                             | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39088.20     | 0.00%             | 2036-09-16      | Variable      | 2.48%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    123000 | PA      | $388.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bright Horizons Family Solutions LLC                         | Bright Horizons Family Solutions LLC, 1st Lien Term Loan B                 | CUSIP: 10919RAR0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    235034 | PA      | $235769.34    | 0.03%             | 2032-08-23      | Variable      | 5.91%                 | No            | 2                  | On Loan: No      |
| AppLovin Corp.                                               | AppLovin Corp.                                                             | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    828000 | PA      | $847049.14    | 0.10%             | 2029-12-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                 | BX Commercial Mortgage Trust, Series 2020-VIV4, Class A                    | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    790000 | PA      | $729663.51    | 0.09%             | 2044-03-09      | Fixed         | 2.84%                 | No            | 2                  | On Loan: No      |
| DigiCo Infrastructure REIT                                   | DigiCo Infrastructure REIT                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     23757 | NS      | $41764.76     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                        | NextEra Energy Capital Holdings, Inc.                                      | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44180.33     | 0.01%             | 2032-01-15      | Fixed         | 2.44%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                     | BX Trust, Series 2024-PAT, Class C                                         | CUSIP: 05612FAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144000 | PA      | $144540.96    | 0.02%             | 2041-03-15      | Floating      | 8.59%                 | No            | 2                  | On Loan: No      |
| Eyecare Partners LLC                                         | EyeCare Partners LLC, 1st Lien Term Loan B                                 | CUSIP: 30233PAT7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     96699 | PA      | $60781.90     | 0.01%             | 2028-11-30      | Variable      | 5.23%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                           | J.P. Morgan Structured Products BV, Series 354B                            | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       906 | NS      | $187929.77    | 0.02%             | 2025-10-22      | Fixed         | 28.20%                | No            | 2                  | On Loan: No      |
| Merlin Properties Socimi SA                                  | Merlin Properties Socimi SA                                                | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | EC               | CORP              | ES        |     11618 | NS      | $175939.87    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Digital Realty Trust, Inc.                                   | Digital Realty Trust, Inc.                                                 | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      1635 | NS      | $282658.80    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Primo Brands Corp.                                           | Primo Brands Corp., 1st Lien Term Loan                                     | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    177034 | PA      | $176938.31    | 0.02%             | 2028-03-31      | Variable      | 6.55%                 | No            | 2                  | On Loan: No      |
| Coloplast A/S                                                | Coloplast A/S, Class B                                                     | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Long             | EC               | CORP              | DK        |       602 | NS      | $51886.45     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                           | Crown Castle, Inc.                                                         | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33394.82     | 0.00%             | 2033-05-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Global Payments, Inc.                                        | Global Payments, Inc.                                                      | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     73000 | PA      | $69326.94     | 0.01%             | 2029-08-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| OQ Chemicals International Holding GmbH                      | OQ Chemicals International Holding GmbH, 1st Lien Term Loan B2             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |    112524 | PA      | $103333.75    | 0.01%             | 2031-04-08      | Variable      | 8.64%                 | No            | 2                  | On Loan: No      |
| Mastercard, Inc.                                             | Mastercard, Inc., Class A                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       920 | NS      | $523305.20    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Zelis Cost Management Buyer, Inc.                            | Zelis Cost Management Buyer, Inc., 1st Lien Term Loan B2                   | CUSIP: 98932TAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    207673 | PA      | $207066.84    | 0.02%             | 2029-09-28      | Variable      | 7.07%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions, Inc.                                     | Motorola Solutions, Inc.                                                   | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    482000 | PA      | $496746.80    | 0.06%             | 2032-08-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                              | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    684000 | PA      | $640688.10    | 0.08%             | 2030-02-07      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Mill City Mortgage Loan Trust                                | Mill City Mortgage Loan Trust, Series 2023-NQM1, Class A1                  | CUSIP: 59980DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107937 | PA      | $108026.69    | 0.01%             | 2067-10-25      | Variable      | 6.05%                 | No            | 2                  | On Loan: No      |
| Expand Energy Corp.                                          | Expand Energy Corp.                                                        | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    171000 | PA      | $175755.66    | 0.02%             | 2035-01-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                        | Clydesdale Acquisition Holdings, Inc., Delayed Draw 1st Lien Term Loan B   | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      5324 | PA      | $5314.41      | 0.00%             | 2032-04-01      | Variable      | 7.41%                 | No            | 2                  | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                    | Aptiv Swiss Holdings Ltd.                                                  | CUSIP: 03835VAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    198000 | PA      | $198335.22    | 0.02%             | 2029-03-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| M&T Bank Corp.                                               | M&T Bank Corp.                                                             | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    508000 | PA      | $520246.08    | 0.06%             | 2031-07-08      | Variable      | 5.18%                 | No            | 2                  | On Loan: No      |
| Rexel SA                                                     | Rexel SA                                                                   | CUSIP: N/A<br>LEI: 969500N6AVPA51648T62       | Long             | EC               | CORP              | FR        |      1187 | NS      | $39079.89     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                              | Citigroup, Inc.                                                            | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    205000 | PA      | $205110.82    | 0.02%             | 2031-09-11      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| Akzo Nobel NV                                                | Akzo Nobel NV                                                              | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |       499 | NS      | $35612.49     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                               | Broadcom, Inc.                                                             | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82406.87     | 0.01%             | 2029-07-12      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Nutrien Ltd.                                                 | Nutrien Ltd.                                                               | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $18846.47     | 0.00%             | 2030-05-13      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     15000 | PA      | $-178.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                               | BNP Paribas SA                                                             | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      1454 | NS      | $132986.91    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Calpine Corp.                                                | Calpine Corp.                                                              | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    657000 | PA      | $657335.07    | 0.08%             | 2028-03-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Rio Tinto Finance USA plc                                    | Rio Tinto Finance USA plc                                                  | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $92228.07     | 0.01%             | 2030-03-14      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |     32797 | PA      | $449.74       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                | Nomura Bank International plc                                              | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     12585 | NS      | $355340.72    | 0.04%             | 2025-10-22      | Fixed         | 16.24%                | No            | 2                  | On Loan: No      |
| Ellington Financial Mortgage Trust                           | Ellington Financial Mortgage Trust, Series 2025-NQM2, Class A1             | CUSIP: 281917AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    930374 | PA      | $938253.47    | 0.11%             | 2070-06-25      | Variable      | 5.60%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust               | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM4, Class A1 | CUSIP: 617945AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    724448 | PA      | $730487.23    | 0.09%             | 2070-06-25      | Variable      | 5.59%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                                             | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    845000 | PA      | $872540.65    | 0.10%             | 2031-04-17      | Variable      | 5.19%                 | No            | 2                  | On Loan: No      |
| DIRECTV Financing LLC                                        | DIRECTV Financing LLC, 1st Lien Term Loan                                  | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     18756 | PA      | $18758.45     | 0.00%             | 2027-08-02      | Variable      | 9.57%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |     49000 | PA      | $385.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NatWest Group plc                                            | NatWest Group plc                                                          | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    573000 | PA      | $583639.02    | 0.07%             | 2028-03-01      | Variable      | 5.58%                 | No            | 2                  | On Loan: No      |
| Ventas Realty LP                                             | Ventas Realty LP                                                           | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63331.61     | 0.01%             | 2026-10-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.                  | Taiwan Semiconductor Manufacturing Co. Ltd.                                | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |     49000 | NS      | $2128453.53   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Paramount Global                                             | Paramount Global                                                           | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52911.55     | 0.01%             | 2062-03-30      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| Herschend Entertainment Co. LLC                              | Herschend Entertainment Co. LLC, 1st Lien Term Loan                        | CUSIP: 42778EAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    157605 | PA      | $158032.11    | 0.02%             | 2032-05-27      | Variable      | 7.41%                 | 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        |    188763 | PA      | $183194.38    | 0.02%             | 2027-11-24      | Variable      | 8.26%                 | No            | 2                  | On Loan: No      |
| FS KKR Capital Corp.                                         | FS KKR Capital Corp.                                                       | CUSIP: 302635AQ0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    578000 | PA      | $572655.54    | 0.07%             | 2031-01-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC                                   | AerCap Ireland Capital DAC                                                 | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    250000 | PA      | $245621.20    | 0.03%             | 2026-10-29      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| DTE Electric Co.                                             | DTE Electric Co., Series A                                                 | CUSIP: 250847EB2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     23000 | PA      | $26005.77     | 0.00%             | 2036-06-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                      | BNP Paribas Issuance BV                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      1137 | NS      | $281724.18    | 0.03%             | 2025-10-15      | Fixed         | 13.84%                | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                            | CIFC Funding Ltd., Series 2019-5A, Class A1R2                              | CUSIP: 12554XAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2400000 | PA      | $2408112.00   | 0.29%             | 2038-10-15      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| BE Semiconductor Industries NV                               | BE Semiconductor Industries NV                                             | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Long             | EC               | CORP              | NL        |       380 | NS      | $56897.62     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Enbridge, Inc.                                               | Enbridge, Inc., Series 20-A                                                | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    335000 | PA      | $338220.36    | 0.04%             | 2080-07-15      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| Kia Corp.                                                    | Kia Corp.                                                                  | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |      6957 | NS      | $499351.87    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Citadel Securities Global Holdings LLC                       | Citadel Securities Global Holdings LLC, Facility 1st Lien Term Loan        | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    243165 | PA      | $243561.00    | 0.03%             | 2031-10-31      | Variable      | 6.16%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                         | American Tower Corp.                                                       | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11709.19     | 0.00%             | 2026-09-15      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| Yamaha Motor Co. Ltd.                                        | Yamaha Motor Co. Ltd.                                                      | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Long             | EC               | CORP              | JP        |      4500 | NS      | $33692.68     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EastGroup Properties, Inc.                                   | EastGroup Properties, Inc.                                                 | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      1520 | NS      | $257275.20    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Oracle Corp.                                                 | Oracle Corp.                                                               | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224889.61    | 0.03%             | 2030-09-26      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                         | American Tower Corp.                                                       | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    132000 | PA      | $116629.63    | 0.01%             | 2031-09-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Industria de Diseno Textil SA                                | Industria de Diseno Textil SA                                              | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |      5227 | NS      | $289282.25    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Lasertec Corp.                                               | Lasertec Corp.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       400 | NS      | $54722.01     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Lockheed Martin Corp.                                        | Lockheed Martin Corp.                                                      | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22203.14     | 0.00%             | 2034-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| AEP Transmission Co. LLC                                     | AEP Transmission Co. LLC                                                   | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56904.45     | 0.01%             | 2035-06-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Cie de Saint-Gobain SA                                       | Cie de Saint-Gobain SA                                                     | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |       692 | NS      | $74979.28     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                        | NextEra Energy Capital Holdings, Inc.                                      | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297476.23    | 0.04%             | 2027-05-01      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Hess Corp.                                                   | Hess Corp.                                                                 | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    467000 | PA      | $468542.15    | 0.06%             | 2027-04-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Societe Generale SA                                                        | CUSIP: 83371P580<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      3311 | NS      | $132479.87    | 0.02%             | 2025-10-23      | Fixed         | 22.72%                | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     70000 | PA      | $179.91       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ares Capital Corp.                                           | Ares Capital Corp.                                                         | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    183000 | PA      | $189067.93    | 0.02%             | 2029-07-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Raven Acquisition Holdings LLC                               | Raven Acquisition Holdings LLC, Delayed Draw 1st Lien Term Loan            | CUSIP: 75419XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6914 | PA      | $6909.29      | 0.00%             | 2031-11-19      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                | Comcast Corp.                                                              | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     29000 | PA      | $27192.78     | 0.00%             | 2030-02-01      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| StubHub HoldCo Sub LLC                                       | StubHub Holdco Sub LLC, 1st Lien Term Loan B                               | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |    403644 | PA      | $399438.49    | 0.05%             | 2030-03-15      | Variable      | 9.07%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy, Inc.                                     | Diamondback Energy, Inc.                                                   | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    270000 | PA      | $275638.25    | 0.03%             | 2034-04-18      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     38000 | PA      | $300.85       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                        | Bank of America Corp.                                                      | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1056000 | PA      | $1046319.15   | 0.13%             | 2028-07-21      | Variable      | 3.59%                 | No            | 2                  | On Loan: No      |
| SPX FLOW, Inc.                                               | SPX FLOW, Inc., 1st Lien Term Loan                                         | CUSIP: 78470DAW8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    476651 | PA      | $478438.84    | 0.06%             | 2029-04-05      | Variable      | 6.91%                 | No            | 2                  | On Loan: No      |
| UNITE Group plc (The)                                        | UNITE Group plc (The)                                                      | CUSIP: N/A<br>LEI: 213800BBUUWVDH9YI827       | Long             | EC               | CORP              | GB        |     16135 | NS      | $156267.72    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Atmos Energy Corp.                                           | Atmos Energy Corp.                                                         | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       439 | NS      | $74959.25     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Range Resources Corp.                                        | Range Resources Corp.                                                      | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |      1001 | NS      | $37677.64     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       621 | NS      | $120506.52    | 0.01%             | 2025-10-29      | Fixed         | 14.89%                | No            | 2                  | On Loan: No      |
| Ventas Realty LP                                             | Ventas Realty LP                                                           | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124953.72    | 0.02%             | 2034-07-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Vistra Corp.                                                 | Vistra Corp.                                                               | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    320000 | PA      | $327314.56    | 0.04%             | 2026-10-15      | Variable      | 8.00%                 | No            | 2                  | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                         | Cheniere Corpus Christi Holdings LLC                                       | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     82000 | PA      | $79691.11     | 0.01%             | 2029-11-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Federal Realty Investment Trust                              | Federal Realty Investment Trust                                            | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |      1313 | NS      | $133020.03    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Ipsen SA                                                     | Ipsen SA                                                                   | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |       217 | NS      | $29137.95     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Stonepeak Nile Parent LLC                                    | Stonepeak Nile Parent LLC, 1st Lien Term Loan                              | CUSIP: 86184XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     93000 | PA      | $92883.75     | 0.01%             | 2032-04-09      | Variable      | 6.01%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                           | Crown Castle, Inc.                                                         | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34325.34     | 0.00%             | 2027-03-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                        | Bank of America Corp.                                                      | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    263000 | PA      | $266360.23    | 0.03%             | 2030-07-26      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                      | CenterPoint Energy Houston Electric LLC                                    | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111172.27    | 0.01%             | 2035-03-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                               | Southern California Edison Co., Series B                                   | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    193000 | PA      | $189659.37    | 0.02%             | 2028-03-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     30000 | PA      | $91.04        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Societe Generale SA                                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      2003 | NS      | $141465.30    | 0.02%             | 2025-10-23      | Fixed         | 19.16%                | No            | 2                  | On Loan: No      |
| Mill City Mortgage Loan Trust                                | Mill City Mortgage Loan Trust, Series 2023-NQM2, Class A1                  | CUSIP: 59981CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    161753 | PA      | $162052.58    | 0.02%             | 2067-12-25      | Variable      | 6.24%                 | No            | 2                  | On Loan: No      |
| Flutter Financing BV                                         | Flutter Financing BV, 1st Lien Term Loan B                                 | CUSIP: N3313EAG5<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    573205 | PA      | $570769.08    | 0.07%             | 2030-12-02      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| Becton Dickinson & Co.                                       | Becton Dickinson & Co.                                                     | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       219 | NS      | $40990.23     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Filtration Group Corp.                                       | Filtration Group Corp., 1st Lien Term Loan                                 | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |    552277 | PA      | $554347.81    | 0.07%             | 2028-10-23      | Variable      | 6.91%                 | No            | 2                  | On Loan: No      |
| Sabre GLBL, Inc.                                             | Sabre GLBL, Inc., 1st Lien Term Loan B1                                    | CUSIP: 78571YBG4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     32769 | PA      | $30966.50     | 0.00%             | 2027-12-17      | Variable      | 7.78%                 | No            | 2                  | On Loan: No      |
| Glencore Funding LLC                                         | Glencore Funding LLC                                                       | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    440000 | PA      | $457931.32    | 0.06%             | 2034-04-04      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Honda Motor Co. Ltd.                                         | Honda Motor Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |     93100 | NS      | $960729.46    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Williams Cos., Inc. (The)                                    | Williams Cos., Inc. (The)                                                  | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99321.00     | 0.01%             | 2027-06-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Mitsubishi Estate Co. Ltd.                                   | Mitsubishi Estate Co. Ltd.                                                 | CUSIP: N/A<br>LEI: 353800KOFMRGOXSJ5Z65       | Long             | EC               | CORP              | JP        |      4300 | NS      | $98830.53     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     10000 | PA      | $-26.63       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust                       | Velocity Commercial Capital Loan Trust, Series 2025-3, Class A             | CUSIP: 92262RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    473888 | PA      | $477996.64    | 0.06%             | 2055-06-25      | Variable      | 5.87%                 | No            | 2                  | On Loan: No      |
| Baltimore Gas & Electric Co.                                 | Baltimore Gas & Electric Co.                                               | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12533.30     | 0.00%             | 2031-06-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Orion OYJ                                                    | Orion OYJ, Class B                                                         | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |      1011 | NS      | $77617.95     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Motorola Solutions, Inc.                                     | Motorola Solutions, Inc.                                                   | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    355000 | PA      | $363495.29    | 0.04%             | 2029-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Synopsys, Inc.                                               | Synopsys, Inc.                                                             | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    475000 | PA      | $483821.16    | 0.06%             | 2030-04-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Blackstone Secured Lending Fund                              | Blackstone Secured Lending Fund                                            | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    108000 | PA      | $102257.29    | 0.01%             | 2028-09-30      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                      | BNP Paribas Issuance BV                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      7093 | NS      | $678185.10    | 0.08%             | 2025-10-16      | Fixed         | 11.26%                | No            | 2                  | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                | Dynasty Acquisition Co., Inc., 1st Lien Term Loan B2                       | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    202728 | PA      | $202717.47    | 0.02%             | 2031-10-31      | Variable      | 6.16%                 | No            | 2                  | On Loan: No      |
| LKQ Corp.                                                    | LKQ Corp.                                                                  | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      4760 | NS      | $145370.40    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Prologis LP                                                  | Prologis LP                                                                | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     73000 | PA      | $74173.67     | 0.01%             | 2034-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group plc                                     | Lloyds Banking Group plc                                                   | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $262743.00    | 0.03%             | 2026-06-27      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| HSBC USA, Inc.                                               | HSBC USA, Inc.                                                             | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   1068000 | PA      | $1083102.73   | 0.13%             | 2028-06-03      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Dayforce, Inc.                                               | Dayforce, Inc., 1st Lien Term Loan B                                       | CUSIP: 23958CAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    429653 | PA      | $429653.06    | 0.05%             | 2031-03-01      | Variable      | 6.31%                 | No            | 3                  | On Loan: No      |
| Amcor Flexibles North America, Inc.                          | Amcor Flexibles North America, Inc.                                        | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    375000 | PA      | $386140.21    | 0.05%             | 2035-03-17      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Genuine Parts Co.                                            | Genuine Parts Co.                                                          | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      1049 | NS      | $145391.40    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Delta 2 (Lux) SARL                                           | Delta 2 (Lux) SARL, 1st Lien Term Loan B                                   | CUSIP: L2465BAW6<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |    370855 | PA      | $370740.36    | 0.04%             | 2031-09-30      | Variable      | 6.30%                 | No            | 2                  | On Loan: No      |
| Simon Property Group, Inc.                                   | Simon Property Group, Inc.                                                 | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      1820 | NS      | $341559.40    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Nomura Bank International plc                                | Nomura Bank International plc                                              | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      2553 | NS      | $122455.32    | 0.01%             | 2025-11-07      | Fixed         | 30.00%                | No            | 2                  | On Loan: No      |
| Freeport-McMoRan, Inc.                                       | Freeport-McMoRan, Inc.                                                     | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    303000 | PA      | $301230.40    | 0.04%             | 2028-03-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Chobani LLC                                                  | Chobani LLC, 1st Lien Term Loan                                            | CUSIP: 17026YAK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    549687 | PA      | $550945.85    | 0.07%             | 2027-10-25      | Variable      | 6.76%                 | No            | 2                  | On Loan: No      |
| AppLovin Corp.                                               | AppLovin Corp.                                                             | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    720000 | PA      | $743217.29    | 0.09%             | 2034-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                            | CIFC Funding 2020-III Ltd., Series 2020-3A, Class BR                       | CUSIP: 12560EAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2004220.40   | 0.24%             | 2034-10-20      | Floating      | 6.24%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDIT                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1190000 | PA      | $-14796.28    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chariot Buyer LLC                                            | Chariot Buyer LLC, 1st Lien Term Loan                                      | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    542332 | PA      | $542559.87    | 0.07%             | 2032-09-08      | Variable      | 7.22%                 | No            | 2                  | On Loan: No      |
| Essential Properties Realty Trust, Inc.                      | Essential Properties Realty Trust, Inc.                                    | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |      5550 | NS      | $165168.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Hewlett Packard Enterprise Co.                               | Hewlett Packard Enterprise Co.                                             | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      2019 | NS      | $49586.64     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Pike Corp.                                                   | Pike Corp., 1st Lien Term Loan                                             | CUSIP: 72108PAR5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | LON              | CORP              | US        |    189203 | PA      | $190122.25    | 0.02%             | 2028-01-21      | Variable      | 7.28%                 | No            | 2                  | On Loan: No      |
| CaixaBank SA                                                 | CaixaBank SA                                                               | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    649000 | PA      | $653543.71    | 0.08%             | 2029-07-03      | Variable      | 4.63%                 | No            | 2                  | On Loan: No      |
| White Cap Supply Holdings LLC                                | White Cap Supply Holdings LLC, Facility 1st Lien Term Loan C               | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    698339 | PA      | $698192.51    | 0.08%             | 2029-10-19      | Variable      | 7.42%                 | No            | 2                  | On Loan: No      |
| FNB Corp.                                                    | FNB Corp.                                                                  | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    380000 | PA      | $385869.60    | 0.05%             | 2030-12-11      | Variable      | 5.72%                 | No            | 2                  | On Loan: No      |
| Digicel International Finance Ltd.                           | Digicel International Finance Ltd., 1st Lien Term Loan                     | CUSIP: G2761UAC5<br>LEI: N/A                  | Long             | LON              | CORP              | JM        |    116000 | PA      | $115855.00    | 0.01%             | 2032-08-09      | Variable      | 9.49%                 | No            | 2                  | On Loan: No      |
| Severn Trent plc                                             | Severn Trent plc                                                           | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |      1392 | NS      | $48534.27     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Generac Power Systems, Inc.                                  | Generac Power Systems, Inc., 1st Lien Term Loan                            | CUSIP: 36874VAQ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99000 | PA      | $99371.25     | 0.01%             | 2031-06-12      | Variable      | 6.03%                 | No            | 2                  | On Loan: No      |
| OBX Trust                                                    | OBX Trust, Series 2022-NQM9, Class A1A                                     | CUSIP: 67118LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    858542 | PA      | $856520.00    | 0.10%             | 2062-09-25      | Variable      | 6.45%                 | No            | 2                  | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                         | Clear Channel Outdoor Holdings, Inc., 1st Lien Term Loan                   | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |     47907 | PA      | $47942.69     | 0.01%             | 2028-08-23      | Variable      | 8.28%                 | No            | 2                  | On Loan: No      |
| Orix JREIT, Inc.                                             | Orix JREIT, Inc.                                                           | CUSIP: N/A<br>LEI: 353800WVNTBIU65TA247       | Long             | EC               | CORP              | JP        |        96 | NS      | $65091.63     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Amcor Flexibles North America, Inc.                          | Amcor Flexibles North America, Inc.                                        | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    188000 | PA      | $190107.83    | 0.02%             | 2028-03-17      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Eni SpA                                                      | Eni SpA                                                                    | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |     10170 | NS      | $177935.33    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Vinci SA                                                     | Vinci SA                                                                   | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |      3457 | NS      | $480426.07    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Johnson Controls International plc                           | Johnson Controls International plc                                         | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |       583 | NS      | $64100.85     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Pregis TopCo LLC                                             | Pregis Topco LLC, 1st Lien Term Loan                                       | CUSIP: 74045BAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    134944 | PA      | $135787.68    | 0.02%             | 2029-02-01      | Variable      | 8.16%                 | No            | 2                  | On Loan: No      |
| Axalta Coating Systems US Holdings, Inc.                     | Axalta Coating Systems US Holdings, Inc., Facility 1st Lien Term Loan B7   | CUSIP: 90347BAP3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    329750 | PA      | $330745.40    | 0.04%             | 2029-12-20      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                          | Realty Income Corp.                                                        | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     96000 | PA      | $90873.67     | 0.01%             | 2031-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| NiSource, Inc.                                               | NiSource, Inc.                                                             | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    106000 | PA      | $109134.20    | 0.01%             | 2034-04-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Teradyne, Inc.                                               | Teradyne, Inc.                                                             | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       377 | NS      | $51890.28     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| nVent Electric plc                                           | nVent Electric plc                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       115 | NS      | $11343.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BFLD Commercial Mortgage Trust                               | BFLD Commercial Mortgage Trust, Series 2025-5MW, Class A                   | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249559.05    | 0.03%             | 2042-10-10      | Variable      | 4.67%                 | No            | 2                  | On Loan: No      |
| Assurant, Inc.                                               | Assurant, Inc.                                                             | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      4818 | NS      | $1043578.80   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Gryphon Debt Merger Sub, Inc.                                | Gryphon Debt Merger Sub, Inc., 1st Lien Term Loan                          | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    135000 | PA      | $135295.65    | 0.02%             | 2032-09-13      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| Molina Healthcare, Inc.                                      | Molina Healthcare, Inc.                                                    | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       242 | NS      | $46309.12     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Fiserv, Inc.                                                 | Fiserv, Inc.                                                               | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80956.21     | 0.01%             | 2034-08-12      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Anticimex Global AB                                          | Anticimex Global AB, 1st Lien Term Loan B6                                 | CUSIP: 03703HAB2<br>LEI: 54930005SBU6WYFBEB41 | Long             | LON              | CORP              | SE        |    109446 | PA      | $109610.10    | 0.01%             | 2028-11-16      | Variable      | 7.76%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                              | TransDigm, Inc., 1st Lien Term Loan L                                      | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    149490 | PA      | $149386.85    | 0.02%             | 2032-01-19      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                                  | Asurion LLC, 1st Lien Term Loan B13                                        | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    310262 | PA      | $308065.28    | 0.04%             | 2030-09-19      | Variable      | 8.41%                 | No            | 2                  | On Loan: No      |
| Globe Life, Inc.                                             | Globe Life, Inc.                                                           | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      1890 | NS      | $270213.30    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CommonSpirit Health                                          | CommonSpirit Health                                                        | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     69000 | PA      | $66641.75     | 0.01%             | 2029-10-01      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                           | T-Mobile USA, Inc.                                                         | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     91000 | PA      | $101759.88    | 0.01%             | 2033-12-15      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| INEOS US Finance LLC                                         | INEOS US Finance LLC, 1st Lien Term Loan                                   | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |     64240 | PA      | $57976.62     | 0.01%             | 2030-02-18      | Variable      | 7.41%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                              | Citigroup, Inc., Series X                                                  | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    174000 | PA      | $172392.57    | 0.02%             | 2026-02-18      | Variable      | 3.88%                 | No            | 2                  | On Loan: No      |
| MFA Trust                                                    | MFA Trust, Series 2023-NQM2, Class A1                                      | CUSIP: 55285WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280225 | PA      | $277627.32    | 0.03%             | 2068-03-25      | Variable      | 4.40%                 | No            | 2                  | On Loan: No      |
| NEXTDC Ltd.                                                  | NEXTDC Ltd.                                                                | CUSIP: N/A<br>LEI: 529900RTERU3X7G3D672       | Long             | EC               | CORP              | AU        |      8598 | NS      | $96458.58     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Teleperformance SE                                           | Teleperformance SE                                                         | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | EC               | CORP              | FR        |       284 | NS      | $21212.92     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| General Motors Co.                                           | General Motors Co.                                                         | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    245000 | PA      | $250673.50    | 0.03%             | 2028-04-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                        | Bank of America Corp., Series FIX                                          | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    933000 | PA      | $962935.58    | 0.12%             | 2031-01-24      | Variable      | 5.16%                 | No            | 2                  | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                         | Hartford Insurance Group, Inc. (The)                                       | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      1420 | NS      | $189413.80    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Herc Holdings, Inc.                                          | Herc Holdings, Inc., 1st Lien Term Loan                                    | CUSIP: 42705FAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     51000 | PA      | $51191.25     | 0.01%             | 2032-06-02      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| LoanCore 2025 Issuer LLC                                     | LoanCore 2025 Issuer LLC, Series 2025-CRE8, Class A                        | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    630000 | PA      | $631168.37    | 0.08%             | 2042-08-17      | Floating      | 5.53%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                             | Deutsche Bank AG                                                           | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    540000 | PA      | $545106.67    | 0.07%             | 2031-08-04      | Variable      | 4.95%                 | No            | 2                  | On Loan: No      |
| Hewlett Packard Enterprise Co.                               | Hewlett Packard Enterprise Co.                                             | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     94000 | PA      | $94508.94     | 0.01%             | 2029-10-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Invincible Investment Corp.                                  | Invincible Investment Corp.                                                | CUSIP: N/A<br>LEI: 353800JY6M2692VAV685       | Long             | EC               | CORP              | JP        |       212 | NS      | $96671.81     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                         | Anheuser-Busch InBev Worldwide, Inc.                                       | CUSIP: 035240AF7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     57000 | PA      | $62170.50     | 0.01%             | 2035-06-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Societe Generale SA                                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       586 | NS      | $110524.42    | 0.01%             | 2025-11-06      | Fixed         | 13.19%                | No            | 2                  | On Loan: No      |
| CK Asset Holdings Ltd.                                       | CK Asset Holdings Ltd.                                                     | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |     19500 | NS      | $94440.54     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Baldwin Insurance Group Holdings LLC                         | Baldwin Insurance Group Holdings LLC (The), 1st Lien Term Loan B2          | CUSIP: 05825HAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    169243 | PA      | $169102.53    | 0.02%             | 2031-05-26      | Variable      | 6.64%                 | No            | 2                  | On Loan: No      |
| Planview Parent, Inc.                                        | Planview Parent, Inc., 1st Lien Term Loan B                                | CUSIP: 72751PAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     57500 | PA      | $56541.19     | 0.01%             | 2027-12-17      | Variable      | 7.51%                 | No            | 2                  | On Loan: No      |
| Raiffeisen Bank International AG                             | Raiffeisen Bank International AG                                           | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | EC               | CORP              | AT        |       949 | NS      | $32866.70     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| COLT Mortgage Loan Trust                                     | COLT Mortgage Loan Trust, Series 2022-5, Class A1                          | CUSIP: 19688LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197407 | PA      | $196698.16    | 0.02%             | 2067-04-25      | Variable      | 4.55%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                        | NextEra Energy Capital Holdings, Inc.                                      | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     57000 | PA      | $58221.04     | 0.01%             | 2033-02-28      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Nasdaq, Inc.                                                 | Nasdaq, Inc.                                                               | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    149000 | PA      | $153632.89    | 0.02%             | 2028-06-28      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Ballyrock CLO 27 Ltd.                                        | Ballyrock CLO 27 Ltd., Series 2024-27A, Class A1A                          | CUSIP: 05874UAA3<br>LEI: 254900WCB773D35B5908 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1504205.85   | 0.18%             | 2037-10-25      | Floating      | 5.67%                 | No            | 2                  | On Loan: No      |
| CCC Intelligent Solutions, Inc.                              | CCC Intelligent Solutions, Inc., 1st Lien Term Loan                        | CUSIP: 12511BAC6<br>LEI: 5493006JEEL9RIWY5T17 | Long             | LON              | CORP              | US        |    529469 | PA      | $528643.49    | 0.06%             | 2032-01-23      | Variable      | 6.16%                 | No            | 2                  | On Loan: No      |
| Regatta XXIV Funding Ltd.                                    | Regatta XXIV Funding Ltd., Series 2021-5A, Class AR                        | CUSIP: 75889HAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004003.40   | 0.12%             | 2038-01-20      | Floating      | 5.65%                 | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                          | Intesa Sanpaolo SpA                                                        | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $400870.02    | 0.05%             | 2026-01-15      | Fixed         | 5.71%                 | No            | 2                  | On Loan: No      |
| Koninklijke KPN NV                                           | Koninklijke KPN NV                                                         | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |    234148 | NS      | $1123802.59   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Bayer AG                                                     | Bayer AG (Registered)                                                      | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |      1871 | NS      | $62287.74     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                             | Deutsche Bank AG                                                           | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    240000 | PA      | $234741.49    | 0.03%             | 2028-01-07      | Variable      | 2.55%                 | No            | 2                  | On Loan: No      |
| Croda International plc                                      | Croda International plc                                                    | CUSIP: N/A<br>LEI: 2138004WCNBFJEEOXV26       | Long             | EC               | CORP              | GB        |       686 | NS      | $25005.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Solventum Corp.                                              | Solventum Corp.                                                            | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |       355 | NS      | $25915.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Home Depot, Inc. (The)                                       | Home Depot, Inc. (The)                                                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      2291 | NS      | $928290.29    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Dell International LLC                                       | Dell International LLC                                                     | CUSIP: 24703DBT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $263815.35    | 0.03%             | 2032-10-06      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                           | Altria Group, Inc.                                                         | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    704000 | PA      | $619710.28    | 0.07%             | 2032-02-04      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Guardian US Holdco LLC                                       | Guardian US Holdco LLC, 1st Lien Term Loan                                 | CUSIP: 40147EAB5<br>LEI: 254900OSYC6XQ21DY128 | Long             | LON              | CORP              | US        |     59395 | PA      | $59382.99     | 0.01%             | 2030-01-31      | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| Raven Acquisition Holdings LLC                               | Raven Acquisition Holdings LLC, 1st Lien Term Loan                         | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     92494 | PA      | $92436.36     | 0.01%             | 2031-11-19      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                   | Pacific Gas & Electric Co.                                                 | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    444000 | PA      | $395560.53    | 0.05%             | 2031-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| PECO Energy Co.                                              | PECO Energy Co.                                                            | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86805.99     | 0.01%             | 2033-06-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| PG&E Corp.                                                   | PG&E Corp.                                                                 | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     88000 | PA      | $86780.77     | 0.01%             | 2030-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                      | BNP Paribas Issuance BV                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       945 | NS      | $397981.15    | 0.05%             | 2025-10-31      | Fixed         | 11.33%                | No            | 2                  | On Loan: No      |
| AXA SA                                                       | AXA SA                                                                     | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |      6401 | NS      | $306960.03    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Whatabrands LLC                                              | Whatabrands LLC, 1st Lien Term Loan B                                      | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |    193173 | PA      | $193271.53    | 0.02%             | 2028-08-03      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                          | Kinder Morgan, Inc.                                                        | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    355000 | PA      | $366001.32    | 0.04%             | 2034-02-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                          | Realty Income Corp.                                                        | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71181.55     | 0.01%             | 2035-04-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Hilcorp Energy I LP                                          | Hilcorp Energy I LP, 1st Lien Term Loan                                    | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |    143280 | PA      | $143280.00    | 0.02%             | 2030-02-06      | Variable      | 6.15%                 | No            | 2                  | On Loan: No      |
| US Foods, Inc.                                               | US Foods, Inc., 1st Lien Term Loan B                                       | CUSIP: 90351HAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    198500 | PA      | $199633.30    | 0.02%             | 2031-10-03      | Variable      | 5.91%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                      | BNP Paribas Issuance BV                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      1787 | NS      | $439409.99    | 0.05%             | 2025-10-02      | Fixed         | 18.49%                | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                              | Citigroup, Inc., Series T                                                  | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     86000 | PA      | $86542.49     | 0.01%             | 2026-08-15      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| Targa Resources Corp.                                        | Targa Resources Corp.                                                      | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    107000 | PA      | $108877.48    | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                           | Crown Castle, Inc.                                                         | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6084.50      | 0.00%             | 2028-09-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                | Comcast Corp.                                                              | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     83000 | PA      | $80299.18     | 0.01%             | 2030-04-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| VTR Commercial Mortgage Trust                                | VTR Commercial Mortgage Trust, Series 2025-STEM, Class A                   | CUSIP: 92890YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    535000 | PA      | $535000.00    | 0.06%             | 2041-10-13      | Variable      | 1.00%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                                          | Synchrony Financial                                                        | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156336.41    | 0.02%             | 2029-07-29      | Variable      | 5.02%                 | No            | 2                  | On Loan: No      |
| CenterPoint Energy Resources Corp.                           | CenterPoint Energy Resources Corp.                                         | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18463.84     | 0.00%             | 2028-03-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Aviation Capital Group LLC                                   | Aviation Capital Group LLC                                                 | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1213887.45   | 0.15%             | 2030-10-24      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                               | Broadcom, Inc.                                                             | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    590000 | PA      | $598920.03    | 0.07%             | 2030-07-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| UDR, Inc.                                                    | UDR, Inc.                                                                  | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |       723 | NS      | $26938.98     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Learfield Communications LLC                                 | Learfield Communications LLC, 1st Lien Term Loan                           | CUSIP: 00165HAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    121672 | PA      | $122736.65    | 0.01%             | 2028-06-30      | Variable      | 8.82%                 | No            | 2                  | On Loan: No      |
| Proofpoint, Inc.                                             | Proofpoint, Inc., 1st Lien Term Loan                                       | CUSIP: 74345HAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     62000 | PA      | $62161.82     | 0.01%             | 2028-08-31      | Variable      | 6.78%                 | No            | 2                  | On Loan: No      |
| Fidelity National Information Services, Inc.                 | Fidelity National Information Services, Inc.                               | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    234000 | PA      | $239805.79    | 0.03%             | 2032-07-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| MidAmerican Energy Co.                                       | MidAmerican Energy Co.                                                     | CUSIP: 595620AE5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     21000 | PA      | $22470.07     | 0.00%             | 2035-11-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                     | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    778000 | PA      | $788434.71    | 0.09%             | 2031-01-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                      | BNP Paribas Issuance BV                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      2380 | NS      | $142885.34    | 0.02%             | 2025-11-05      | Fixed         | 15.96%                | No            | 2                  | On Loan: No      |
| TICP CLO VI Ltd.                                             | TICP CLO VI Ltd., Series 2016-6A, Class BR2                                | CUSIP: 87246MAU6<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002370.00   | 0.12%             | 2034-01-15      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| Telstra Group Ltd.                                           | Telstra Group Ltd.                                                         | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |     18899 | NS      | $60252.36     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                         | JPMorgan Chase & Co.                                                       | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    668000 | PA      | $619590.13    | 0.07%             | 2031-04-22      | Variable      | 2.52%                 | No            | 2                  | On Loan: No      |
| Ares Capital Corp.                                           | Ares Capital Corp.                                                         | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    294000 | PA      | $299474.33    | 0.04%             | 2032-03-08      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                      | Citigroup Global Markets Holdings, Inc., Series DMTe                       | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |       979 | NS      | $175022.88    | 0.02%             | 2025-10-15      | Fixed         | 10.09%                | No            | 2                  | On Loan: No      |
| Trane Technologies plc                                       | Trane Technologies plc                                                     | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       277 | NS      | $116882.92    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| DGWD Trust                                                   | DGWD Trust, Series 2025-INFL, Class A                                      | CUSIP: 23347FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355000 | PA      | $355665.63    | 0.04%             | 2035-08-15      | Floating      | 5.75%                 | No            | 2                  | On Loan: No      |
| RTX Corp.                                                    | RTX Corp.                                                                  | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    131000 | PA      | $137292.10    | 0.02%             | 2029-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                                     | Angel Oak Mortgage Trust, Series 2023-5, Class A1                          | CUSIP: 03465RAA0<br>LEI: 25490044I2782VP4HJ09 | Long             | ABS-MBS          | CORP              | US        |    967816 | PA      | $962917.74    | 0.12%             | 2067-09-25      | Variable      | 4.80%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                         | Royal Bank of Canada                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      1116 | NS      | $392949.61    | 0.05%             | 2025-10-29      | Fixed         | 17.07%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc, Series DMUU                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       534 | NS      | $144153.25    | 0.02%             | 2025-10-23      | Fixed         | 13.28%                | No            | 2                  | On Loan: No      |
| Williams Cos., Inc. (The)                                    | Williams Cos., Inc. (The)                                                  | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     21470 | NS      | $1360124.50   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| CommonSpirit Health                                          | CommonSpirit Health                                                        | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    161000 | PA      | $148792.52    | 0.02%             | 2030-10-01      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                              | Intercontinental Exchange, Inc.                                            | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    122000 | PA      | $102970.93    | 0.01%             | 2032-09-15      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust | AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust               | CUSIP: 046912AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $601024.79    | 0.07%             | 2044-12-15      | Fixed         | 6.09%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                                   | Verus Securitization Trust, Series 2022-3, Class A1                        | CUSIP: 92538UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    506459 | PA      | $487534.82    | 0.06%             | 2067-02-25      | Variable      | 4.13%                 | No            | 2                  | On Loan: No      |
| L3Harris Technologies, Inc.                                  | L3Harris Technologies, Inc.                                                | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    118000 | PA      | $117623.63    | 0.01%             | 2035-04-27      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Hologic, Inc.                                                | Hologic, Inc.                                                              | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |       406 | NS      | $27400.94     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Charter Communications Operating LLC                         | Charter Communications Operating LLC                                       | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    737000 | PA      | $785433.16    | 0.09%             | 2034-06-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corp.                                        | Lockheed Martin Corp., Series B                                            | CUSIP: 539830AR0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     23000 | PA      | $25514.34     | 0.00%             | 2036-09-01      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| Ohio Power Co.                                               | Ohio Power Co., Series F                                                   | CUSIP: 199575AV3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9446.83      | 0.00%             | 2035-10-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| SWF Holdings I Corp.                                         | SWF Holdings I Corp., 1st Lien Term Loan A2                                | CUSIP: 78489HAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99852 | PA      | $81229.61     | 0.01%             | 2028-10-06      | Variable      | 8.28%                 | No            | 2                  | On Loan: No      |
| Eastman Chemical Co.                                         | Eastman Chemical Co.                                                       | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19349.00     | 0.00%             | 2029-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| RealPage, Inc.                                               | RealPage, Inc., 1st Lien Term Loan                                         | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    299159 | PA      | $298333.12    | 0.04%             | 2028-04-24      | Variable      | 7.26%                 | No            | 2                  | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                              | Telefonaktiebolaget LM Ericsson, Class B                                   | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |     12981 | NS      | $107560.66    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Wellington Management CLO 3 Ltd.                             | Wellington Management CLO 3 Ltd., Series 2024-3A, Class A1                 | CUSIP: 949575AA2<br>LEI: 2138007662K4YWZ79U31 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1003086.70   | 0.12%             | 2037-07-18      | Floating      | 5.69%                 | No            | 2                  | On Loan: No      |
| PGA Trust                                                    | PGA Trust, Series 2024-RSR2, Class A                                       | CUSIP: 69381CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $600000.00    | 0.07%             | 2039-06-15      | Floating      | 6.04%                 | No            | 2                  | On Loan: No      |
| Expedia Group, Inc.                                          | Expedia Group, Inc.                                                        | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $34696.69     | 0.00%             | 2028-02-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     20000 | PA      | $-8.33        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                         | JPMorgan Chase & Co.                                                       | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1492456.59   | 0.18%             | 2030-07-22      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                               | Broadcom, Inc.                                                             | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134769.73    | 0.02%             | 2030-10-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Alstom SA                                                    | Alstom SA                                                                  | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | EC               | CORP              | FR        |      3335 | NS      | $87265.03     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Orbcomm, Inc.                                                | Orbcomm, Inc., 1st Lien Term Loan                                          | CUSIP: 68558RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85622 | PA      | $77006.56     | 0.01%             | 2028-09-01      | Variable      | 8.53%                 | No            | 2                  | On Loan: No      |
| America Movil SAB de CV                                      | America Movil SAB de CV                                                    | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    262000 | PA      | $255363.54    | 0.03%             | 2029-04-22      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Societe Generale SA                                                        | CUSIP: 83371T608<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       600 | NS      | $145623.84    | 0.02%             | 2025-10-29      | Fixed         | 19.31%                | No            | 2                  | On Loan: No      |
| GLP Capital LP                                               | GLP Capital LP                                                             | CUSIP: 361841AP4<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    174000 | PA      | $168506.73    | 0.02%             | 2030-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Lehman Brothers Holdings, Inc.                               | Lehman Brothers Holdings, Inc., Capital Trust VII                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |     15000 | PA      | $0.00         | 0.00%             | 2049-11-01      | Fixed         | 5.88%                 | No            | 3                  | On Loan: No      |
| Celestial- Saturn Parent, Inc.                               | Celestial- Saturn Parent, Inc., 2nd Lien Term Loan                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    115000 | PA      | $114101.85    | 0.01%             | 2029-06-04      | Variable      | 10.93%                | No            | 2                  | On Loan: No      |
| LondonMetric Property plc                                    | LondonMetric Property plc                                                  | CUSIP: N/A<br>LEI: 213800OCERWWPQDURL87       | Long             | EC               | CORP              | GB        |    104986 | NS      | $257219.41    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Amynta Agency Borrower, Inc.                                 | Amynta Agency Borrower, Inc., 1st Lien Term Loan                           | CUSIP: 57810JAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    386516 | PA      | $384926.94    | 0.05%             | 2031-12-29      | Variable      | 6.91%                 | No            | 2                  | On Loan: No      |
| Brookdale Senior Living, Inc.                                | Brookdale Senior Living, Inc.                                              | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |     22322 | NS      | $189067.34    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| HCA, Inc.                                                    | HCA, Inc.                                                                  | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    341000 | PA      | $356506.72    | 0.04%             | 2035-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| LABL, Inc.                                                   | LABL, Inc., 1st Lien Term Loan B                                           | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |    305812 | PA      | $250001.52    | 0.03%             | 2028-10-30      | Variable      | 9.42%                 | No            | 2                  | On Loan: No      |
| Bank of Nova Scotia (The)                                    | Bank of Nova Scotia (The)                                                  | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |      5855 | NS      | $378595.57    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Banco Santander SA                                           | Banco Santander SA                                                         | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |     14221 | NS      | $149239.71    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                           | Energy Transfer LP                                                         | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    727000 | PA      | $705967.98    | 0.08%             | 2030-05-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                         | American Tower Corp.                                                       | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    596000 | PA      | $613276.73    | 0.07%             | 2029-02-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| GATX Corp.                                                   | GATX Corp.                                                                 | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    257000 | PA      | $260719.14    | 0.03%             | 2027-03-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                     | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72360.59     | 0.01%             | 2035-06-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                       | UBS AG                                                                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |       319 | NS      | $117386.50    | 0.01%             | 2025-10-31      | Fixed         | 10.20%                | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                | Comcast Corp.                                                              | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     37000 | PA      | $31989.73     | 0.00%             | 2031-02-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Endo Finance Holdings, Inc.                                  | Endo Finance Holdings, Inc., 1st Lien Term Loan                            | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    114710 | PA      | $114877.80    | 0.01%             | 2031-04-23      | Variable      | 8.16%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                         | Royal Bank of Canada                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      1778 | NS      | $281714.88    | 0.03%             | 2025-10-24      | Fixed         | 14.04%                | No            | 2                  | On Loan: No      |
| Fontainebleau Miami Beach Mortgage Trust                     | Fontainebleau Miami Beach Mortgage Trust, Series 2024-FBLU, Class A        | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770000 | PA      | $770240.63    | 0.09%             | 2039-12-15      | Floating      | 5.60%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                           | General Motors Financial Co., Inc., Series C                               | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    149000 | PA      | $148341.42    | 0.02%             | 2030-09-30      | Variable      | 5.70%                 | No            | 2                  | On Loan: No      |
| Eiffage SA                                                   | Eiffage SA                                                                 | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |       669 | NS      | $85710.86     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| EMRLD Borrower LP                                            | EMRLD Borrower LP, 1st Lien Term Loan                                      | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    400925 | PA      | $398996.40    | 0.05%             | 2031-08-04      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| Medical Solutions Holdings, Inc.                             | Medical Solutions Holdings, Inc., 2nd Lien Term Loan                       | CUSIP: 58462QAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    110000 | PA      | $22183.70     | 0.00%             | 2029-11-01      | Variable      | 11.31%                | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                              | TransDigm, Inc., 1st Lien Term Loan J                                      | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    957072 | PA      | $956450.33    | 0.12%             | 2031-02-28      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| Alterra Mountain Co.                                         | Alterra Mountain Co., 1st Lien Term Loan B8                                | CUSIP: 46124CAS6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    183797 | PA      | $183912.82    | 0.02%             | 2030-05-31      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| Murphy USA, Inc.                                             | Murphy USA, Inc., 1st Lien Term Loan B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     56000 | PA      | $56408.24     | 0.01%             | 2028-01-31      | Variable      | 6.03%                 | No            | 2                  | On Loan: No      |
| Novo Nordisk A/S                                             | Novo Nordisk A/S, Class B                                                  | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |     25331 | NS      | $1410472.31   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| AP Grange Holdings LLC                                       | AP Grange Holdings LLC                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |    203000 | PA      | $210368.90    | 0.03%             | 2045-03-20      | Fixed         | 6.50%                 | Yes           | 3                  | On Loan: No      |
| Air Liquide SA                                               | Air Liquide SA                                                             | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |      4983 | NS      | $1038241.07   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    275000 | PA      | $579.03       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Regency Centers Corp.                                        | Regency Centers Corp.                                                      | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      3156 | NS      | $230072.40    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Public Service Electric & Gas Co.                            | Public Service Electric & Gas Co.                                          | CUSIP: 74456QBY1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     99000 | PA      | $95965.88     | 0.01%             | 2029-05-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| NRG Energy, Inc.                                             | NRG Energy, Inc.                                                           | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    256000 | PA      | $245400.16    | 0.03%             | 2027-12-02      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Palfinger AG                                                 | Palfinger AG                                                               | CUSIP: N/A<br>LEI: 529900IFAV83BX8O1O91       | Long             | EC               | CORP              | AT        |       257 | NS      | $10698.06     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                | Nomura Bank International plc                                              | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |       550 | NS      | $112674.65    | 0.01%             | 2025-10-22      | Fixed         | 15.15%                | No            | 2                  | On Loan: No      |
| Nationwide Building Society                                  | Nationwide Building Society                                                | CUSIP: 63861VAM9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $655310.79    | 0.08%             | 2029-07-14      | Variable      | 4.65%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                                  | Asurion LLC, 1st Lien Term Loan B9                                         | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    300614 | PA      | $300430.85    | 0.04%             | 2027-07-30      | Variable      | 7.53%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences, Inc.                                        | Gilead Sciences, Inc.                                                      | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     94000 | PA      | $96467.91     | 0.01%             | 2029-11-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| South Bow Corp.                                              | South Bow Corp.                                                            | CUSIP: 83671M105<br>LEI: 2549000XS5TAFA3YF943 | Long             | EC               | CORP              | CA        |      1535 | NS      | $43425.15     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Konecranes OYJ                                               | Konecranes OYJ                                                             | CUSIP: N/A<br>LEI: 549300EF0CDEQZBMA096       | Long             | EC               | CORP              | FI        |       675 | NS      | $55882.70     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                                  | Goldman Sachs International                                                | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |      1636 | NS      | $236584.21    | 0.03%             | 2025-10-31      | Fixed         | 9.04%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                              | Citigroup, Inc.                                                            | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    325000 | PA      | $324677.70    | 0.04%             | 2028-07-25      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Vale Overseas Ltd.                                           | Vale Overseas Ltd.                                                         | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    203000 | PA      | $216824.30    | 0.03%             | 2033-06-12      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| American Homes 4 Rent LP                                     | American Homes 4 Rent LP                                                   | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    215000 | PA      | $221549.85    | 0.03%             | 2034-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Sprint Capital Corp.                                         | Sprint Capital Corp.                                                       | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    780000 | PA      | $839005.67    | 0.10%             | 2028-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                 | Barclays plc                                                               | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    217000 | PA      | $229951.43    | 0.03%             | 2035-03-15      | Variable      | 7.62%                 | No            | 2                  | On Loan: No      |
| Capstone Borrower, Inc.                                      | Capstone Borrower, Inc., 1st Lien Term Loan                                | CUSIP: 14071CAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    236184 | PA      | $235543.56    | 0.03%             | 2030-06-17      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| Vertiv Holdings Co.                                          | Vertiv Holdings Co., Class A                                               | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       814 | NS      | $122800.04    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    138000 | PA      | $219.04       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| X Corp.                                                      | X Corp., 1st Lien Term Loan B1                                             | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    513811 | PA      | $503606.46    | 0.06%             | 2029-10-26      | Variable      | 10.96%                | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                             | Deutsche Bank AG                                                           | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    440000 | PA      | $447994.12    | 0.05%             | 2028-02-08      | Variable      | 5.71%                 | No            | 2                  | On Loan: No      |
| FS Trust                                                     | FS Trust, Series 2024-HULA, Class A                                        | CUSIP: 30338DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570000 | PA      | $570890.63    | 0.07%             | 2039-08-15      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| Banco de Sabadell SA                                         | Banco de Sabadell SA                                                       | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |     25626 | NS      | $100023.64    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Legence Holdings LLC                                         | Legence Holdings LLC, 1st Lien Term Loan                                   | CUSIP: 75865HAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     60240 | PA      | $60300.64     | 0.01%             | 2028-12-15      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                                          | Synchrony Financial                                                        | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    327000 | PA      | $348939.88    | 0.04%             | 2033-02-02      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Crown Finance US, Inc.                                       | Crown Finance US, Inc., 1st Lien Term Loan                                 | CUSIP: 22834KAV3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    168964 | PA      | $168478.95    | 0.02%             | 2031-12-02      | Variable      | 8.78%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                            | CIFC Funding Ltd., Series 2014-2RA, Class AR                               | CUSIP: 12548RAH7<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002963.00   | 0.12%             | 2037-10-24      | Floating      | 5.68%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     22000 | PA      | $-270.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Action Environmental Group, Inc. (The)                       | Action Environmental Group, Inc. (The), 1st Lien Term Loan                 | CUSIP: 00507JAF3<br>LEI: 549300BB30QUQC86W666 | Long             | LON              | CORP              | US        |     98999 | PA      | $98875.25     | 0.01%             | 2030-10-24      | Variable      | 7.25%                 | No            | 3                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     20000 | PA      | $-8.31        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Wand NewCo 3, Inc.                                           | Wand NewCo 3, Inc., 1st Lien Term Loan                                     | CUSIP: 93369PAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    369090 | PA      | $367635.64    | 0.04%             | 2031-01-30      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| Vizient, Inc.                                                | Vizient, Inc., 1st Lien Term Loan B8                                       | CUSIP: 92855LAR7<br>LEI: 5493007V6T3HZ7777P70 | Long             | LON              | CORP              | US        |     82272 | PA      | $82375.11     | 0.01%             | 2031-08-01      | Variable      | 5.91%                 | No            | 2                  | On Loan: No      |
| Verisk Analytics, Inc.                                       | Verisk Analytics, Inc.                                                     | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     58000 | PA      | $59795.86     | 0.01%             | 2034-06-05      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Dominion Energy, Inc.                                        | Dominion Energy, Inc., Series B                                            | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     80000 | PA      | $86742.96     | 0.01%             | 2054-06-01      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Camden Property Trust                                        | Camden Property Trust                                                      | CUSIP: 133131AW2<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     88000 | PA      | $88137.30     | 0.01%             | 2028-10-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Sabre GLBL, Inc.                                             | Sabre GLBL, Inc., 1st Lien Term Loan B2                                    | CUSIP: 78571YBL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     45659 | PA      | $42919.66     | 0.01%             | 2029-11-15      | Variable      | 10.26%                | No            | 3                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                     | PNC Financial Services Group, Inc. (The)                                   | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    195000 | PA      | $205634.44    | 0.02%             | 2035-01-22      | Variable      | 5.68%                 | No            | 2                  | On Loan: No      |
| Reynolds American, Inc.                                      | Reynolds American, Inc.                                                    | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119709.81    | 0.01%             | 2035-08-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| GEA Group AG                                                 | GEA Group AG                                                               | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |      1058 | NS      | $78220.15     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA               | Recordati Industria Chimica e Farmaceutica SpA                             | CUSIP: N/A<br>LEI: 815600FBF92FD3531704       | Long             | EC               | CORP              | IT        |       942 | NS      | $57494.97     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TE Connectivity plc                                          | TE Connectivity plc                                                        | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |        90 | NS      | $19757.70     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| KeyBank NA                                                   | KeyBank NA                                                                 | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    543000 | PA      | $560203.91    | 0.07%             | 2027-11-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                   | AAdvantage Loyalty IP Ltd., 1st Lien Term Loan                             | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    117705 | PA      | $118146.39    | 0.01%             | 2032-05-28      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Corp.                                            | FirstEnergy Corp.                                                          | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    782000 | PA      | $725535.74    | 0.09%             | 2030-03-01      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Ventas Realty LP                                             | Ventas Realty LP                                                           | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70858.87     | 0.01%             | 2030-11-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Extended Stay America Trust                                  | Extended Stay America Trust, Series 2025-ESH, Class A                      | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    715000 | PA      | $715000.00    | 0.09%             | 2042-10-15      | Floating      | 5.45%                 | No            | 2                  | On Loan: No      |
| Organon & Co.                                                | Organon & Co., 1st Lien Term Loan                                          | CUSIP: 68621XAG8<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |     90560 | PA      | $88182.49     | 0.01%             | 2031-05-19      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| RS GROUP plc                                                 | RS GROUP plc                                                               | CUSIP: N/A<br>LEI: 549300KVXDURRKVW7R37       | Long             | EC               | CORP              | GB        |      5395 | NS      | $41354.65     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                                  | Capital One Financial Corp.                                                | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1279565.64   | 0.15%             | 2031-09-11      | Variable      | 4.49%                 | No            | 2                  | On Loan: No      |
| Universal Health Services, Inc.                              | Universal Health Services, Inc., Class B                                   | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      1409 | NS      | $288055.96    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| AvalonBay Communities, Inc.                                  | AvalonBay Communities, Inc.                                                | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    192000 | PA      | $196101.39    | 0.02%             | 2033-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Wellness Pet LLC                                             | Wellness Pet LLC, 1st Lien Term Loan A                                     | CUSIP: 95004UAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     21235 | PA      | $16811.47     | 0.00%             | 2029-12-31      | Variable      | 8.28%                 | No            | 2                  | On Loan: No      |
| OHA Credit Funding 4 Ltd.                                    | OHA Credit Funding 4 Ltd., Series 2019-4A, Class AR2                       | CUSIP: 67098DBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2006633.40   | 0.24%             | 2038-01-22      | Floating      | 5.62%                 | No            | 2                  | On Loan: No      |
| CenterPoint Energy, Inc.                                     | CenterPoint Energy, Inc., Series B                                         | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     56000 | PA      | $59399.42     | 0.01%             | 2055-02-15      | Variable      | 6.85%                 | No            | 2                  | On Loan: No      |
| Enel Finance International NV                                | Enel Finance International NV                                              | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1036000 | PA      | $1028953.93   | 0.12%             | 2030-09-30      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                           | General Motors Financial Co., Inc.                                         | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    196000 | PA      | $196222.77    | 0.02%             | 2027-01-17      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     41000 | PA      | $389.54       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tesco plc                                                    | Tesco plc                                                                  | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |     32841 | NS      | $196838.80    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Clarios Global LP                                            | Clarios Global LP, 1st Lien Term Loan                                      | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    285000 | PA      | $284911.65    | 0.03%             | 2032-01-28      | Variable      | 6.91%                 | No            | 2                  | On Loan: No      |
| Calpine Construction Finance Co. LP                          | Calpine Construction Finance Co. LP, 1st Lien Term Loan                    | CUSIP: 13134NAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    285584 | PA      | $285550.13    | 0.03%             | 2030-07-19      | Variable      | 6.16%                 | No            | 2                  | On Loan: No      |
| Amcor plc                                                    | Amcor plc                                                                  | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |     13612 | NS      | $111346.16    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AddTech AB                                                   | AddTech AB, Class B                                                        | CUSIP: N/A<br>LEI: 549300QZ5U2IDRHPWL60       | Long             | EC               | CORP              | SE        |      1056 | NS      | $34351.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SWF Holdings I Corp.                                         | SWF Holdings I Corp., 1st Lien Term Loan A1                                | CUSIP: 78489HAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29616 | PA      | $29653.12     | 0.00%             | 2029-12-19      | Variable      | 8.66%                 | No            | 2                  | On Loan: No      |
| KeyBank NA                                                   | KeyBank NA                                                                 | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244585.25    | 0.03%             | 2029-04-13      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                           | J.P. Morgan Structured Products BV                                         | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      2621 | NS      | $238000.28    | 0.03%             | 2025-10-31      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Ecolab, Inc.                                                 | Ecolab, Inc.                                                               | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60478.28     | 0.01%             | 2028-06-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Toyota Motor Credit Corp.                                    | Toyota Motor Credit Corp.                                                  | CUSIP: 89236THX6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     53000 | PA      | $46421.97     | 0.01%             | 2031-01-10      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I                                     | Morgan Stanley Capital I, Series 2017-HR2, Class B                         | CUSIP: 61691NAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    990000 | PA      | $964815.39    | 0.12%             | 2050-12-15      | Variable      | 4.06%                 | No            | 2                  | On Loan: No      |
| Knorr-Bremse AG                                              | Knorr-Bremse AG                                                            | CUSIP: N/A<br>LEI: 5299001GRRO0Z25YZT52       | Long             | EC               | CORP              | DE        |       698 | NS      | $65673.95     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                      | Citigroup Global Markets Holdings, Inc., Series H0UC                       | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      1839 | NS      | $415894.95    | 0.05%             | 2025-10-30      | Fixed         | 15.00%                | No            | 2                  | On Loan: No      |
| Barclays plc                                                 | Barclays plc                                                               | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    686000 | PA      | $687211.83    | 0.08%             | 2029-11-11      | Variable      | 4.48%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                      | BNP Paribas Issuance BV                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      3693 | NS      | $357921.76    | 0.04%             | 2025-10-31      | Fixed         | 20.67%                | No            | 2                  | On Loan: No      |
| Freeport-McMoRan, Inc.                                       | Freeport-McMoRan, Inc.                                                     | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      1099 | NS      | $43102.78     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Stakeholder Midstream LLC                                    | Stakeholder Midstream LLC, 1st Lien Term Loan                              | CUSIP: 85256HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    114712 | PA      | $114855.89    | 0.01%             | 2031-01-02      | Variable      | 8.04%                 | No            | 2                  | On Loan: No      |
| Honeywell International, Inc.                                | Honeywell International, Inc.                                              | CUSIP: 438516CY0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    435000 | PA      | $443434.18    | 0.05%             | 2030-02-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Southern Co. (The)                                           | Southern Co. (The)                                                         | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      1650 | NS      | $156370.50    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc, Series MTNT                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      8695 | NS      | $2064471.79   | 0.25%             | 2025-10-29      | Fixed         | 16.54%                | No            | 2                  | On Loan: No      |
| Sempra                                                       | Sempra                                                                     | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    319000 | PA      | $330538.25    | 0.04%             | 2054-10-01      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| MSCI, Inc.                                                   | MSCI, Inc.                                                                 | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       302 | NS      | $171357.82    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Kinder Morgan, Inc.                                          | Kinder Morgan, Inc.                                                        | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    255000 | PA      | $262050.78    | 0.03%             | 2029-08-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Cotiviti, Inc.                                               | Cotiviti, Inc., 1st Lien Term Loan                                         | CUSIP: 22164MAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    172000 | PA      | $172483.32    | 0.02%             | 2031-05-01      | Variable      | 7.62%                 | No            | 2                  | On Loan: No      |
| Commerzbank AG                                               | Commerzbank AG                                                             | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |      3078 | NS      | $116539.29    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                | Comcast Corp.                                                              | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49495.22     | 0.01%             | 2028-05-01      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Vistra Operations Co. LLC                                    | Vistra Operations Co. LLC                                                  | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    357000 | PA      | $369431.45    | 0.04%             | 2034-12-30      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     90000 | PA      | $420.55       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fiserv, Inc.                                                 | Fiserv, Inc.                                                               | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     77000 | PA      | $79573.21     | 0.01%             | 2034-03-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| OMNIA Partners LLC                                           | OMNIA Partners LLC, 1st Lien Term Loan B                                   | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |    153771 | PA      | $153746.62    | 0.02%             | 2030-07-25      | Variable      | 6.81%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                              | Citigroup, Inc.                                                            | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      1885 | NS      | $191327.50    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas Issuance BV                                      | BNP Paribas Issuance BV                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       429 | NS      | $116760.81    | 0.01%             | 2025-10-24      | Fixed         | 15.06%                | No            | 2                  | On Loan: No      |
| Nutrien Ltd.                                                 | Nutrien Ltd.                                                               | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     19000 | PA      | $19305.28     | 0.00%             | 2027-06-21      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| DCP Midstream Operating LP                                   | DCP Midstream Operating LP                                                 | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    615000 | PA      | $628185.18    | 0.08%             | 2027-07-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Getty Images, Inc.                                           | Getty Images, Inc.                                                         | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     74000 | PA      | $70664.82     | 0.01%             | 2030-02-21      | Fixed         | 11.25%                | No            | 2                  | On Loan: No      |
| Associated British Foods plc                                 | Associated British Foods plc                                               | CUSIP: N/A<br>LEI: GBQKSY6W7G0OHCQ8OQ72       | Long             | EC               | CORP              | GB        |      1599 | NS      | $44182.49     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Southern Power Co.                                           | Southern Power Co., Series A                                               | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273341.75    | 0.03%             | 2030-10-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Orkla ASA                                                    | Orkla ASA                                                                  | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |      3362 | NS      | $35149.13     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                | Nomura Bank International plc                                              | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |       579 | NS      | $351303.81    | 0.04%             | 2025-10-23      | Fixed         | 29.15%                | No            | 2                  | On Loan: No      |
| Pinnacle West Capital Corp.                                  | Pinnacle West Capital Corp.                                                | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    360000 | PA      | $370219.76    | 0.04%             | 2030-05-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| AI Aqua Merger Sub, Inc.                                     | AI Aqua Merger Sub, Inc., 1st Lien Term Loan B                             | CUSIP: N/A<br>LEI: 5493005QMH1D47U26R45       | Long             | LON              | CORP              | US        |    502808 | PA      | $503707.75    | 0.06%             | 2028-07-31      | Variable      | 7.28%                 | No            | 2                  | On Loan: No      |
| Cousins Properties, Inc.                                     | Cousins Properties, Inc.                                                   | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |      9632 | NS      | $278750.08    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS Group AG                                                 | UBS Group AG                                                               | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $390576.52    | 0.05%             | 2027-08-10      | Variable      | 1.49%                 | No            | 2                  | On Loan: No      |
| Centurion Accommodation Reit                                 | Centurion Accommodation Reit                                               | CUSIP: N/A<br>LEI: 254900NE2W0T2HDOXF24       | Long             | EC               | CORP              | SG        |     15900 | NS      | $12819.10     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sabre GLBL, Inc.                                             | Sabre GLBL, Inc., 1st Lien Term Loan B2                                    | CUSIP: 78571YBF6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     10729 | PA      | $10138.57     | 0.00%             | 2027-12-17      | Variable      | 7.78%                 | No            | 2                  | On Loan: No      |
| Georg Fischer AG                                             | Georg Fischer AG (Registered)                                              | CUSIP: N/A<br>LEI: 529900CMRQYW4U1W2456       | Long             | EC               | CORP              | CH        |       685 | NS      | $53831.84     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Eversource Energy                                            | Eversource Energy                                                          | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     79000 | PA      | $81146.65     | 0.01%             | 2028-03-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy, Inc.                                        | Cheniere Energy, Inc.                                                      | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    426000 | PA      | $439137.96    | 0.05%             | 2034-04-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Blue Owl Capital Corp.                                       | Blue Owl Capital Corp.                                                     | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    870000 | PA      | $886815.86    | 0.11%             | 2029-03-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                 | Barclays plc                                                               | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $403533.74    | 0.05%             | 2027-05-09      | Variable      | 5.83%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                            | CIFC Funding Ltd., Series 2024-2A, Class A1                                | CUSIP: 17181UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005067.40   | 0.12%             | 2037-04-22      | Floating      | 5.85%                 | No            | 2                  | On Loan: No      |
| Fidelity National Information Services, Inc.                 | Fidelity National Information Services, Inc.                               | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    135000 | PA      | $127230.21    | 0.02%             | 2028-03-01      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                 | UBS Group AG                                                               | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    845000 | PA      | $842133.22    | 0.10%             | 2031-09-23      | Variable      | 4.40%                 | No            | 2                  | On Loan: No      |
| Live Nation Entertainment, Inc.                              | Live Nation Entertainment, Inc., 1st Lien Term Loan B4                     | CUSIP: 53803HAM2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |    238917 | PA      | $238393.46    | 0.03%             | 2026-10-19      | Variable      | 5.99%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                            | Wells Fargo & Co., Series BB                                               | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113883.18    | 0.01%             | 2026-03-15      | Variable      | 3.90%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                      | BNP Paribas Issuance BV                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      1335 | NS      | $145814.42    | 0.02%             | 2025-10-22      | Fixed         | 12.53%                | No            | 2                  | On Loan: No      |
| Weber-Stephen Products LLC                                   | Weber-Stephen Products LLC, 1st Lien Term Loan B                           | CUSIP: 94767KAN1<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |    159088 | PA      | $157298.62    | 0.02%             | 2027-10-29      | Variable      | 7.53%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                        | Bank of America Corp.                                                      | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1492000 | PA      | $1484745.94   | 0.18%             | 2029-03-05      | Variable      | 3.97%                 | No            | 2                  | On Loan: No      |
| Ricoh Co. Ltd.                                               | Ricoh Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 549300HFIB2GRUMDID72       | Long             | EC               | CORP              | JP        |      2800 | NS      | $24648.77     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HILT Commercial Mortgage Trust                               | HILT Commercial Mortgage Trust, Series 2024-ORL, Class A                   | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770000 | PA      | $771203.13    | 0.09%             | 2037-05-15      | Floating      | 5.69%                 | No            | 2                  | On Loan: No      |
| NiSource, Inc.                                               | NiSource, Inc.                                                             | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46650.82     | 0.01%             | 2033-06-30      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                     | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    480000 | PA      | $457980.74    | 0.06%             | 2029-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                              | Citigroup, Inc.                                                            | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    908000 | PA      | $925253.28    | 0.11%             | 2031-05-07      | Variable      | 4.95%                 | No            | 2                  | On Loan: No      |
| Ingenovis Health, Inc.                                       | Ingenovis Health, Inc., 1st Lien Term Loan                                 | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     64326 | PA      | $19941.19     | 0.00%             | 2028-03-06      | Variable      | 8.71%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                             | Boeing Co. (The)                                                           | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      9000 | PA      | $6781.79      | 0.00%             | 2049-05-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| RELX plc                                                     | RELX plc                                                                   | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |     25118 | NS      | $1203904.86   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Mars, Inc.                                                   | Mars, Inc.                                                                 | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    848000 | PA      | $863923.09    | 0.10%             | 2030-03-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Legrand SA                                                   | Legrand SA                                                                 | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |       255 | NS      | $42371.08     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Freeport LNG Investments LLLP                                | Freeport LNG Investments LLLP, 1st Lien Term Loan B                        | CUSIP: 35670CAC2<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |    369126 | PA      | $368797.76    | 0.04%             | 2028-12-21      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| Aon Corp.                                                    | Aon Corp.                                                                  | CUSIP: 03740LAG7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    109000 | PA      | $113799.66    | 0.01%             | 2033-02-28      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                              | Goldman Sachs Group, Inc. (The), Series V                                  | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54083.75     | 0.01%             | 2026-11-10      | Variable      | 4.12%                 | No            | 2                  | On Loan: No      |
| Citadel Securities Global Holdings LLC                       | Citadel Securities Global Holdings LLC                                     | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    645000 | PA      | $662000.96    | 0.08%             | 2030-06-18      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| EyeCare Partners LLC                                         | EyeCare Partners LLC, 1st Lien Term Loan                                   | CUSIP: 30233PAR1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6800 | PA      | $1462.08      | 0.00%             | 2028-11-30      | Variable      | 10.98%                | No            | 2                  | On Loan: No      |
| L3Harris Technologies, Inc.                                  | L3Harris Technologies, Inc.                                                | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80520.57     | 0.01%             | 2028-06-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                           | J.P. Morgan Structured Products BV, Series N0NU                            | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       765 | NS      | $592415.80    | 0.07%             | 2025-10-15      | Fixed         | 18.65%                | No            | 2                  | On Loan: No      |
| OneDigital Borrower LLC                                      | OneDigital Borrower LLC, 1st Lien Term Loan                                | CUSIP: 68277FAN9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     43000 | PA      | $42947.11     | 0.01%             | 2031-07-02      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                         | JPMorgan Chase & Co., Series KK                                            | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38572.36     | 0.00%             | 2026-06-01      | Variable      | 3.65%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    220000 | PA      | $-91.45       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                      | BNP Paribas Issuance BV                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       211 | NS      | $215177.25    | 0.03%             | 2025-10-30      | Fixed         | 20.62%                | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    470000 | PA      | $267.11       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                            | BAT Capital Corp.                                                          | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     69000 | PA      | $73707.60     | 0.01%             | 2034-02-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corp.                                        | Lockheed Martin Corp.                                                      | CUSIP: 539830BC2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     28000 | PA      | $25821.42     | 0.00%             | 2035-03-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Sutter Health                                                | Sutter Health, Series 2018                                                 | CUSIP: 86944BAD5<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    127000 | PA      | $125890.73    | 0.02%             | 2028-08-15      | Fixed         | 3.69%                 | No            | 2                  | On Loan: No      |
| Stratius                                                     | Stratius                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    500000 | PA      | $500000.00    | 0.06%             | 2030-09-26      | Fixed         | 5.04%                 | Yes           | 2                  | On Loan: No      |
| SCSK Corp.                                                   | SCSK Corp.                                                                 | CUSIP: N/A<br>LEI: 529900SNGFXMSUBB7864       | Long             | EC               | CORP              | JP        |       800 | NS      | $23946.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                       | UBS AG                                                                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      1595 | NS      | $84841.89     | 0.01%             | 2025-10-28      | Fixed         | 19.80%                | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                              | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30885.09     | 0.00%             | 2032-01-27      | Variable      | 1.99%                 | No            | 2                  | On Loan: No      |
| Rexnord LLC                                                  | Rexnord LLC, 1st Lien Term Loan B                                          | CUSIP: 76168JAS5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     75329 | PA      | $75673.87     | 0.01%             | 2028-10-04      | Variable      | 6.28%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                               | Southern California Edison Co.                                             | CUSIP: 842400JA2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    171000 | PA      | $171986.77    | 0.02%             | 2027-02-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Pai HoldCo, Inc.                                             | Pai HoldCo, Inc., 1st Lien Term Loan B                                     | CUSIP: 69315JAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99627 | PA      | $82989.42     | 0.01%             | 2027-10-28      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| Atmos Energy Corp.                                           | Atmos Energy Corp.                                                         | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     47000 | PA      | $50966.90     | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                 | UBS Group AG                                                               | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    225000 | PA      | $231515.10    | 0.03%             | 2034-08-10      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| Intertek Group plc                                           | Intertek Group plc                                                         | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               | CORP              | GB        |       792 | NS      | $50413.91     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ryder System, Inc.                                           | Ryder System, Inc.                                                         | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    134000 | PA      | $150077.53    | 0.02%             | 2033-12-01      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                      | Citigroup Global Markets Holdings, Inc., Series DMTG                       | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      8928 | NS      | $667245.69    | 0.08%             | 2025-10-29      | Fixed         | 24.23%                | No            | 2                  | On Loan: No      |
| Emrld Borrower LP                                            | EMRLD Borrower LP, 1st Lien Term Loan B                                    | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    670648 | PA      | $668374.55    | 0.08%             | 2030-05-31      | Variable      | 6.45%                 | No            | 2                  | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                        | Clydesdale Acquisition Holdings, Inc., 1st Lien Term Loan B                | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    303796 | PA      | $303246.58    | 0.04%             | 2032-04-01      | Variable      | 7.41%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners LP                                  | Cheniere Energy Partners LP                                                | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259897.36    | 0.03%             | 2034-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Bayer US Finance LLC                                         | Bayer US Finance LLC                                                       | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    220000 | PA      | $231337.51    | 0.03%             | 2029-01-21      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Jane Street Group LLC                                        | Jane Street Group LLC, 1st Lien Term Loan                                  | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |    394668 | PA      | $391380.25    | 0.05%             | 2031-12-15      | Variable      | 6.20%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                  | Citibank NA                                                                | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    415000 | PA      | $418671.82    | 0.05%             | 2027-05-29      | Fixed         | 4.58%                 | No            | 2                  | On Loan: No      |
| Hyperion Refinance SARL                                      | Hyperion Refinance SARL, 1st Lien Term Loan                                | CUSIP: G4712JBB7<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | LU        |    401022 | PA      | $400945.51    | 0.05%             | 2031-02-17      | Variable      | 7.07%                 | No            | 2                  | On Loan: No      |
| Lumen Technologies, Inc.                                     | Lumen Technologies, Inc., 1st Lien Term Loan A                             | CUSIP: 55024EAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6949 | PA      | $7057.65      | 0.00%             | 2028-06-01      | Variable      | 10.16%                | No            | 2                  | On Loan: No      |
| Prologis LP                                                  | Prologis LP                                                                | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42961.16     | 0.01%             | 2028-06-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                      | Pfizer Investment Enterprises Pte. Ltd.                                    | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    313000 | PA      | $316208.77    | 0.04%             | 2033-05-19      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Hyundai Capital America                                      | Hyundai Capital America                                                    | CUSIP: 44891ACQ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    162000 | PA      | $162235.15    | 0.02%             | 2025-11-03      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| IRB Holding Corp.                                            | IRB Holding Corp., 1st Lien Term Loan B                                    | CUSIP: 44988LAL1<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |    279976 | PA      | $279989.53    | 0.03%             | 2027-12-15      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| Six Flags Entertainment Corp.                                | Six Flags Entertainment Corp., 1st Lien Term Loan B                        | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |     69564 | PA      | $69059.55     | 0.01%             | 2031-05-01      | Variable      | 6.16%                 | No            | 2                  | On Loan: No      |
| Orion US Finco, Inc.                                         | Orion US Finco, Inc., 1st Lien Term Loan                                   | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    170000 | PA      | $170850.00    | 0.02%             | 2032-05-21      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| Otis Worldwide Corp.                                         | Otis Worldwide Corp.                                                       | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     12137 | NS      | $1109685.91   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Deep Blue Operating I LLC                                    | Deep Blue Operating I LLC, 1st Lien Term Loan                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     53000 | PA      | $53000.00     | 0.01%             | 2032-09-17      | Variable      | 7.01%                 | No            | 2                  | On Loan: No      |
| SBA Senior Finance II LLC                                    | SBA Senior Finance II LLC, 1st Lien Term Loan B                            | CUSIP: 78404XAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    369895 | PA      | $370986.19    | 0.04%             | 2031-01-27      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| Light & Wonder International, Inc.                           | Light & Wonder International, Inc., 1st Lien Term Loan B2                  | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |    301201 | PA      | $301391.00    | 0.04%             | 2029-04-16      | Variable      | 6.39%                 | No            | 2                  | On Loan: No      |
| Four Seasons Hotels Ltd.                                     | Four Seasons Hotels Ltd., 1st Lien Term Loan B                             | CUSIP: 35100DAV8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    494891 | PA      | $495326.88    | 0.06%             | 2029-11-30      | Variable      | 6.07%                 | No            | 2                  | On Loan: No      |
| Polaris Newco LLC                                            | Polaris Newco LLC, 1st Lien Term Loan                                      | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    272349 | PA      | $262173.82    | 0.03%             | 2028-06-02      | Variable      | 8.57%                 | No            | 2                  | On Loan: No      |
| Restoration Hardware, Inc.                                   | Restoration Hardware, Inc., 1st Lien Term Loan                             | CUSIP: 76133MAB7<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |     70801 | PA      | $68824.05     | 0.01%             | 2028-10-20      | Variable      | 6.78%                 | No            | 2                  | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                | Dynasty Acquisition Co., Inc., 1st Lien Term Loan B1                       | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    531544 | PA      | $531517.63    | 0.06%             | 2031-10-31      | Variable      | 6.16%                 | No            | 2                  | On Loan: No      |
| Informatica LLC                                              | Informatica LLC, 1st Lien Term Loan B                                      | CUSIP: 45673YAL0<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |    222767 | PA      | $223045.60    | 0.03%             | 2028-10-27      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| Lonza Group AG                                               | Lonza Group AG, Facility 1st Lien Term Loan B                              | CUSIP: L4780EAC8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    279537 | PA      | $251619.36    | 0.03%             | 2028-07-03      | Variable      | 8.03%                 | No            | 2                  | On Loan: No      |
| LifePoint Health, Inc.                                       | LifePoint Health, Inc., 1st Lien Term Loan B1                              | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    194135 | PA      | $193630.30    | 0.02%             | 2031-05-19      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| Discovery Purchaser Corp.                                    | Discovery Purchaser Corp., 1st Lien Term Loan                              | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |     57735 | PA      | $57398.73     | 0.01%             | 2029-10-04      | Variable      | 8.08%                 | No            | 2                  | On Loan: No      |
| PNC Bank NA                                                  | PNC Bank NA                                                                | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250388.06    | 0.03%             | 2027-05-13      | Variable      | 4.54%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     34000 | PA      | $-418.30      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AHP Health Partners, Inc.                                    | AHP Health Partners, Inc., 1st Lien Term Loan B                            | CUSIP: 00130MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     31476 | PA      | $31524.65     | 0.00%             | 2032-09-20      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| Sotera Health Holdings LLC                                   | Sotera Health Holdings LLC, 1st Lien Term Loan                             | CUSIP: 83600VAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    419763 | PA      | $419939.30    | 0.05%             | 2031-05-30      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| AZZ, Inc.                                                    | AZZ, Inc., 1st Lien Term Loan                                              | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |     20625 | PA      | $20684.74     | 0.00%             | 2029-05-14      | Variable      | 5.91%                 | No            | 2                  | On Loan: No      |
| Ohio Power Co.                                               | Ohio Power Co., Series P                                                   | CUSIP: 677415CS8<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16740.06     | 0.00%             | 2030-04-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                    | Ford Motor Credit Co. LLC                                                  | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    788000 | PA      | $818402.96    | 0.10%             | 2028-05-12      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                   | Pacific Gas & Electric Co.                                                 | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1378000 | PA      | $1368428.22   | 0.16%             | 2030-07-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                               | Broadcom, Inc.                                                             | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      7714 | NS      | $2544925.74   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| McKesson Corp.                                               | McKesson Corp.                                                             | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       358 | NS      | $276569.32    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Vertiv Group Corp.                                           | Vertiv Group Corp., 1st Lien Term Loan B4                                  | CUSIP: 92537EAG3<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |    663897 | PA      | $664514.90    | 0.08%             | 2032-08-12      | Variable      | 6.03%                 | No            | 2                  | On Loan: No      |
| Kyowa Kirin Co. Ltd.                                         | Kyowa Kirin Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 529900TBXKVTQGYA3582       | Long             | EC               | CORP              | JP        |      1100 | NS      | $17195.71     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     70000 | PA      | $110.37       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Gates Global LLC                                             | Gates Global LLC, 1st Lien Term Loan B4                                    | CUSIP: 36740UAX0<br>LEI: 549300XI79MQJV13DW27 | Long             | LON              | CORP              | US        |     68873 | PA      | $68774.17     | 0.01%             | 2029-11-16      | Variable      | 5.91%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                    | Ford Motor Credit Co. LLC                                                  | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    620000 | PA      | $626272.10    | 0.08%             | 2027-03-05      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Expand Energy Corp.                                          | Expand Energy Corp.                                                        | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    406000 | PA      | $407509.11    | 0.05%             | 2029-02-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                              | Intercontinental Exchange, Inc.                                            | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11052.91     | 0.00%             | 2033-03-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                         | Royal Bank of Canada                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      1090 | NS      | $144098.01    | 0.02%             | 2025-10-22      | Fixed         | 17.97%                | No            | 2                  | On Loan: No      |
| Husky Injection Molding Systems Ltd.                         | Husky Injection Molding Systems Ltd., 1st Lien Term Loan                   | CUSIP: C8856UAE8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    646711 | PA      | $647965.90    | 0.08%             | 2029-02-15      | Variable      | 7.92%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                                  | Capital One Financial Corp., Series M                                      | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48102.09     | 0.01%             | 2026-09-01      | Variable      | 3.95%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     39000 | PA      | $261.69       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Vistra Operations Co. LLC                                    | Vistra Operations Co. LLC, 1st Lien Term Loan                              | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |    219456 | PA      | $219629.26    | 0.03%             | 2030-12-20      | Variable      | 5.91%                 | No            | 2                  | On Loan: No      |
| OBX Trust                                                    | OBX Trust, Series 2022-NQM7, Class A1                                      | CUSIP: 67117DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    272380 | PA      | $272057.87    | 0.03%             | 2062-08-25      | Variable      | 5.11%                 | No            | 2                  | On Loan: No      |
| BAE Systems plc                                              | BAE Systems plc                                                            | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |     49046 | NS      | $1365265.59   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Symphony CLO 43 Ltd.                                         | Symphony CLO 43 Ltd., Series 2024-43A, Class A1                            | CUSIP: 87170BAA4<br>LEI: 254900QCSPTCYRSY3N68 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004955.00   | 0.12%             | 2037-04-15      | Floating      | 5.84%                 | No            | 2                  | On Loan: No      |
| GoGo Intermediate Holdings LLC                               | Gogo Intermediate Holdings LLC, 1st Lien Term Loan                         | CUSIP: 38046JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     82152 | PA      | $81459.10     | 0.01%             | 2028-05-01      | Variable      | 8.18%                 | No            | 2                  | On Loan: No      |
| Osaic Holdings, Inc.                                         | Osaic Holdings, Inc., 1st Lien Term Loan                                   | CUSIP: 68773JAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    363000 | PA      | $362731.38    | 0.04%             | 2032-08-02      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| Bayer US Finance LLC                                         | Bayer US Finance LLC                                                       | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   2227000 | PA      | $2265497.64   | 0.27%             | 2026-11-21      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                              | Nissan Motor Acceptance Co. LLC                                            | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    228000 | PA      | $219772.92    | 0.03%             | 2026-09-16      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      2454 | NS      | $131235.81    | 0.02%             | 2025-11-06      | Fixed         | 32.15%                | No            | 2                  | On Loan: No      |
| Abbott Laboratories                                          | Abbott Laboratories                                                        | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       500 | NS      | $66970.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Peraton Corp.                                                | Peraton Corp., 1st Lien Term Loan B                                        | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    310782 | PA      | $261563.52    | 0.03%             | 2028-02-01      | Variable      | 8.01%                 | No            | 2                  | On Loan: No      |
| Meta Platforms, Inc.                                         | Meta Platforms, Inc., Class A                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      2271 | NS      | $1667776.98   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Toyota Tsusho Corp.                                          | Toyota Tsusho Corp.                                                        | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |      3000 | NS      | $83046.98     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Medtronic plc                                                | Medtronic plc                                                              | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |       575 | NS      | $54763.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                | Koninklijke Ahold Delhaize NV                                              | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |      4389 | NS      | $177598.70    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                         | JPMorgan Chase & Co.                                                       | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77751.15     | 0.01%             | 2036-07-23      | Variable      | 5.58%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                            | CIFC Funding 2021-I Ltd., Series 2021-1A, Class CR                         | CUSIP: 12563EAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004934.40   | 0.12%             | 2037-07-25      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                                  | Capital One Financial Corp.                                                | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      1314 | NS      | $279330.12    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Costco Wholesale Corp.                                       | Costco Wholesale Corp.                                                     | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       318 | NS      | $294350.34    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Gray Television, Inc.                                        | Gray Television, Inc., 1st Lien Term Loan B                                | CUSIP: 389376BC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       700 | PA      | $699.71       | 0.00%             | 2029-05-23      | Variable      | 9.57%                 | No            | 2                  | On Loan: No      |
| JW Commercial Mortgage Trust                                 | JW Commercial Mortgage Trust, Series 2024-MRCO, Class A                    | CUSIP: 46657XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770000 | PA      | $772402.55    | 0.09%             | 2039-06-15      | Floating      | 5.77%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                      | BNP Paribas Issuance BV                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      5593 | NS      | $1361776.34   | 0.16%             | 2025-10-31      | Fixed         | 10.69%                | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                        | NextEra Energy Capital Holdings, Inc.                                      | CUSIP: 65339KCN8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     57000 | PA      | $58764.33     | 0.01%             | 2030-02-28      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Clover Holdings 2 LLC                                        | Clover Holdings 2 LLC, 1st Lien Term Loan                                  | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    617136 | PA      | $616945.19    | 0.07%             | 2031-12-09      | Variable      | 7.94%                 | No            | 2                  | On Loan: No      |
| Omron Corp.                                                  | Omron Corp.                                                                | CUSIP: N/A<br>LEI: 549300ZHW0TR2QZ0NY83       | Long             | EC               | CORP              | JP        |       800 | NS      | $21957.95     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FUJIFILM Holdings Corp.                                      | FUJIFILM Holdings Corp.                                                    | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |      5400 | NS      | $134288.82    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Carrier Global Corp.                                         | Carrier Global Corp.                                                       | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      1301 | NS      | $77669.70     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                      | Citigroup Global Markets Holdings, Inc., Series MTMr                       | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      8509 | NS      | $237707.19    | 0.03%             | 2025-10-17      | Fixed         | 9.12%                 | No            | 2                  | On Loan: No      |
| Ellington Financial Mortgage Trust                           | Ellington Financial Mortgage Trust, Series 2021-2, Class A1                | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99459 | PA      | $83644.61     | 0.01%             | 2066-06-25      | Variable      | 0.93%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                        | Bank of America Corp.                                                      | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    591000 | PA      | $579196.89    | 0.07%             | 2027-07-22      | Variable      | 1.73%                 | No            | 2                  | On Loan: No      |
| MKS, Inc.                                                    | MKS, Inc., 1st Lien Term Loan B                                            | CUSIP: 55314NAZ7<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |    405941 | PA      | $405518.86    | 0.05%             | 2029-08-17      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Meade Pipeline Co. LLC                                       | Meade Pipeline Co LLC, 1st Lien Term Loan                                  | CUSIP: 58307PAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50000 | PA      | $49937.50     | 0.01%             | 2032-09-17      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| Generac Holdings, Inc.                                       | Generac Holdings, Inc.                                                     | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       234 | NS      | $39171.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AthenaHealth Group, Inc.                                     | AthenaHealth Group, Inc., 1st Lien Term Loan                               | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    749310 | PA      | $747436.38    | 0.09%             | 2029-02-15      | Variable      | 6.91%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                              | Citigroup, Inc.                                                            | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1669000 | PA      | $1690497.04   | 0.20%             | 2029-03-04      | Variable      | 4.79%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | TRSIBOXX                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   3500000 | PA      | $35948.39     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Micron Technology, Inc.                                      | Micron Technology, Inc.                                                    | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    499000 | PA      | $533150.67    | 0.06%             | 2035-11-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Pinnacle Buyer, LLC                                          | Pinnacle Buyer, LLC, Delayed Draw 1st Lien Term Loan                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30194 | PA      | $30231.69     | 0.00%             | 2032-09-13      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Baxter International, Inc.                                   | Baxter International, Inc.                                                 | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     76000 | PA      | $73662.32     | 0.01%             | 2027-02-01      | Fixed         | 1.92%                 | No            | 2                  | On Loan: No      |
| VMware LLC                                                   | VMware LLC                                                                 | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    329000 | PA      | $327784.37    | 0.04%             | 2027-08-21      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                          | GS Mortgage-Backed Securities Trust, Series 2025-RPL3, Class A1            | CUSIP: 362963AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    981124 | PA      | $955098.40    | 0.11%             | 2065-07-25      | Variable      | 4.10%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                           | Crown Castle, Inc.                                                         | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     84000 | PA      | $74781.90     | 0.01%             | 2031-07-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| PayPal Holdings, Inc.                                        | PayPal Holdings, Inc.                                                      | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16207.13     | 0.00%             | 2029-10-01      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| USI, Inc.                                                    | USI, Inc., 1st Lien Term Loan D                                            | CUSIP: 90351NAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    499245 | PA      | $498580.82    | 0.06%             | 2029-11-21      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| FS Rialto Issuer LLC                                         | FS Rialto Issuer LLC, Series 2025-FL10, Class A                            | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1155000 | PA      | $1155873.18   | 0.14%             | 2042-08-19      | Floating      | 5.52%                 | No            | 2                  | On Loan: No      |
| Paramount Global                                             | Paramount Global                                                           | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30332.43     | 0.00%             | 2028-06-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| RTX Corp.                                                    | RTX Corp.                                                                  | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    238000 | PA      | $260608.46    | 0.03%             | 2034-03-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Bayer US Finance II LLC                                      | Bayer US Finance II LLC                                                    | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    360000 | PA      | $358716.72    | 0.04%             | 2028-12-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                     | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171655.43    | 0.02%             | 2028-06-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Sekisui House Ltd.                                           | Sekisui House Ltd.                                                         | CUSIP: N/A<br>LEI: 529900GMNDOYQSAJAE76       | Long             | EC               | CORP              | JP        |      2800 | NS      | $63679.24     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| COAST Commercial Mortgage Trust                              | COAST Commercial Mortgage Trust, Series 2023-2HTL, Class A                 | CUSIP: 19033EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370000 | PA      | $370000.00    | 0.04%             | 2036-08-15      | Floating      | 6.74%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                          | Kinder Morgan, Inc.                                                        | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    163000 | PA      | $163701.65    | 0.02%             | 2028-03-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                          | COMM Mortgage Trust, Series 2025-167G, Class A                             | CUSIP: 12674VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131000 | PA      | $131486.64    | 0.02%             | 2040-08-10      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO II Ltd.                                          | Elmwood CLO II Ltd., Series 2019-2A, Class CRR                             | CUSIP: 29001LBC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $703555.23    | 0.08%             | 2037-10-20      | Floating      | 6.33%                 | No            | 2                  | On Loan: No      |
| Qantas Airways Ltd.                                          | Qantas Airways Ltd.                                                        | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |      3481 | NS      | $25153.02     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kubota Corp.                                                 | Kubota Corp.                                                               | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | EC               | CORP              | JP        |      4600 | NS      | $57796.27     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Keppel DC REIT                                               | Keppel DC REIT                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | SG        |      6096 | NS      | $717.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                   | Pacific Gas & Electric Co.                                                 | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    146000 | PA      | $134253.47    | 0.02%             | 2031-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Global Payments, Inc.                                        | Global Payments, Inc.                                                      | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52299.47     | 0.01%             | 2026-03-01      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      2117 | NS      | $175525.52    | 0.02%             | 2025-10-28      | Fixed         | 27.57%                | No            | 2                  | On Loan: No      |
| DBS Group Holdings Ltd.                                      | DBS Group Holdings Ltd.                                                    | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |      8000 | NS      | $317262.45    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| CBAM Ltd.                                                    | CBAM Ltd., Series 2020-13A, Class A                                        | CUSIP: 12511AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002317.40   | 0.12%             | 2034-01-20      | Floating      | 6.02%                 | No            | 2                  | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                  | Marsh & McLennan Cos., Inc.                                                | CUSIP: 571748BW1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48663.57     | 0.01%             | 2034-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                    | HCA, Inc.                                                                  | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    838000 | PA      | $859612.38    | 0.10%             | 2034-09-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Welltower OP LLC                                             | Welltower OP LLC                                                           | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    122000 | PA      | $116527.80    | 0.01%             | 2030-01-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    380000 | PA      | $1387.12      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Houston Galleria Mall Trust                                  | Houston Galleria Mall Trust, Series 2025-HGLR, Class A                     | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770000 | PA      | $796176.07    | 0.10%             | 2045-02-05      | Variable      | 5.64%                 | No            | 2                  | On Loan: No      |
| Reckitt Benckiser Group plc                                  | Reckitt Benckiser Group plc                                                | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |      3317 | NS      | $255415.72    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                         | Royal Bank of Canada                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      4570 | NS      | $85730.26     | 0.01%             | 2025-10-16      | Fixed         | 13.90%                | No            | 2                  | On Loan: No      |
| Acuren Delaware Holdco, Inc.                                 | Acuren Delaware Holdco, Inc., 1st Lien Term Loan                           | CUSIP: 00036YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     69824 | PA      | $69876.49     | 0.01%             | 2031-07-30      | Variable      | 6.91%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                      | Citigroup Global Markets Holdings, Inc., Series H0UB                       | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      2485 | NS      | $151167.04    | 0.02%             | 2025-10-30      | Fixed         | 26.13%                | No            | 2                  | On Loan: No      |
| LYB International Finance III LLC                            | LYB International Finance III LLC                                          | CUSIP: 50249AAL7<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25704.90     | 0.00%             | 2033-05-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Georgia Power Co.                                            | Georgia Power Co.                                                          | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    216000 | PA      | $218608.09    | 0.03%             | 2032-05-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| ITOCHU Corp.                                                 | ITOCHU Corp.                                                               | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |      5600 | NS      | $318631.02    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Smartstop Self Storage REIT, Inc.                            | Smartstop Self Storage REIT, Inc.                                          | CUSIP: 83192D402<br>LEI: 549300EC266625K12S42 | Long             | EC               | CORP              | US        |      5546 | NS      | $208751.44    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ProAmpac PG Borrower LLC                                     | ProAmpac PG Borrower LLC, 1st Lien Term Loan B                             | CUSIP: 74274NAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     32926 | PA      | $32999.97     | 0.00%             | 2028-09-15      | Variable      | 8.27%                 | No            | 2                  | On Loan: No      |
| Kingspan Group plc                                           | Kingspan Group plc                                                         | CUSIP: N/A<br>LEI: 635400HM7V74SUB9OG75       | Long             | EC               | CORP              | IE        |       423 | NS      | $35367.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                          | Intesa Sanpaolo SpA                                                        | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |     22205 | NS      | $146978.81    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Invitation Homes, Inc.                                       | Invitation Homes, Inc.                                                     | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2330 | NS      | $68338.90     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                  | Marsh & McLennan Cos., Inc.                                                | CUSIP: 571748BU5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27282.00     | 0.00%             | 2033-09-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Foundry JV Holdco LLC                                        | Foundry JV Holdco LLC                                                      | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208353.35    | 0.03%             | 2034-01-25      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc, Series DMUT                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       203 | NS      | $108471.18    | 0.01%             | 2025-10-23      | Fixed         | 20.96%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc, Series E11D                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      1098 | NS      | $177967.12    | 0.02%             | 2025-10-24      | Fixed         | 16.88%                | No            | 2                  | On Loan: No      |
| Alabama Power Co.                                            | Alabama Power Co.                                                          | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99810.69     | 0.01%             | 2027-09-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Sirva Worldwide, Inc.                                        | SIRVA Worldwide, Inc., 1st Lien Term Loan                                  | CUSIP: 82967VAX8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     31270 | PA      | $11882.47     | 0.00%             | 2029-08-20      | Variable      | 12.20%                | No            | 2                  | On Loan: No      |
| Credit Agricole SA                                           | Credit Agricole SA                                                         | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1263000 | PA      | $1295623.69   | 0.16%             | 2031-05-27      | Variable      | 5.22%                 | No            | 2                  | On Loan: No      |
| Option Care Health, Inc.                                     | Option Care Health, Inc., 1st Lien Term Loan                               | CUSIP: 68404YAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    411703 | PA      | $411015.17    | 0.05%             | 2032-09-16      | Variable      | 5.89%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                                  | Goldman Sachs International                                                | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |      2571 | NS      | $363746.81    | 0.04%             | 2025-10-30      | Fixed         | 20.52%                | No            | 2                  | On Loan: No      |
| COLT Mortgage Loan Trust                                     | COLT Mortgage Loan Trust, Series 2025-6, Class A1                          | CUSIP: 19689BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    742441 | PA      | $749104.69    | 0.09%             | 2070-08-25      | Variable      | 5.53%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                           | J.P. Morgan Structured Products BV, Series E0OB                            | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       404 | NS      | $105977.36    | 0.01%             | 2025-11-05      | Fixed         | 21.65%                | No            | 2                  | On Loan: No      |
| Xcel Energy, Inc.                                            | Xcel Energy, Inc.                                                          | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      1272 | NS      | $102586.80    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Comcast Corp.                                                | Comcast Corp.                                                              | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60103.24     | 0.01%             | 2030-10-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Sabine Pass Liquefaction LLC                                 | Sabine Pass Liquefaction LLC                                               | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100604.68    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                         | Charter Communications Operating LLC                                       | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    789000 | PA      | $733802.01    | 0.09%             | 2029-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                           | J.P. Morgan Structured Products BV, Series N10V                            | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      2341 | NS      | $601951.86    | 0.07%             | 2025-10-23      | Fixed         | 10.42%                | No            | 2                  | On Loan: No      |
| Otsuka Corp.                                                 | Otsuka Corp.                                                               | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Long             | EC               | CORP              | JP        |      1200 | NS      | $25049.04     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ventas Realty LP                                             | Ventas Realty LP                                                           | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    160000 | PA      | $151466.62    | 0.02%             | 2030-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United Rentals North America, Inc.                           | United Rentals North America, Inc.                                         | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    266000 | PA      | $273902.59    | 0.03%             | 2029-12-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                      | Pfizer Investment Enterprises Pte. Ltd.                                    | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     86000 | PA      | $87612.74     | 0.01%             | 2030-05-19      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Ontario Gaming GTA LP                                        | Ontario Gaming GTA LP, 1st Lien Term Loan B                                | CUSIP: C6907UAB7<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |     84696 | PA      | $82512.42     | 0.01%             | 2030-08-01      | Variable      | 8.24%                 | No            | 2                  | On Loan: No      |
| MediaTek, Inc.                                               | MediaTek, Inc.                                                             | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |     22000 | NS      | $954134.52    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                          | Kinder Morgan, Inc.                                                        | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154736.85    | 0.02%             | 2030-06-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Cooper Cos., Inc. (The)                                      | Cooper Cos., Inc. (The)                                                    | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       387 | NS      | $26532.72     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AGL Core CLO 36 Ltd.                                         | AGL Core CLO 36 Ltd., Series 2024-36A, Class B                             | CUSIP: 00121WAE3<br>LEI: 2549000U240BORO02Z85 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2010480.80   | 0.24%             | 2038-01-23      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| Cushman & Wakefield U.S. Borrower LLC                        | Cushman & Wakefield US Borrower LLC, 1st Lien Term Loan                    | CUSIP: 23340DAW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     39795 | PA      | $39869.81     | 0.00%             | 2030-01-31      | Variable      | 6.91%                 | No            | 2                  | On Loan: No      |
| Scientific Games Holdings LP                                 | Scientific Games Holdings LP, 1st Lien Term Loan                           | CUSIP: 80875CAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    150860 | PA      | $149521.86    | 0.02%             | 2029-04-04      | Variable      | 7.04%                 | No            | 2                  | On Loan: No      |
| Eversource Energy                                            | Eversource Energy, Series M                                                | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    133000 | PA      | $130194.90    | 0.02%             | 2028-01-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| TKO Worldwide Holdings LLC                                   | TKO Worldwide Holdings LLC, 1st Lien Term Loan B5                          | CUSIP: 90266UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    164000 | PA      | $164178.76    | 0.02%             | 2031-11-21      | Variable      | 6.04%                 | No            | 2                  | On Loan: No      |
| SG Residential Mortgage Trust                                | SG Residential Mortgage Trust, Series 2022-2, Class A1                     | CUSIP: 78434KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    825421 | PA      | $825526.24    | 0.10%             | 2062-08-25      | Variable      | 5.35%                 | No            | 2                  | On Loan: No      |
| Cloud Software Group, Inc.                                   | Cloud Software Group, Inc.                                                 | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     57000 | PA      | $59120.76     | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| United Utilities Group plc                                   | United Utilities Group plc                                                 | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Long             | EC               | CORP              | GB        |      3306 | NS      | $51073.45     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Arthur J Gallagher & Co.                                     | Arthur J Gallagher & Co.                                                   | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252955.88    | 0.03%             | 2035-02-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Electron Bidco, Inc.                                         | Examworks Bidco, Inc., 1st Lien Term Loan                                  | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    361755 | PA      | $362373.98    | 0.04%             | 2028-11-01      | Variable      | 6.91%                 | No            | 2                  | On Loan: No      |
| iShares Trust                                                | iShares 1-5 Year Investment Grade Corporate Bond ETF                       | CUSIP: 464288646<br>LEI: 549300T14S5IX7V5T008 | Long             |  | RF                | US        |    284261 | NS      | $15074360.83  | 1.81%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup, Inc.                                              | Citigroup, Inc.                                                            | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     61000 | PA      | $57745.13     | 0.01%             | 2030-11-05      | Variable      | 2.98%                 | No            | 2                  | On Loan: No      |
| Paramount Global                                             | Paramount Global                                                           | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116447.09    | 0.01%             | 2032-05-19      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Bausch + Lomb Corp.                                          | Bausch + Lomb Corp., 1st Lien Term Loan                                    | CUSIP: C0787FAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    343328 | PA      | $343043.29    | 0.04%             | 2031-01-15      | Variable      | 8.41%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding LXIII Ltd.                              | Madison Park Funding LXIII Ltd., Series 2023-63A, Class A1R                | CUSIP: 55817GAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1506549.45   | 0.18%             | 2038-07-21      | Floating      | 5.73%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                         | JPMorgan Chase & Co.                                                       | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    489000 | PA      | $500956.38    | 0.06%             | 2030-01-23      | Variable      | 5.01%                 | No            | 2                  | On Loan: No      |
| WEX, Inc.                                                    | WEX, Inc., 1st Lien Term Loan B2                                           | CUSIP: 96208UAW1<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |     54586 | PA      | $54498.59     | 0.01%             | 2028-04-03      | Variable      | 5.91%                 | No            | 2                  | On Loan: No      |
| Cardinal Health, Inc.                                        | Cardinal Health, Inc.                                                      | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      2237 | NS      | $351119.52    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Target Corp.                                                 | Target Corp.                                                               | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24206.16     | 0.00%             | 2030-02-15      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| Public Service Enterprise Group, Inc.                        | Public Service Enterprise Group, Inc.                                      | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      1095 | NS      | $91388.70     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nomura Bank International plc                                | Nomura Bank International plc                                              | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      4453 | NS      | $416126.02    | 0.05%             | 2025-10-02      | Fixed         | 14.72%                | No            | 2                  | On Loan: No      |
| SMBC Aviation Capital Finance DAC                            | SMBC Aviation Capital Finance DAC                                          | CUSIP: 78448TAG7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $194942.59    | 0.02%             | 2026-10-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Solventum Corp.                                              | Solventum Corp.                                                            | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    211000 | PA      | $219678.30    | 0.03%             | 2034-03-23      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| LEX Mortgage Trust                                           | LEX Mortgage Trust, Series 2024-BBG, Class A                               | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1005976.90   | 0.12%             | 2033-10-13      | Variable      | 5.04%                 | No            | 2                  | On Loan: No      |
| Antero Resources Corp.                                       | Antero Resources Corp.                                                     | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |      1117 | NS      | $37486.52     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc, Series MTOE                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       388 | NS      | $117056.22    | 0.01%             | 2025-10-30      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                            | HSBC Holdings plc                                                          | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $278702.75    | 0.03%             | 2027-08-14      | Variable      | 5.89%                 | No            | 2                  | On Loan: No      |
| Elia Group SA                                                | Elia Group SA/NV                                                           | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Long             | EC               | CORP              | BE        |       411 | NS      | $47483.25     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Cemex SAB de CV                                              | Cemex SAB de CV                                                            | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $207480.00    | 0.02%             | 2030-06-10      | Variable      | 7.20%                 | No            | 2                  | On Loan: No      |
| HalseyPoint CLO 4 Ltd.                                       | HalseyPoint CLO 4 Ltd., Series 2021-4A, Class A                            | CUSIP: 40637LAA8<br>LEI: 549300CMJUK1VCINNF57 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500735.00    | 0.06%             | 2034-04-20      | Floating      | 5.81%                 | No            | 2                  | On Loan: No      |
| Prime Security Services Borrower LLC                         | Prime Security Services Borrower LLC, 1st Lien Term Loan B1                | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |     59402 | PA      | $59220.10     | 0.01%             | 2030-10-15      | Variable      | 6.13%                 | No            | 2                  | On Loan: No      |
| SAP SE                                                       | SAP SE                                                                     | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |      3224 | NS      | $863281.56    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| AllSpring Buyer LLC                                          | AllSpring Buyer LLC, 1st Lien Term Loan                                    | CUSIP: 98922AAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    107729 | PA      | $107863.98    | 0.01%             | 2030-11-01      | Variable      | 6.81%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       815 | NS      | $115926.84    | 0.01%             | 2025-10-31      | Fixed         | 18.61%                | No            | 2                  | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV               | Teva Pharmaceutical Finance Netherlands III BV                             | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1093000 | PA      | $1246621.15   | 0.15%             | 2031-09-15      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                     | PNC Financial Services Group, Inc. (The)                                   | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    224000 | PA      | $231871.34    | 0.03%             | 2035-07-23      | Variable      | 5.40%                 | No            | 2                  | On Loan: No      |
| Diageo plc                                                   | Diageo plc                                                                 | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |     10579 | NS      | $253131.00    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Asplundh Tree Expert LLC                                     | Asplundh Tree Expert LLC, 1st Lien Term Loan                               | CUSIP: 04538FAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    239538 | PA      | $239415.54    | 0.03%             | 2027-09-06      | Variable      | 6.01%                 | No            | 2                  | On Loan: No      |
| Applied Materials, Inc.                                      | Applied Materials, Inc.                                                    | CUSIP: 038222AU9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168240.04    | 0.02%             | 2036-01-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Williams Cos., Inc. (The)                                    | Williams Cos., Inc. (The)                                                  | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60831.31     | 0.01%             | 2028-08-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Propulsion BC Newco LLC                                      | Propulsion BC Newco LLC, 1st Lien Term Loan                                | CUSIP: 74347UAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     21670 | PA      | $21734.05     | 0.00%             | 2029-09-14      | Variable      | 7.04%                 | No            | 2                  | On Loan: No      |
| Ryder System, Inc.                                           | Ryder System, Inc.                                                         | CUSIP: 78355HKS7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78304.83     | 0.01%             | 2026-09-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Societe Generale SA                                                        | CUSIP: 83371T855<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      1719 | NS      | $130348.65    | 0.02%             | 2025-11-06      | Fixed         | 23.04%                | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                            | BAT Capital Corp.                                                          | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     45000 | PA      | $49402.34     | 0.01%             | 2033-08-02      | Fixed         | 6.42%                 | No            | 2                  | On Loan: No      |
| PPL Corp.                                                    | PPL Corp.                                                                  | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      1982 | NS      | $73651.12     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Air Lease Corp.                                              | Air Lease Corp.                                                            | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    664000 | PA      | $650191.99    | 0.08%             | 2026-08-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Dexcom, Inc.                                                 | Dexcom, Inc.                                                               | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       418 | NS      | $28127.22     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Structured Products BV                           | J.P. Morgan Structured Products BV, Series DLzx                            | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       805 | NS      | $87268.60     | 0.01%             | 2025-11-06      | Fixed         | 11.38%                | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                    | Ford Motor Credit Co. LLC                                                  | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    222000 | PA      | $227134.90    | 0.03%             | 2031-03-05      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| SIRVA, Inc.                                                  | SIRVA, Inc.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        58 | NS      | $48.25        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Diamondback Energy, Inc.                                     | Diamondback Energy, Inc.                                                   | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17366.39     | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       874 | NS      | $84845.19     | 0.01%             | 2025-10-17      | Fixed         | 13.63%                | No            | 2                  | On Loan: No      |
| JFE Holdings, Inc.                                           | JFE Holdings, Inc.                                                         | CUSIP: N/A<br>LEI: 3538002Y11Y03NA9B530       | Long             | EC               | CORP              | JP        |      2700 | NS      | $33132.04     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sazerac Co., Inc.                                            | Sazerac Co., Inc., 1st Lien Term Loan B1                                   | CUSIP: 80583EAN6<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |    193000 | PA      | $194073.08    | 0.02%             | 2032-06-25      | Variable      | 6.70%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                                | Centene Corp.                                                              | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    242000 | PA      | $216236.04    | 0.03%             | 2030-10-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Healthpeak OP LLC                                            | Healthpeak OP LLC                                                          | CUSIP: 42250PAC7<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    262000 | PA      | $252189.76    | 0.03%             | 2027-02-01      | Fixed         | 1.35%                 | No            | 2                  | On Loan: No      |
| Fleet Midco I Ltd.                                           | Fleet Midco I Ltd., 1st Lien Term Loan B2                                  | CUSIP: 33902UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     61535 | PA      | $61535.00     | 0.01%             | 2031-02-21      | Variable      | 6.54%                 | No            | 3                  | On Loan: No      |
| Nasdaq, Inc.                                                 | Nasdaq, Inc.                                                               | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     49000 | PA      | $51449.52     | 0.01%             | 2034-02-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDIT                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1470000 | PA      | $-14572.61    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Freeport-McMoRan, Inc.                                       | Freeport-McMoRan, Inc.                                                     | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19473.09     | 0.00%             | 2034-11-14      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Bank NA                                       | Morgan Stanley Bank NA                                                     | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255509.91    | 0.03%             | 2028-05-26      | Variable      | 5.50%                 | No            | 2                  | On Loan: No      |
| Extra Space Storage LP                                       | Extra Space Storage LP                                                     | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133775.29    | 0.02%             | 2034-02-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Penn Entertainment, Inc.                                     | Penn Entertainment, Inc., 1st Lien Term Loan B                             | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    216531 | PA      | $216260.29    | 0.03%             | 2029-05-03      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| CenterPoint Energy, Inc.                                     | CenterPoint Energy, Inc., Series A                                         | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    182000 | PA      | $189651.28    | 0.02%             | 2055-02-15      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                        | Alexandria Real Estate Equities, Inc.                                      | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      2145 | NS      | $178764.30    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Ohio Power Co.                                               | Ohio Power Co.                                                             | CUSIP: 677415CV1<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    177000 | PA      | $179413.35    | 0.02%             | 2033-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CSX Corp.                                                    | CSX Corp.                                                                  | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18923.02     | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Cisco Systems, Inc.                                          | Cisco Systems, Inc.                                                        | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      4741 | NS      | $324379.22    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Entegris, Inc.                                               | Entegris, Inc., 1st Lien Term Loan B                                       | CUSIP: 29362LAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    143473 | PA      | $144333.80    | 0.02%             | 2029-07-06      | Variable      | 5.81%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Co.                                        | Kraft Heinz Foods Co.                                                      | CUSIP: 50077LBN5<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    433000 | PA      | $442409.21    | 0.05%             | 2035-03-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Naked Juice LLC                                              | Naked Juice LLC, 1st Lien Term Loan                                        | CUSIP: 62984CAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    149047 | PA      | $112051.72    | 0.01%             | 2029-01-24      | Variable      | 7.65%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                    | Ford Motor Credit Co. LLC                                                  | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    225000 | PA      | $209882.50    | 0.03%             | 2030-11-13      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                                             | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1158000 | PA      | $1186789.37   | 0.14%             | 2030-07-19      | Variable      | 5.04%                 | No            | 2                  | On Loan: No      |
| Expedia Group, Inc.                                          | Expedia Group, Inc.                                                        | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    402000 | PA      | $384088.99    | 0.05%             | 2030-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                     | Mizuho Markets Cayman LP                                                   | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |       569 | NS      | $137017.81    | 0.02%             | 2025-10-23      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| WMG Acquisition Corp.                                        | WMG Acquisition Corp., 1st Lien Term Loan B                                | CUSIP: 92929LBA5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    576969 | PA      | $577332.49    | 0.07%             | 2031-01-24      | Variable      | 6.21%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                                | Centene Corp.                                                              | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19513.89     | 0.00%             | 2028-07-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                             | Bank of Montreal                                                           | CUSIP: 06370D399<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       271 | NS      | $167359.96    | 0.02%             | 2025-10-23      | Floating      | 24.40%                | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                            | Wells Fargo & Co.                                                          | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247744.04    | 0.03%             | 2028-05-22      | Variable      | 3.58%                 | No            | 2                  | On Loan: No      |
| Madison IAQ LLC                                              | Madison IAQ LLC, 1st Lien Term Loan                                        | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    550097 | PA      | $550190.71    | 0.07%             | 2028-06-21      | Variable      | 6.70%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                              | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    390000 | PA      | $392440.08    | 0.05%             | 2028-08-23      | Variable      | 4.48%                 | No            | 2                  | On Loan: No      |
| Nexans SA                                                    | Nexans SA                                                                  | CUSIP: N/A<br>LEI: 96950015FU78G84UIV14       | Long             | EC               | CORP              | FR        |       219 | NS      | $32612.09     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sekisui Chemical Co. Ltd.                                    | Sekisui Chemical Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |      1900 | NS      | $35371.65     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kaseya, Inc.                                                 | Kaseya, Inc., 1st Lien Term Loan                                           | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |    574252 | PA      | $574774.72    | 0.07%             | 2032-03-22      | Variable      | 7.41%                 | No            | 2                  | On Loan: No      |
| CPI HoldCo B LLC                                             | CPI Holdco B LLC, 1st Lien Term Loan                                       | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    513508 | PA      | $512865.88    | 0.06%             | 2031-05-19      | Variable      | 6.16%                 | No            | 2                  | On Loan: No      |
| Apex Group Treasury LLC                                      | Apex Group Treasury LLC, 1st Lien Term Loan B                              | CUSIP: G0472CAK1<br>LEI: 254900N6HRPDDNW7HP03 | Long             | LON              | CORP              | US        |    282435 | PA      | $275727.17    | 0.03%             | 2032-02-27      | Variable      | 7.75%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                                  | Goldman Sachs International                                                | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |      6380 | NS      | $425572.44    | 0.05%             | 2025-10-29      | Fixed         | 16.32%                | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                            | Wells Fargo & Co.                                                          | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    313000 | PA      | $290880.25    | 0.03%             | 2031-02-11      | Variable      | 2.57%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                         | JPMorgan Chase & Co.                                                       | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1297988.03   | 0.16%             | 2029-10-23      | Variable      | 6.09%                 | No            | 2                  | On Loan: No      |
| Becton Dickinson & Co.                                       | Becton Dickinson & Co.                                                     | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    384000 | PA      | $391579.98    | 0.05%             | 2029-02-08      | Fixed         | 4.87%                 | No            | 2                  | On Loan: No      |
| Talen Energy Supply LLC                                      | Talen Energy Supply LLC, 1st Lien Term Loan B                              | CUSIP: 87422LAY6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    105205 | PA      | $105227.09    | 0.01%             | 2031-12-11      | Variable      | 6.73%                 | No            | 2                  | On Loan: No      |
| Dominion Energy, Inc.                                        | Dominion Energy, Inc.                                                      | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    440000 | PA      | $444426.89    | 0.05%             | 2028-05-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc, Series DMUR                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       824 | NS      | $400105.92    | 0.05%             | 2025-10-23      | Fixed         | 13.43%                | No            | 2                  | On Loan: No      |
| N/A                                                          | CDI                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1455000 | PA      | $-210.01      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Somnigroup International, Inc.                               | Somnigroup International, Inc., 1st Lien Term Loan B                       | CUSIP: 88025BAP6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    101279 | PA      | $101784.93    | 0.01%             | 2031-10-24      | Variable      | 6.64%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Corp.                                            | FirstEnergy Corp.                                                          | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      7752 | NS      | $355196.64    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Summer BC Holdco B SARL                                      | Summer BC Holdco B SARL, Facility 1st Lien Term Loan B                     | CUSIP: 86564BAC6<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     46763 | PA      | $45906.05     | 0.01%             | 2029-02-15      | Variable      | 9.26%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    182000 | PA      | $1433.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                 | Oracle Corp.                                                               | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    678000 | PA      | $648224.48    | 0.08%             | 2028-03-25      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                                  | Goldman Sachs International                                                | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |       985 | NS      | $562782.63    | 0.07%             | 2025-10-30      | Fixed         | 9.87%                 | No            | 2                  | On Loan: No      |
| Cognizant Technology Solutions Corp.                         | Cognizant Technology Solutions Corp., Class A                              | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      3866 | NS      | $259292.62    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                        | NextEra Energy Capital Holdings, Inc.                                      | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     37000 | PA      | $34973.32     | 0.00%             | 2029-11-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Champions Financing, Inc.                                    | Champions Financing, Inc., 1st Lien Term Loan                              | CUSIP: 15870MAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     26296 | PA      | $24587.18     | 0.00%             | 2029-02-06      | Variable      | 8.95%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions, Inc.                                     | Motorola Solutions, Inc.                                                   | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25913.68     | 0.00%             | 2034-04-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                                             | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1784000 | PA      | $1841355.15   | 0.22%             | 2031-01-15      | Variable      | 5.23%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc, Series EMU3                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      2776 | NS      | $405939.22    | 0.05%             | 2025-11-07      | Fixed         | 32.87%                | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                      | Citigroup Global Markets Holdings, Inc., Series DMTH                       | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      1970 | NS      | $109105.48    | 0.01%             | 2025-10-29      | Fixed         | 21.00%                | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                     | PNC Financial Services Group, Inc. (The)                                   | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76111.63     | 0.01%             | 2028-01-21      | Variable      | 5.30%                 | No            | 2                  | On Loan: No      |
| Duke Energy Kentucky, Inc.                                   | Duke Energy Kentucky, Inc.                                                 | CUSIP: N/A<br>LEI: 8DFCA0P2BKMHOESX4E68       | Long             | DBT              | CORP              | US        |    497000 | PA      | $505697.50    | 0.06%             | 2035-09-15      | Fixed         | 5.90%                 | Yes           | 3                  | On Loan: No      |
| Charter Communications Operating LLC                         | Charter Communications Operating LLC                                       | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    489000 | PA      | $418390.62    | 0.05%             | 2032-02-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Ineos US Petrochem LLC                                       | INEOS US Petrochem LLC, 1st Lien Term Loan B                               | CUSIP: G4770MAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     89550 | PA      | $76714.80     | 0.01%             | 2031-10-07      | Variable      | 8.41%                 | No            | 2                  | On Loan: No      |
| JFL-Tiger Acquisition Co., Inc.                              | JFL-Tiger Acquisition Co., Inc., 1st Lien Term Loan                        | CUSIP: 465966AB5<br>LEI: 254900KPFL42CYD2VY03 | Long             | LON              | CORP              | US        |     73151 | PA      | $73272.68     | 0.01%             | 2030-10-17      | Variable      | 7.89%                 | No            | 2                  | On Loan: No      |
| Trimaran Cavu Ltd.                                           | Trimaran CAVU Ltd., Series 2021-1A, Class BR                               | CUSIP: 89624NAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003460.00   | 0.12%             | 2037-07-23      | Floating      | 6.12%                 | No            | 2                  | On Loan: No      |
| Ingersoll Rand, Inc.                                         | Ingersoll Rand, Inc.                                                       | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     73000 | PA      | $76112.41     | 0.01%             | 2034-06-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| SeaWorld Parks & Entertainment, Inc.                         | SeaWorld Parks & Entertainment, Inc., 1st Lien Term Loan B3                | CUSIP: 78488CAL4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    127841 | PA      | $127521.45    | 0.02%             | 2031-12-04      | Variable      | 6.16%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                           | T-Mobile USA, Inc.                                                         | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    186000 | PA      | $177334.49    | 0.02%             | 2028-02-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| Acciona SA                                                   | Acciona SA                                                                 | CUSIP: N/A<br>LEI: 54930002KP75TLLLNO21       | Long             | EC               | CORP              | ES        |       292 | NS      | $58674.08     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Dealer Tire Financial LLC                                    | Dealer Tire Financial LLC, 1st Lien Term Loan B5                           | CUSIP: 24228HAR9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    196170 | PA      | $195026.50    | 0.02%             | 2031-07-02      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| Vortex Opco LLC                                              | Vortex Opco LLC, 1st Lien Term Loan                                        | CUSIP: G9158TAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98196 | PA      | $21603.17     | 0.00%             | 2028-12-18      | Variable      | 8.37%                 | No            | 2                  | On Loan: No      |
| Public Service Electric & Gas Co.                            | Public Service Electric & Gas Co., Series Q                                | CUSIP: 74456QCU8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203993.04    | 0.02%             | 2035-03-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Outfront Media, Inc.                                         | Outfront Media, Inc.                                                       | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |      7373 | NS      | $135073.36    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsubishi Corp.                                             | Mitsubishi Corp.                                                           | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |     15500 | NS      | $369510.80    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Power Corp. of Canada                                        | Power Corp. of Canada                                                      | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |      2626 | NS      | $113629.17    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Petroleos Mexicanos                                          | Petroleos Mexicanos                                                        | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    231000 | PA      | $235044.81    | 0.03%             | 2030-01-23      | Fixed         | 6.84%                 | No            | 2                  | On Loan: No      |
| RR 38 Ltd.                                                   | RR 38 Ltd., Series 2025-38A, Class A1A                                     | CUSIP: 74988FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1251942.50   | 0.15%             | 2040-04-15      | Floating      | 5.47%                 | No            | 2                  | On Loan: No      |
| Erste Group Bank AG                                          | Erste Group Bank AG                                                        | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |       637 | NS      | $62618.72     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NMG Parent LLC                                               | NMG Parent LLC                                                             | CUSIP: 629ESC039<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       265 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Reworld Holding Corp.                                        | Reworld Holding Corp., 1st Lien Term Loan B                                | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |    167331 | PA      | $167331.47    | 0.02%             | 2028-11-30      | Variable      | 6.39%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                      | BNP Paribas Issuance BV                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      4050 | NS      | $457043.84    | 0.05%             | 2025-11-03      | Fixed         | 8.47%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                         | American Tower Corp.                                                       | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    147000 | PA      | $145907.24    | 0.02%             | 2027-03-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| NCMF Trust                                                   | NCMF Trust, Series 2025-MFS, Class A                                       | CUSIP: 62887TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    976000 | PA      | $978125.92    | 0.12%             | 2033-06-10      | Variable      | 5.05%                 | No            | 2                  | On Loan: No      |
| VGP NV                                                       | VGP NV                                                                     | CUSIP: N/A<br>LEI: 315700NENYPIXFR94T49       | Long             | EC               | CORP              | BE        |       825 | NS      | $92534.44     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Haleon plc                                                   | Haleon plc                                                                 | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |     13526 | NS      | $60869.45     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Unilever plc                                                 | Unilever plc                                                               | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |      4641 | NS      | $274323.23    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                         | Charter Communications Operating LLC                                       | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1380445.33   | 0.17%             | 2031-04-01      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Fortress Intermediate 3, Inc.                                | Fortress Intermediate 3, Inc., 1st Lien Term Loan B                        | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |    101347 | PA      | $101600.31    | 0.01%             | 2031-06-27      | Variable      | 7.25%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                 | Oracle Corp.                                                               | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    440000 | PA      | $440529.09    | 0.05%             | 2032-09-26      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Buckeye Partners LP                                          | Buckeye Partners LP, 1st Lien Term Loan B6                                 | CUSIP: 11823LAQ8<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |     69302 | PA      | $69326.70     | 0.01%             | 2030-11-22      | Variable      | 5.91%                 | No            | 2                  | On Loan: No      |
| FMC Corp.                                                    | FMC Corp.                                                                  | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    260000 | PA      | $274399.84    | 0.03%             | 2055-11-01      | Variable      | 8.45%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Societe Generale SA                                                        | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    854000 | PA      | $868392.80    | 0.10%             | 2029-05-22      | Variable      | 5.25%                 | No            | 2                  | On Loan: No      |
| Bleriot US Bidco, Inc.                                       | Bleriot US Bidco, Inc., 1st Lien Term Loan                                 | CUSIP: 09353TAJ9<br>LEI: 254900ALCQ2A2VYD5Z08 | Long             | LON              | CORP              | US        |    193738 | PA      | $193685.80    | 0.02%             | 2030-10-31      | Variable      | 6.77%                 | No            | 2                  | On Loan: No      |
| Ferrovial SE                                                 | Ferrovial SE                                                               | CUSIP: N/A<br>LEI: 72450022R2ZFL41Y6I04       | Long             | EC               | CORP              | NL        |      2574 | NS      | $147851.20    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Quanta Services, Inc.                                        | Quanta Services, Inc.                                                      | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       331 | NS      | $137173.02    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Securitas AB                                                 | Securitas AB, Class B                                                      | CUSIP: N/A<br>LEI: 635400TTYKE8EIWDS617       | Long             | EC               | CORP              | SE        |      2312 | NS      | $34848.98     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS Group AG                                                 | UBS Group AG                                                               | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $208181.52    | 0.03%             | 2036-05-09      | Variable      | 5.58%                 | No            | 2                  | On Loan: No      |
| Penske Truck Leasing Co. LP                                  | Penske Truck Leasing Co. LP                                                | CUSIP: 709599BU7<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    275000 | PA      | $277179.52    | 0.03%             | 2026-05-24      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    183000 | PA      | $1390.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GLP Capital LP                                               | GLP Capital LP                                                             | CUSIP: 361841AK5<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    165000 | PA      | $169575.45    | 0.02%             | 2028-06-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Vonovia SE                                                   | Vonovia SE                                                                 | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |      5655 | NS      | $176728.88    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                        | Elevance Health, Inc.                                                      | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    229000 | PA      | $222451.53    | 0.03%             | 2032-05-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Mortgage Trust                                   | J.P. Morgan Mortgage Trust, Series 2022-DSC1, Class A1                     | CUSIP: 46656AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    658287 | PA      | $650377.17    | 0.08%             | 2063-01-25      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                           | Energy Transfer LP                                                         | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    790000 | PA      | $815737.79    | 0.10%             | 2035-04-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                         | Royal Bank of Canada                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      5444 | NS      | $148143.09    | 0.02%             | 2025-10-22      | Fixed         | 15.00%                | No            | 2                  | On Loan: No      |
| Barclays plc                                                 | Barclays plc                                                               | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    251000 | PA      | $255881.56    | 0.03%             | 2028-03-12      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| BANK                                                         | BANK, Series 2020-BN26, Class AS                                           | CUSIP: 06540JBP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109000 | PA      | $97466.96     | 0.01%             | 2063-03-15      | Fixed         | 2.69%                 | No            | 2                  | On Loan: No      |
| Applied Materials, Inc.                                      | Applied Materials, Inc.                                                    | CUSIP: 038222AT2<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297034.19    | 0.04%             | 2031-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                    | Aptiv Swiss Holdings Ltd.                                                  | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    185000 | PA      | $170160.20    | 0.02%             | 2032-03-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| American Airlines, Inc.                                      | American Airlines, Inc., 1st Lien Term Loan                                | CUSIP: 02376CAX3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    127626 | PA      | $127200.95    | 0.02%             | 2027-01-29      | Variable      | 5.98%                 | No            | 2                  | On Loan: No      |
| DK Trust                                                     | DK Trust, Series 2025-LXP, Class A                                         | CUSIP: 23292LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65000 | PA      | $65000.00     | 0.01%             | 2037-08-15      | Floating      | 5.74%                 | No            | 2                  | On Loan: No      |
| Philip Morris International, Inc.                            | Philip Morris International, Inc.                                          | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1196000 | PA      | $1201321.14   | 0.14%             | 2030-04-30      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    110000 | PA      | $496.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Holcim AG                                                    | Holcim AG                                                                  | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |      3877 | NS      | $330803.33    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Nibe Industrier AB                                           | Nibe Industrier AB, Class B                                                | CUSIP: N/A<br>LEI: 549300ZQH0FIF1P0MX67       | Long             | EC               | CORP              | SE        |      7778 | NS      | $30742.29     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HP, Inc.                                                     | HP, Inc.                                                                   | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      3728 | NS      | $101513.44    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TruGreen LP                                                  | TruGreen LP, 1st Lien Term Loan B                                          | CUSIP: 89787RAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     61542 | PA      | $60336.97     | 0.01%             | 2027-11-02      | Variable      | 8.26%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                                  | Asurion LLC, 2nd Lien Term Loan B3                                         | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     69000 | PA      | $67102.50     | 0.01%             | 2028-01-31      | Variable      | 9.53%                 | No            | 2                  | On Loan: No      |
| Ares Strategic Income Fund                                   | Ares Strategic Income Fund                                                 | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   1742000 | PA      | $1766428.85   | 0.21%             | 2028-03-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| United Airlines, Inc.                                        | United Airlines, Inc., Facility 1st Lien Term Loan B                       | CUSIP: 90932RAP9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    212770 | PA      | $213125.23    | 0.03%             | 2031-02-24      | Variable      | 6.20%                 | No            | 2                  | On Loan: No      |
| Arizona Public Service Co.                                   | Arizona Public Service Co.                                                 | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    245000 | PA      | $256698.67    | 0.03%             | 2034-08-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| KION Group AG                                                | KION Group AG                                                              | CUSIP: N/A<br>LEI: 5299005KY91C4C6U9H17       | Long             | EC               | CORP              | DE        |      1135 | NS      | $77004.71     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NJ Trust                                                     | NJ Trust, Series 2023-GSP, Class A                                         | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    833000 | PA      | $874290.98    | 0.11%             | 2029-01-06      | Variable      | 6.70%                 | No            | 2                  | On Loan: No      |
| M&T Bank Corp.                                               | M&T Bank Corp.                                                             | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    127000 | PA      | $137962.07    | 0.02%             | 2029-10-30      | Variable      | 7.41%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                             | Deutsche Bank AG                                                           | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    170000 | PA      | $181841.97    | 0.02%             | 2029-11-20      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| Go Daddy Operating Co. LLC                                   | Go Daddy Operating Co. LLC, 1st Lien Term Loan B8                          | CUSIP: 38017BAX4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    139875 | PA      | $139669.83    | 0.02%             | 2029-11-09      | Variable      | 5.91%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     30000 | PA      | $-57.54       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Sabre GLBL, Inc.                                             | Sabre GLBL, Inc., 1st Lien Term Loan B2                                    | CUSIP: 78571YBJ8<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |      4741 | PA      | $4433.22      | 0.00%             | 2028-06-30      | Variable      | 9.26%                 | No            | 2                  | On Loan: No      |
| Vossloh AG                                                   | Vossloh AG                                                                 | CUSIP: N/A<br>LEI: 5299003HAEOUVX3HWX43       | Long             | EC               | CORP              | DE        |       303 | NS      | $32297.04     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       761 | NS      | $204527.29    | 0.02%             | 2025-10-30      | Fixed         | 24.30%                | No            | 2                  | On Loan: No      |
| Schlumberger NV                                              | Schlumberger NV                                                            | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |       446 | NS      | $15329.02     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Colgate-Palmolive Co.                                        | Colgate-Palmolive Co.                                                      | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     14099 | NS      | $1127074.06   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| CFSP Mortgage Trust                                          | CFSP Mortgage Trust, Series 2024-AHP1, Class A                             | CUSIP: 15723BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    301046 | PA      | $291317.28    | 0.04%             | 2037-04-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Applied Materials, Inc.                                      | Applied Materials, Inc.                                                    | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      5530 | NS      | $1132212.20   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    769000 | PA      | $3364.41      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| American Electric Power Co., Inc.                            | American Electric Power Co., Inc., Series D                                | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140196.88    | 0.02%             | 2056-03-15      | Variable      | 6.05%                 | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas LLC                                    | Duke Energy Carolinas LLC                                                  | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    132000 | PA      | $135580.32    | 0.02%             | 2030-03-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                  | Toronto-Dominion Bank (The)                                                | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |       435 | NS      | $341425.67    | 0.04%             | 2025-10-30      | Fixed         | 12.05%                | No            | 2                  | On Loan: No      |
| Aramark Services, Inc.                                       | Aramark Services, Inc., 1st Lien Term Loan B8                              | CUSIP: 03852JAV3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |    439702 | PA      | $440159.42    | 0.05%             | 2030-06-24      | Variable      | 6.20%                 | No            | 2                  | On Loan: No      |
| Roche Holding AG                                             | Roche Holding AG                                                           | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      1184 | NS      | $394252.55    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Allianz SE                                                   | Allianz SE (Registered)                                                    | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |       708 | NS      | $297874.47    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     81000 | PA      | $1026.62      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Radiate Holdco LLC                                           | Radiate Holdco LLC, 1st Lien Term Loan                                     | CUSIP: 75025KAM0<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |    267193 | PA      | $215173.35    | 0.03%             | 2029-09-25      | Variable      | 7.93%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc, Series DMT1                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      1104 | NS      | $277592.91    | 0.03%             | 2025-10-02      | Fixed         | 13.28%                | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Societe Generale SA                                                        | CUSIP: 83371T848<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       870 | NS      | $180388.21    | 0.02%             | 2025-10-30      | Fixed         | 19.79%                | No            | 2                  | On Loan: No      |
| Alibaba Group Holding Ltd.                                   | Alibaba Group Holding Ltd.                                                 | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |     10837 | NS      | $1936897.01   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Structured Products BV                           | J.P. Morgan Structured Products BV, Series EMTJ                            | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     11589 | NS      | $167846.45    | 0.02%             | 2025-10-29      | Fixed         | 33.75%                | No            | 2                  | On Loan: No      |
| Jones DesLauriers Insurance Management, Inc.                 | Jones DesLauriers Insurance Management, Inc., 1st Lien Term Loan B         | CUSIP: C4900AAM9<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    165435 | PA      | $164556.22    | 0.02%             | 2030-03-15      | Variable      | 7.06%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                         | JPMorgan Chase & Co.                                                       | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1534000 | PA      | $1536966.85   | 0.18%             | 2029-07-23      | Variable      | 4.20%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                           | J.P. Morgan Structured Products BV, Series DM1F                            | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       337 | NS      | $243333.33    | 0.03%             | 2025-10-30      | Fixed         | 16.63%                | No            | 2                  | On Loan: No      |
| CoreLogic, Inc.                                              | CoreLogic, Inc., 1st Lien Term Loan                                        | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    342576 | PA      | $342254.36    | 0.04%             | 2028-06-02      | Variable      | 7.78%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Energy Co.                                | Berkshire Hathaway Energy Co.                                              | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    146000 | PA      | $126484.55    | 0.02%             | 2031-05-15      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                 | BX Commercial Mortgage Trust, Series 2024-MDHS, Class A                    | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76042 | PA      | $76136.57     | 0.01%             | 2041-05-15      | Floating      | 5.79%                 | No            | 2                  | On Loan: No      |
| Zayo Group Holdings, Inc.                                    | Zayo Group Holdings, Inc., 1st Lien Term Loan                              | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    892886 | PA      | $878939.40    | 0.11%             | 2027-03-09      | Variable      | 7.43%                 | No            | 2                  | On Loan: No      |
| SS&C Technologies, Inc.                                      | SS&C Technologies, Inc., 1st Lien Term Loan B8                             | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |    564593 | PA      | $565846.68    | 0.07%             | 2031-05-09      | Variable      | 6.32%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                            | Enterprise Products Operating LLC, Series E                                | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    339000 | PA      | $338635.51    | 0.04%             | 2077-08-16      | Variable      | 5.25%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                              | Citigroup, Inc., Series EE                                                 | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    217000 | PA      | $220312.74    | 0.03%             | 2030-02-15      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| Vale Overseas Ltd.                                           | Vale Overseas Ltd.                                                         | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    390000 | PA      | $375570.00    | 0.05%             | 2030-07-08      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                    | EQT Corp.                                                                  | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      1366 | NS      | $74351.38     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Boeing Co. (The)                                             | Boeing Co. (The)                                                           | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    644000 | PA      | $621407.11    | 0.07%             | 2029-03-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners LP                                  | Cheniere Energy Partners LP                                                | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    498000 | PA      | $496404.83    | 0.06%             | 2029-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| New Mountain CLO 2 Ltd.                                      | New Mountain CLO 2 Ltd., Series CLO-2A, Class A1R                          | CUSIP: 64754LAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003404.80   | 0.12%             | 2038-01-15      | Floating      | 5.68%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDIT                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   5837612 | PA      | $-8224.05     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Interstate Power and Light Co.                               | Interstate Power & Light Co.                                               | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    182000 | PA      | $180969.79    | 0.02%             | 2034-09-30      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Henry Schein, Inc.                                           | Henry Schein, Inc.                                                         | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |       603 | NS      | $40021.11     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Yokogawa Electric Corp.                                      | Yokogawa Electric Corp.                                                    | CUSIP: N/A<br>LEI: 529900MV0U7C9WWF4L22       | Long             | EC               | CORP              | JP        |      1100 | NS      | $31568.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays plc                                                 | Barclays plc                                                               | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200033.92    | 0.02%             | 2025-12-15      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| Blue Owl Credit Income Corp.                                 | Blue Owl Credit Income Corp.                                               | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52128.07     | 0.01%             | 2029-09-15      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| Invitation Homes Operating Partnership LP                    | Invitation Homes Operating Partnership LP                                  | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    177000 | PA      | $174788.23    | 0.02%             | 2035-02-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Genesee & Wyoming, Inc.                                      | Genesee & Wyoming, Inc., 1st Lien Term Loan                                | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |    794156 | PA      | $790757.18    | 0.10%             | 2031-04-10      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| VS Buyer LLC                                                 | VS Buyer LLC, 1st Lien Term Loan                                           | CUSIP: 91834WAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    531704 | PA      | $530209.77    | 0.06%             | 2031-04-14      | Variable      | 6.56%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                      | BNP Paribas Issuance BV                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      3489 | NS      | $291281.71    | 0.04%             | 2025-10-15      | Fixed         | 13.14%                | No            | 2                  | On Loan: No      |
| Cigna Group (The)                                            | Cigna Group (The)                                                          | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       289 | NS      | $83304.25     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Boeing Co. (The)                                             | Boeing Co. (The)                                                           | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    336000 | PA      | $344788.27    | 0.04%             | 2030-05-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                   | Pacific Gas & Electric Co.                                                 | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    672000 | PA      | $696302.03    | 0.08%             | 2034-05-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Societe Generale SA                                                        | CUSIP: 83371T707<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      1193 | NS      | $169843.13    | 0.02%             | 2025-11-06      | Fixed         | 25.19%                | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                    | HCA, Inc.                                                                  | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    268000 | PA      | $265677.28    | 0.03%             | 2029-06-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Credit Agricole SA                                           | Credit Agricole SA                                                         | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |      5039 | NS      | $99298.93     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                     | Project Alpha Intermediate Holding, Inc., 1st Lien Term Loan               | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    151480 | PA      | $151824.01    | 0.02%             | 2030-10-28      | Variable      | 7.55%                 | No            | 2                  | On Loan: No      |
| F5, Inc.                                                     | F5, Inc.                                                                   | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       169 | NS      | $54619.11     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TC Energy Corp.                                              | TC Energy Corp.                                                            | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |      2115 | NS      | $115077.15    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nutrien Ltd.                                                 | Nutrien Ltd.                                                               | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     18000 | PA      | $18311.78     | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Telenet Financing USD LLC                                    | Telenet Financing USD LLC, Facility 1st Lien Term Loan                     | CUSIP: B9000TBJ3<br>LEI: 213800BMPOX34U6DWN81 | Long             | LON              | CORP              | US        |     60000 | PA      | $59462.40     | 0.01%             | 2028-05-01      | Variable      | 6.26%                 | No            | 2                  | On Loan: No      |
| Glencore Funding LLC                                         | Glencore Funding LLC                                                       | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    323000 | PA      | $332818.10    | 0.04%             | 2029-04-04      | Fixed         | 5.37%                 | No            | 2                  | On Loan: No      |
| Focus Financial Partners LLC                                 | Focus Financial Partners LLC, 1st Lien Term Loan B                         | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    345789 | PA      | $345823.14    | 0.04%             | 2031-09-15      | Variable      | 6.91%                 | No            | 2                  | On Loan: No      |
| Atlas CC Acquisition Corp.                                   | Atlas CC Acquisition Corp., 1st Lien Term Loan B                           | CUSIP: 04921TAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    417703 | PA      | $237961.01    | 0.03%             | 2029-05-25      | Variable      | 8.83%                 | No            | 2                  | On Loan: No      |
| National Storage REIT                                        | National Storage REIT                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     88271 | NS      | $137143.32    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BX Trust                                                     | BX Trust, Series 2025-LIFE, Class A                                        | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148000 | PA      | $152426.87    | 0.02%             | 2047-06-13      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| Qnity Electronics, Inc.                                      | Qnity Electronics, Inc., 1st Lien Term Loan B                              | CUSIP: 74737SAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    289000 | PA      | $288638.75    | 0.03%             | 2032-08-12      | Variable      | 5.98%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                         | Royal Bank of Canada                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       491 | NS      | $212928.37    | 0.03%             | 2025-10-10      | Fixed         | 18.40%                | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                         | Royal Bank of Canada                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      2138 | NS      | $236934.00    | 0.03%             | 2025-11-06      | Fixed         | 8.05%                 | No            | 2                  | On Loan: No      |
| Cloud Software Group, Inc.                                   | Cloud Software Group, Inc., 1st Lien Term Loan B                           | CUSIP: 88632NBK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    495689 | PA      | $497394.31    | 0.06%             | 2031-03-21      | Variable      | 7.48%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                           | J.P. Morgan Structured Products BV, Series EmTu                            | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      3453 | NS      | $147723.79    | 0.02%             | 2025-10-31      | Fixed         | 11.71%                | No            | 2                  | On Loan: No      |
| Sixth Street CLO XX Ltd.                                     | Sixth Street CLO XX Ltd., Series 2021-20A, Class BR                        | CUSIP: 83012QAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $751875.23    | 0.09%             | 2038-07-17      | Floating      | 5.91%                 | No            | 2                  | On Loan: No      |
| DuPont de Nemours, Inc.                                      | DuPont de Nemours, Inc.                                                    | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    794000 | PA      | $800148.59    | 0.10%             | 2028-11-15      | Fixed         | 4.72%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group plc                                     | Lloyds Banking Group plc                                                   | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    335000 | PA      | $340965.42    | 0.04%             | 2028-11-26      | Variable      | 5.09%                 | No            | 2                  | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                 | Zimmer Biomet Holdings, Inc.                                               | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       287 | NS      | $28269.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp.                                        | Bank of America Corp.                                                      | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    876000 | PA      | $886852.86    | 0.11%             | 2029-05-09      | Variable      | 4.62%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                         | Royal Bank of Canada                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      2131 | NS      | $173586.01    | 0.02%             | 2025-10-30      | Fixed         | 17.41%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc, Series DMTK                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      9173 | NS      | $329445.58    | 0.04%             | 2025-11-06      | Fixed         | 28.32%                | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                         | JPMorgan Chase & Co.                                                       | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     76000 | PA      | $72114.87     | 0.01%             | 2029-06-01      | Variable      | 2.07%                 | No            | 2                  | On Loan: No      |
| Insulet Corp.                                                | Insulet Corp.                                                              | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |        88 | NS      | $27168.24     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Welltower OP LLC                                             | Welltower OP LLC                                                           | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1180915.33   | 0.14%             | 2030-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                              | TransDigm, Inc., 1st Lien Term Loan                                        | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    548000 | PA      | $547298.56    | 0.07%             | 2032-08-19      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                              | Intercontinental Exchange, Inc.                                            | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    294000 | PA      | $290200.64    | 0.03%             | 2028-09-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Banner Health                                                | Banner Health                                                              | CUSIP: 06654DAD9<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    128000 | PA      | $113521.74    | 0.01%             | 2031-01-01      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Mavis Tire Express Services Topco Corp.                      | Mavis Tire Express Services Topco Corp., 1st Lien Term Loan                | CUSIP: 57777YAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    560696 | PA      | $560370.57    | 0.07%             | 2028-05-04      | Variable      | 7.20%                 | No            | 2                  | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                    | Aptiv Swiss Holdings Ltd.                                                  | CUSIP: 03837AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    200000 | PA      | $198833.04    | 0.02%             | 2034-09-13      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| American Electric Power Co., Inc.                            | American Electric Power Co., Inc.                                          | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       357 | NS      | $40162.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American Tower Corp.                                         | American Tower Corp.                                                       | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    700000 | PA      | $721407.59    | 0.09%             | 2028-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Boyce Park CLO Ltd.                                          | Boyce Park CLO Ltd., Series 2022-1A, Class C                               | CUSIP: 103228AJ1<br>LEI: 54930028S3PFXX4SMQ72 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1001401.60   | 0.12%             | 2035-04-21      | Floating      | 6.43%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                 | BX Commercial Mortgage Trust, Series 2025-SPOT, Class A                    | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    419299 | PA      | $420085.00    | 0.05%             | 2040-04-15      | Floating      | 5.59%                 | No            | 2                  | On Loan: No      |
| Aimbridge Topco LLC                                          | Aimbridge Topco LLC                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2099 | NS      | $135385.50    | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| QuidelOrtho Corp.                                            | QuidelOrtho Corp., 1st Lien Term Loan B                                    | CUSIP: 74840YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    131000 | PA      | $130236.27    | 0.02%             | 2032-08-20      | Variable      | 8.00%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                               | Broadcom, Inc.                                                             | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67224.37     | 0.01%             | 2030-04-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                        | Federal National Mortgage Association                                      | CUSIP: 3140HXV72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204000 | PA      | $185763.51    | 0.02%             | 2030-05-01      | Fixed         | 2.02%                 | No            | 2                  | On Loan: No      |
| Viper Energy Partners LLC                                    | Viper Energy Partners LLC                                                  | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    295000 | PA      | $297199.70    | 0.04%             | 2030-08-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| E.ON SE                                                      | E.ON SE                                                                    | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |      5613 | NS      | $105723.47    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Veritas Newco                                                | Veritas Newco, Series G-1                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       118 | NS      | $2688.60      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Palmer Square CLO Ltd.                                       | Palmer Square CLO Ltd., Series 2021-4A, Class A1R                          | CUSIP: 69702EAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3450000 | PA      | $3461252.18   | 0.42%             | 2038-07-15      | Floating      | 5.59%                 | No            | 2                  | On Loan: No      |
| KeyBank NA                                                   | KeyBank NA                                                                 | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248187.05    | 0.03%             | 2032-08-08      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                                  | Goldman Sachs International                                                | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |      2165 | NS      | $334012.46    | 0.04%             | 2025-10-24      | Fixed         | 7.80%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Societe Generale SA                                                        | CUSIP: 83371T871<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       268 | NS      | $203310.00    | 0.02%             | 2025-11-06      | Fixed         | 16.88%                | No            | 2                  | On Loan: No      |
| HOMES Trust                                                  | HOMES Trust, Series 2025-NQM3, Class A1                                    | CUSIP: 40446GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    619532 | PA      | $624935.45    | 0.08%             | 2070-02-25      | Variable      | 5.63%                 | No            | 2                  | On Loan: No      |
| Charles Schwab Corp. (The)                                   | Charles Schwab Corp. (The)                                                 | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      9832 | NS      | $938661.04    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Southern Copper Corp.                                        | Southern Copper Corp.                                                      | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |       534 | NS      | $64806.24     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     58000 | PA      | $377.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                      | BNP Paribas Issuance BV                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       964 | NS      | $292504.64    | 0.04%             | 2025-10-29      | Fixed         | 11.66%                | No            | 2                  | On Loan: No      |
| Pure Storage, Inc.                                           | Pure Storage, Inc., Class A                                                | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |       803 | NS      | $67299.43     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc, Series EMUO                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       580 | NS      | $118709.07    | 0.01%             | 2025-10-22      | Fixed         | 14.43%                | No            | 2                  | On Loan: No      |
| Tenneco, Inc.                                                | Tenneco, Inc., 1st Lien Term Loan B                                        | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    270000 | PA      | $263841.30    | 0.03%             | 2028-11-17      | Variable      | 9.30%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                             | Bank of Montreal                                                           | CUSIP: 06370D423<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      2374 | NS      | $179710.87    | 0.02%             | 2025-10-29      | Fixed         | 14.23%                | No            | 2                  | On Loan: No      |
| Philip Morris International, Inc.                            | Philip Morris International, Inc.                                          | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    591000 | PA      | $601130.66    | 0.07%             | 2031-11-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| FedEx Corp.                                                  | FedEx Corp.                                                                | CUSIP: 31428XCD6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    105000 | PA      | $94433.99     | 0.01%             | 2031-05-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| HUB International Ltd.                                       | HUB International Ltd., 1st Lien Term Loan                                 | CUSIP: 44332EAZ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    771477 | PA      | $772418.41    | 0.09%             | 2030-06-20      | Variable      | 6.77%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    436000 | PA      | $1529.88      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC                    | Oryx Midstream Services Permian Basin LLC, 1st Lien Term Loan              | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |    265180 | PA      | $265028.50    | 0.03%             | 2028-10-05      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Shift4 Payments, LLC                                         | Shift4 Payments LLC, 1st Lien Term Loan                                    | CUSIP: 82453JAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    130000 | PA      | $130920.40    | 0.02%             | 2032-06-30      | Variable      | 7.05%                 | No            | 2                  | On Loan: No      |
| Planet US Buyer LLC                                          | Planet US Buyer LLC, 1st Lien Term Loan                                    | CUSIP: 72706RAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    144536 | PA      | $145181.03    | 0.02%             | 2031-02-07      | Variable      | 7.26%                 | No            | 2                  | On Loan: No      |
| Sonoco Products Co.                                          | Sonoco Products Co.                                                        | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131495.69    | 0.02%             | 2027-02-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                    | HCA, Inc.                                                                  | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    356000 | PA      | $340037.70    | 0.04%             | 2030-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Avery Dennison Corp.                                         | Avery Dennison Corp.                                                       | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       191 | NS      | $30974.47     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AerCap Ireland Capital DAC                                   | AerCap Ireland Capital DAC                                                 | CUSIP: 00774MBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $149251.23    | 0.02%             | 2030-11-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Restoration Hardware, Inc.                                   | Restoration Hardware, Inc., 1st Lien Term Loan                             | CUSIP: 76133MAC5<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |     44574 | PA      | $43571.27     | 0.01%             | 2028-10-20      | Variable      | 7.51%                 | No            | 2                  | On Loan: No      |
| Clover Holdings 2 LLC                                        | Clover Holdings 2 LLC, 1st Lien Term Loan                                  | CUSIP: 18914DAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    312218 | PA      | $313975.28    | 0.04%             | 2031-12-09      | Variable      | 7.75%                 | No            | 2                  | On Loan: No      |
| Edwards Lifesciences Corp.                                   | Edwards Lifesciences Corp.                                                 | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       490 | NS      | $38107.30     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LYB International Finance II BV                              | LYB International Finance II BV                                            | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |     17000 | PA      | $16797.76     | 0.00%             | 2027-03-02      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BlackRock Funds V                                            | BlackRock Floating Rate Income Portfolio, Class K Shares                   | CUSIP: 09260B739<br>LEI: NKCTR56VMOQV9WKO8Q71 | Long             |  | RF                | US        |     33664 | NS      | $322497.90    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Momentive Performance Materials, Inc.                        | Momentive Performance Materials, Inc., 1st Lien Term Loan                  | CUSIP: 60877JAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    243507 | PA      | $244237.27    | 0.03%             | 2028-03-29      | Variable      | 8.16%                 | No            | 2                  | On Loan: No      |
| Outfront Media Capital LLC                                   | Outfront Media Capital LLC, 1st Lien Term Loan B                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    131000 | PA      | $130918.78    | 0.02%             | 2032-09-16      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| Roche Holding AG                                             | Roche Holding AG                                                           | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |       152 | NS      | $52590.48     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Targa Resources Corp.                                        | Targa Resources Corp.                                                      | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18358.56     | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Ryan LLC                                                     | Ryan LLC, 1st Lien Term Loan                                               | CUSIP: 78350LAZ8<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |      8865 | PA      | $8876.08      | 0.00%             | 2030-11-14      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                       | UBS AG                                                                     | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |       299 | NS      | $110869.58    | 0.01%             | 2025-10-29      | Fixed         | 7.60%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                               | Southern California Edison Co., Series G                                   | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    337000 | PA      | $298814.83    | 0.04%             | 2031-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing, Inc.                                      | Level 3 Financing, Inc., 1st Lien Term Loan B4                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     85000 | PA      | $85000.00     | 0.01%             | 2032-03-29      | Variable      | 7.02%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                                             | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109935.69    | 0.01%             | 2036-01-18      | Variable      | 5.59%                 | No            | 2                  | On Loan: No      |
| Santander UK Group Holdings plc                              | Santander UK Group Holdings plc                                            | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    432000 | PA      | $452140.03    | 0.05%             | 2029-01-10      | Variable      | 6.53%                 | No            | 2                  | On Loan: No      |
| Prologis LP                                                  | Prologis LP                                                                | CUSIP: 74340XCQ2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21447.42     | 0.00%             | 2031-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| AmWINS Group, Inc.                                           | AmWINS Group, Inc., 1st Lien Term Loan                                     | CUSIP: 03234TBA5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    578628 | PA      | $578245.61    | 0.07%             | 2032-01-30      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                      | Citigroup Global Markets Holdings, Inc., Series E11F                       | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      1906 | NS      | $502331.22    | 0.06%             | 2025-11-05      | Fixed         | 33.29%                | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                         | Royal Bank of Canada                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      1489 | NS      | $517909.96    | 0.06%             | 2025-10-16      | Fixed         | 32.43%                | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                           | Energy Transfer LP                                                         | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    177000 | PA      | $181656.99    | 0.02%             | 2034-09-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Packers Holdings LLC                                         | Packers Holdings LLC, 1st Lien Term Loan                                   | CUSIP: 69519UAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     68588 | PA      | $21399.49     | 0.00%             | 2028-03-02      | Variable      | 7.66%                 | No            | 2                  | On Loan: No      |
| Singapore Airlines Ltd.                                      | Singapore Airlines Ltd.                                                    | CUSIP: N/A<br>LEI: 549300ZG62N2599PWR15       | Long             | EC               | CORP              | SG        |      7600 | NS      | $38421.12     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NKT A/S                                                      | NKT A/S                                                                    | CUSIP: N/A<br>LEI: 529900197LKWCEQ0NL18       | Long             | EC               | CORP              | DK        |       338 | NS      | $32873.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                           | Banco Bilbao Vizcaya Argentaria SA                                         | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |     54902 | NS      | $1057941.42   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Go Daddy Operating Co. LLC                                   | Go Daddy Operating Co. LLC, 1st Lien Term Loan B7                          | CUSIP: 38017BAW6<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |    398856 | PA      | $398126.44    | 0.05%             | 2031-05-30      | Variable      | 5.91%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    269127 | PA      | $10191.41     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chemours Co. (The)                                           | Chemours Co. (The), 1st Lien Term Loan B                                   | CUSIP: 16384YAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    116844 | PA      | $116552.11    | 0.01%             | 2028-08-18      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| Veolia Environnement SA                                      | Veolia Environnement SA                                                    | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |      3337 | NS      | $113798.38    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                             | Boeing Co. (The)                                                           | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    321000 | PA      | $290348.61    | 0.03%             | 2034-05-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Transmission LLC                                 | FirstEnergy Transmission LLC                                               | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    141000 | PA      | $141902.28    | 0.02%             | 2030-01-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| NTT Finance Corp.                                            | NTT Finance Corp.                                                          | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $201977.62    | 0.02%             | 2028-07-16      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| TAG Immobilien AG                                            | TAG Immobilien AG                                                          | CUSIP: N/A<br>LEI: 529900TAE68USJNXLR59       | Long             | EC               | CORP              | DE        |      1947 | NS      | $33684.03     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                          | Petroleos Mexicanos                                                        | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   1165000 | PA      | $1158010.00   | 0.14%             | 2028-02-12      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Charter Next Generation, Inc.                                | Charter Next Generation, Inc., 1st Lien Term Loan                          | CUSIP: 16125TAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    665993 | PA      | $667811.58    | 0.08%             | 2030-11-29      | Variable      | 6.93%                 | No            | 2                  | On Loan: No      |
| DCC plc                                                      | DCC plc                                                                    | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |       503 | NS      | $32379.09     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BASF SE                                                      | BASF SE                                                                    | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |      2135 | NS      | $106673.68    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Allegion plc                                                 | Allegion plc                                                               | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |      6995 | NS      | $1240563.25   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Bilfinger SE                                                 | Bilfinger SE                                                               | CUSIP: N/A<br>LEI: 529900H0HULEN2BZ4604       | Long             | EC               | CORP              | DE        |       475 | NS      | $52466.98     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Quartz AcquireCo LLC                                         | Quartz AcquireCo LLC, 1st Lien Term Loan B2                                | CUSIP: 74773KAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    298275 | PA      | $296908.69    | 0.04%             | 2030-06-28      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| Cube A&D Buyer, Inc.                                         | Cube A&D Buyer, Inc., 1st Lien Term Loan                                   | CUSIP: 22971EAB4<br>LEI: 25490058FG1NWDNJ5K52 | Long             | LON              | CORP              | US        |     59700 | PA      | $59849.25     | 0.01%             | 2031-10-18      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| Berry Global, Inc.                                           | Berry Global, Inc.                                                         | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    551000 | PA      | $582568.20    | 0.07%             | 2031-06-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                           | J.P. Morgan Structured Products BV, Series N10R                            | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       141 | NS      | $169470.52    | 0.02%             | 2025-10-17      | Fixed         | 9.92%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | U.S. Treasury 10-Year Note                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1565 | NC      | $597828.09    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| VICI Properties LP                                           | VICI Properties LP                                                         | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    649000 | PA      | $654456.55    | 0.08%             | 2028-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Arkema SA                                                    | Arkema SA                                                                  | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | EC               | CORP              | FR        |       582 | NS      | $36903.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Coca-Cola Co. (The)                                          | Coca-Cola Co. (The)                                                        | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     21508 | NS      | $1426410.56   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Reworld Holding Corp.                                        | Reworld Holding Corp., 1st Lien Term Loan                                  | CUSIP: 22282GAR8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     67000 | PA      | $66790.96     | 0.01%             | 2031-01-15      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| Caterpillar, Inc.                                            | Caterpillar, Inc.                                                          | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       393 | NS      | $187519.95    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| System Energy Resources, Inc.                                | System Energy Resources, Inc.                                              | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $80523.70     | 0.01%             | 2034-12-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| CMS Energy Corp.                                             | CMS Energy Corp.                                                           | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     21995 | NS      | $1611353.70   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Nomura Bank International plc                                | Nomura Bank International plc                                              | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      1330 | NS      | $117453.26    | 0.01%             | 2025-11-05      | Fixed         | 16.79%                | No            | 2                  | On Loan: No      |
| Ziggo Financing Partnership                                  | Ziggo Financing Partnership, 1st Lien Term Loan I                          | CUSIP: N9833RAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     78000 | PA      | $77756.64     | 0.01%             | 2028-04-28      | Variable      | 6.76%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                              | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1119479.15   | 0.13%             | 2030-04-25      | Variable      | 5.73%                 | No            | 2                  | On Loan: No      |
| Baxter International, Inc.                                   | Baxter International, Inc.                                                 | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     63000 | PA      | $61757.95     | 0.01%             | 2030-04-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                       | UBS AG                                                                     | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    431000 | PA      | $464037.58    | 0.06%             | 2028-02-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                         | Anheuser-Busch InBev Worldwide, Inc.                                       | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     76000 | PA      | $77558.86     | 0.01%             | 2029-01-23      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                      | BNP Paribas Issuance BV                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     11204 | NS      | $145412.85    | 0.02%             | 2025-10-31      | Fixed         | 28.38%                | No            | 2                  | On Loan: No      |
| Carnival Corp.                                               | Carnival Corp.                                                             | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    355000 | PA      | $361275.69    | 0.04%             | 2032-08-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                         | Royal Bank of Canada                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       987 | NS      | $289616.37    | 0.03%             | 2025-10-30      | Fixed         | 12.22%                | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                     | Mizuho Markets Cayman LP                                                   | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |       916 | NS      | $168424.91    | 0.02%             | 2025-10-22      | Fixed         | 10.57%                | No            | 2                  | On Loan: No      |
| NRG Energy, Inc.                                             | NRG Energy, Inc., 1st Lien Term Loan                                       | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |    566940 | PA      | $566764.40    | 0.07%             | 2031-04-16      | Variable      | 6.06%                 | No            | 2                  | On Loan: No      |
| Welltower, Inc.                                              | Welltower, Inc.                                                            | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |       527 | NS      | $93879.78     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Barracuda Networks, Inc.                                     | Barracuda Networks, Inc., 1st Lien Term Loan                               | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |    211916 | PA      | $176924.20    | 0.02%             | 2029-08-15      | Variable      | 8.81%                 | No            | 2                  | On Loan: No      |
| Paint Intermediate III LLC                                   | Paint Intermediate III LLC, 1st Lien Term Loan B                           | CUSIP: 69575EAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     86782 | PA      | $86565.54     | 0.01%             | 2031-10-09      | Variable      | 7.24%                 | No            | 2                  | On Loan: No      |
| Coterra Energy, Inc.                                         | Coterra Energy, Inc.                                                       | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      2302 | NS      | $54442.30     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Asurion LLC                                                  | Asurion LLC, 1st Lien Term Loan B12                                        | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     54724 | PA      | $54492.68     | 0.01%             | 2030-09-19      | Variable      | 8.41%                 | No            | 2                  | On Loan: No      |
| Anglo American Capital plc                                   | Anglo American Capital plc                                                 | CUSIP: 034863AU4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    264000 | PA      | $265164.56    | 0.03%             | 2028-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| DTE Electric Co.                                             | DTE Electric Co.                                                           | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25874.18     | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| West Pharmaceutical Services, Inc.                           | West Pharmaceutical Services, Inc.                                         | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       169 | NS      | $44333.77     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                  | Toronto-Dominion Bank (The)                                                | CUSIP: 89115KAD2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    249000 | PA      | $252243.91    | 0.03%             | 2028-06-02      | Fixed         | 4.57%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     40000 | PA      | $-98.21       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GCAT Trust                                                   | GCAT Trust, Series 2025-NQM3, Class A1                                     | CUSIP: 36171MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    961413 | PA      | $969824.17    | 0.12%             | 2070-05-25      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Learfield Communications LLC                                 | Learfield Communications LLC                                               | CUSIP: N/A<br>LEI: 549300177GK4LMS8T214       | Long             | EC               | CORP              | US        |       771 | NS      | $80955.00     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      1325 | NS      | $143362.05    | 0.02%             | 2025-11-05      | Fixed         | 20.51%                | No            | 2                  | On Loan: No      |
| Buzzi SpA                                                    | Buzzi SpA                                                                  | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |       478 | NS      | $26340.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Project Boost Purchaser LLC                                  | Project Boost Purchaser LLC, 1st Lien Term Loan                            | CUSIP: 74339NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    387567 | PA      | $386357.85    | 0.05%             | 2031-07-16      | Variable      | 7.07%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                              | Citigroup, Inc.                                                            | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    301000 | PA      | $302400.66    | 0.04%             | 2030-09-19      | Variable      | 4.54%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                                  | Goldman Sachs International                                                | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |      6945 | NS      | $219161.10    | 0.03%             | 2025-10-31      | Fixed         | 20.51%                | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    117000 | PA      | $131.92       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Amentum Holdings, Inc.                                       | Amentum Holdings, Inc., 1st Lien Term Loan                                 | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |    227200 | PA      | $226929.56    | 0.03%             | 2031-09-29      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| AlixPartners LLP                                             | AlixPartners LLP, 1st Lien Term Loan                                       | CUSIP: 01642PBE5<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |    426458 | PA      | $423378.63    | 0.05%             | 2032-07-30      | Variable      | 6.16%                 | No            | 2                  | On Loan: No      |
| Wolverine Escrow LLC                                         | Wolverine Escrow LLC                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     92000 | PA      | $0.01         | 0.00%             | 2026-11-15      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| AvalonBay Communities, Inc.                                  | AvalonBay Communities, Inc.                                                | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      1101 | NS      | $212680.17    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Geberit AG                                                   | Geberit AG (Registered)                                                    | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Long             | EC               | CORP              | CH        |        86 | NS      | $64947.34     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SPIE SA                                                      | SPIE SA                                                                    | CUSIP: N/A<br>LEI: 969500TJNS5GSFWJ8X85       | Long             | EC               | CORP              | FR        |      1363 | NS      | $73685.96     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Simon Property Group LP                                      | Simon Property Group LP                                                    | CUSIP: 828807DZ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    640000 | PA      | $641464.44    | 0.08%             | 2030-10-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| VICI Properties, Inc.                                        | VICI Properties, Inc.                                                      | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      5380 | NS      | $175441.80    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Birch Grove CLO 9 Ltd.                                       | Birch Grove CLO 9 Ltd., Series 2024-9A, Class B                            | CUSIP: 09077WAE8<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002370.00   | 0.12%             | 2037-10-22      | Floating      | 6.03%                 | No            | 2                  | On Loan: No      |
| Aviation Capital Group LLC                                   | Aviation Capital Group LLC                                                 | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    683000 | PA      | $667411.26    | 0.08%             | 2026-09-20      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| 3M Co.                                                       | 3M Co.                                                                     | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102245.72    | 0.01%             | 2030-03-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| PRKCM Trust                                                  | PRKCM Trust, Series 2022-AFC2, Class A1                                    | CUSIP: 69377TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    664572 | PA      | $664211.23    | 0.08%             | 2057-08-25      | Variable      | 5.33%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                     | PNC Financial Services Group, Inc. (The)                                   | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    156000 | PA      | $157050.14    | 0.02%             | 2027-07-23      | Variable      | 5.10%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                                | Centene Corp.                                                              | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1467000 | PA      | $1349180.74   | 0.16%             | 2030-02-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| iShares Trust                                                | iShares Broad USD High Yield Corporate Bond ETF                            | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Long             |  | RF                | US        |    743531 | NS      | $28090601.18  | 3.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Swire Pacific Ltd.                                           | Swire Pacific Ltd., Class A                                                | CUSIP: N/A<br>LEI: 549300KZOZHII0DGF611       | Long             | EC               | CORP              | HK        |      2000 | NS      | $16949.48     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      1728 | NS      | $144514.79    | 0.02%             | 2025-11-07      | Fixed         | 24.56%                | No            | 2                  | On Loan: No      |
| Warehouses De Pauw CVA                                       | Warehouses De Pauw CVA                                                     | CUSIP: N/A<br>LEI: 549300HWDYC5JXC85138       | Long             | EC               | CORP              | BE        |      5491 | NS      | $137656.82    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Diamondback Energy, Inc.                                     | Diamondback Energy, Inc.                                                   | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154480.54    | 0.02%             | 2030-01-30      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                        | Bank of America Corp.                                                      | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65872.39     | 0.01%             | 2026-10-24      | Variable      | 1.20%                 | No            | 2                  | On Loan: No      |
| Rand Parent LLC                                              | Rand Parent LLC, 1st Lien Term Loan B                                      | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    228622 | PA      | $227437.77    | 0.03%             | 2030-03-18      | Variable      | 7.30%                 | No            | 2                  | On Loan: No      |
| Finastra USA, Inc.                                           | Finastra USA, Inc., 1st Lien Term Loan                                     | CUSIP: 31772YAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    694000 | PA      | $690779.84    | 0.08%             | 2032-07-30      | Variable      | 8.04%                 | No            | 2                  | On Loan: No      |
| Turquoise Topco Ltd.                                         | Turquoise Topco Ltd., 1st Lien Term Loan B                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    137000 | PA      | $137086.31    | 0.02%             | 2032-08-13      | Variable      | 7.23%                 | No            | 2                  | On Loan: No      |
| Zurich Insurance Group AG                                    | Zurich Insurance Group AG                                                  | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |      1394 | NS      | $996408.00    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Aalberts NV                                                  | Aalberts NV                                                                | CUSIP: N/A<br>LEI: 549300EMP9DT6Q35HZ31       | Long             | EC               | CORP              | NL        |       557 | NS      | $18364.07     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Naked Juice LLC                                              | Naked Juice LLC, 1st Lien Term Loan                                        | CUSIP: 62984CAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    103555 | PA      | $42112.81     | 0.01%             | 2030-01-24      | Variable      | 5.40%                 | No            | 2                  | On Loan: No      |
| Mitsui Fudosan Co. Ltd.                                      | Mitsui Fudosan Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |     12600 | NS      | $137164.95    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| McAfee Corp.                                                 | McAfee Corp., 1st Lien Term Loan B1                                        | CUSIP: 57906HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    327101 | PA      | $311871.43    | 0.04%             | 2029-03-01      | Variable      | 7.22%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                    | Ford Motor Credit Co. LLC                                                  | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1007483.67   | 0.12%             | 2029-09-06      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| UniCredit SpA                                                | UniCredit SpA                                                              | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |      2208 | NS      | $168018.00    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Gainwell Acquisition Corp.                                   | Gainwell Acquisition Corp., 1st Lien Term Loan B                           | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    139148 | PA      | $136747.87    | 0.02%             | 2027-10-01      | Variable      | 8.10%                 | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                | Nomura Bank International plc                                              | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      2343 | NS      | $577501.95    | 0.07%             | 2025-10-16      | Fixed         | 17.37%                | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                           | General Motors Financial Co., Inc.                                         | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    665000 | PA      | $672687.63    | 0.08%             | 2029-10-06      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment, Inc.                                  | Caesars Entertainment, Inc., 1st Lien Term Loan B1                         | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    728775 | PA      | $726348.02    | 0.09%             | 2031-02-06      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                           | T-Mobile USA, Inc.                                                         | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    240000 | PA      | $235341.25    | 0.03%             | 2030-04-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BlackRock Liquidity Funds                                    | BlackRock Liquidity Funds, T-Fund, Institutional Class                     | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |  49406328 | NS      | $49406328.30  | 5.94%             |  |  |  | No            | 1                  | On Loan: No      |
| Agilent Technologies, Inc.                                   | Agilent Technologies, Inc.                                                 | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       422 | NS      | $54163.70     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ellucian Holdings, Inc.                                      | Ellucian Holdings, Inc., 2nd Lien Term Loan                                | CUSIP: 28917XAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     87000 | PA      | $88812.21     | 0.01%             | 2032-11-15      | Variable      | 8.91%                 | No            | 2                  | On Loan: No      |
| Weber-Stephen Products LLC                                   | Weber-Stephen Products LLC, 1st Lien Term Loan B                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    276000 | PA      | $272895.00    | 0.03%             | 2032-09-17      | Variable      | 7.51%                 | No            | 2                  | On Loan: No      |
| NTT Finance Corp.                                            | NTT Finance Corp.                                                          | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204833.51    | 0.02%             | 2032-07-16      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| Amcor plc                                                    | Amcor plc                                                                  | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |     11612 | NS      | $94986.16     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc, Series DMUS                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       516 | NS      | $134880.12    | 0.02%             | 2025-10-23      | Fixed         | 11.99%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      1424 | NS      | $283363.80    | 0.03%             | 2025-10-22      | Fixed         | 16.72%                | No            | 2                  | On Loan: No      |
| Wilsonart LLC                                                | Wilsonart LLC, 1st Lien Term Loan                                          | CUSIP: 97246FAM8<br>LEI: 549300SAZRUMYKDJBY14 | Long             | LON              | CORP              | US        |    543734 | PA      | $524703.73    | 0.06%             | 2031-08-05      | Variable      | 8.25%                 | No            | 2                  | On Loan: No      |
| Georgia Power Co.                                            | Georgia Power Co.                                                          | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28883.16     | 0.00%             | 2034-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                             | Boeing Co. (The)                                                           | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    314000 | PA      | $311621.87    | 0.04%             | 2026-02-04      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Fiserv, Inc.                                                 | Fiserv, Inc.                                                               | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     47000 | PA      | $49343.03     | 0.01%             | 2033-08-21      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| BlackRock Allocation Target Shares                           | BlackRock Allocation Target Shares - BATS Series A                         | CUSIP: 092480706<br>LEI: 5493001N6IPQ853IL862 | Long             |  | RF                | US        |   4748824 | NS      | $45493731.08  | 5.47%             |  |  |  | No            | N/A                | On Loan: No      |
| Domino's Pizza, Inc.                                         | Domino's Pizza, Inc.                                                       | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       584 | NS      | $252118.64    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS Group AG                                                 | UBS Group AG                                                               | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $203885.80    | 0.02%             | 2035-02-05      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Societe Generale SA                                                        | CUSIP: 83371P622<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      1662 | NS      | $162549.98    | 0.02%             | 2025-10-23      | Fixed         | 8.32%                 | No            | 2                  | On Loan: No      |
| Jungheinrich AG                                              | Jungheinrich AG (Preference)                                               | CUSIP: N/A<br>LEI: 529900PHZORTU6FSXE73       | Long             | EP               | CORP              | DE        |       976 | NS      | $34036.09     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                                  | Goldman Sachs International                                                | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |      3069 | NS      | $2256752.44   | 0.27%             | 2025-10-30      | Fixed         | 16.14%                | No            | 2                  | On Loan: No      |
| ICON Luxembourg SARL                                         | ICON Luxembourg SARL, 1st Lien Term Loan                                   | CUSIP: L5000DAE7<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |     44584 | PA      | $44547.33     | 0.01%             | 2028-07-03      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                 | UBS Group AG                                                               | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $259759.25    | 0.03%             | 2028-08-11      | Variable      | 6.44%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                            | CIFC Funding Ltd., Series 2020-4A, Class A1R                               | CUSIP: 12562RAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003751.20   | 0.12%             | 2040-01-15      | Floating      | 5.62%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                                   | Verus Securitization Trust, Series 2022-INV2, Class A1                     | CUSIP: 924923AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    662418 | PA      | $660061.23    | 0.08%             | 2067-10-25      | Variable      | 6.79%                 | No            | 2                  | On Loan: No      |
| Illuminate Buyer LLC                                         | Illuminate Buyer LLC                                                       | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5015.80      | 0.00%             | 2028-07-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Madison IAQ LLC                                              | Madison IAQ LLC, 1st Lien Term Loan                                        | CUSIP: 55759VAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    275310 | PA      | $276452.54    | 0.03%             | 2032-05-06      | Variable      | 7.45%                 | No            | 2                  | On Loan: No      |
| Endesa SA                                                    | Endesa SA                                                                  | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |      1525 | NS      | $48717.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NYC Commercial Mortgage Trust                                | NYC Commercial Mortgage Trust, Series 2025-3BP, Class A                    | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1146000 | PA      | $1143107.38   | 0.14%             | 2042-02-15      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                           | Energy Transfer LP                                                         | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    422000 | PA      | $434383.79    | 0.05%             | 2028-02-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                     | PNC Financial Services Group, Inc. (The)                                   | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40847.63     | 0.00%             | 2031-05-13      | Variable      | 4.90%                 | No            | 2                  | On Loan: No      |
| Micron Technology, Inc.                                      | Micron Technology, Inc.                                                    | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    195000 | PA      | $200912.39    | 0.02%             | 2029-02-06      | Fixed         | 5.33%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    112000 | PA      | $388.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Edelman Financial Engines CenterLLC (The)                    | Edelman Financial Engines Center LLC (The), 1st Lien Term Loan             | CUSIP: 27943UAM8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    272290 | PA      | $272388.25    | 0.03%             | 2028-04-07      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| Cotiviti, Inc.                                               | Cotiviti, Inc., 1st Lien Term Loan B                                       | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    532632 | PA      | $522645.49    | 0.06%             | 2031-05-01      | Variable      | 7.03%                 | No            | 2                  | On Loan: No      |
| Grupo Televisa SAB                                           | Grupo Televisa SAB                                                         | CUSIP: 40049JAT4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |      8000 | PA      | $8660.00      | 0.00%             | 2032-03-11      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Diameter Capital CLO 3 Ltd.                                  | Diameter Capital CLO 3 Ltd., Series 2022-3A, Class A1R                     | CUSIP: 25255JAL1<br>LEI: 254900L1QJX98W5ORK78 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2507501.25   | 0.30%             | 2038-01-15      | Floating      | 5.65%                 | No            | 2                  | On Loan: No      |
| Hubbell, Inc.                                                | Hubbell, Inc.                                                              | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      2574 | NS      | $1107617.94   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadcom, Inc.                                               | Broadcom, Inc.                                                             | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    570000 | PA      | $567350.87    | 0.07%             | 2029-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                                             | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $522107.28    | 0.06%             | 2030-04-18      | Variable      | 5.66%                 | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                             | CSC Holdings LLC, 1st Lien Term Loan                                       | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     71046 | PA      | $70543.54     | 0.01%             | 2028-01-18      | Variable      | 8.65%                 | No            | 2                  | On Loan: No      |
| Nordson Corp.                                                | Nordson Corp.                                                              | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       475 | NS      | $107801.25    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Lockheed Martin Corp.                                        | Lockheed Martin Corp.                                                      | CUSIP: 539830BZ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23258.02     | 0.00%             | 2028-05-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| United Airlines Pass-Through Trust                           | United Airlines Pass-Through Trust, Series 2024-1, Class A                 | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    366898 | PA      | $374272.65    | 0.05%             | 2037-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                                             | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    267000 | PA      | $262785.30    | 0.03%             | 2027-05-04      | Variable      | 1.59%                 | No            | 2                  | On Loan: No      |
| ArcelorMittal SA                                             | ArcelorMittal SA                                                           | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |      1638 | NS      | $59092.36     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco Nacional de Panama                                     | Banco Nacional de Panama                                                   | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $174608.00    | 0.02%             | 2030-08-11      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                         | Royal Bank of Canada                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      1914 | NS      | $353732.47    | 0.04%             | 2025-10-22      | Fixed         | 13.00%                | No            | 2                  | On Loan: No      |
| EQT Corp.                                                    | EQT Corp.                                                                  | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    462000 | PA      | $468449.82    | 0.06%             | 2029-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| VEGAS Trust                                                  | VEGAS Trust, Series 2024-TI, Class A                                       | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    510000 | PA      | $517597.37    | 0.06%             | 2039-11-10      | Fixed         | 5.52%                 | No            | 2                  | On Loan: No      |
| SHR Trust                                                    | SHR Trust, Series 2024-LXRY, Class A                                       | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770000 | PA      | $770962.50    | 0.09%             | 2041-10-15      | Floating      | 6.10%                 | No            | 2                  | On Loan: No      |
| Siemens AG                                                   | Siemens AG (Registered)                                                    | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |       611 | NS      | $164956.57    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| AEGON Funding Co. LLC                                        | AEGON Funding Co. LLC                                                      | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |    586000 | PA      | $596249.04    | 0.07%             | 2027-04-16      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Baxter International, Inc.                                   | Baxter International, Inc.                                                 | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     93000 | PA      | $87290.89     | 0.01%             | 2028-12-01      | Fixed         | 2.27%                 | No            | 2                  | On Loan: No      |
| CommonSpirit Health                                          | CommonSpirit Health                                                        | CUSIP: 20268JAK9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36295.52     | 0.00%             | 2027-11-01      | Fixed         | 6.07%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                          | Realty Income Corp.                                                        | CUSIP: 756109BS2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     83000 | PA      | $84492.43     | 0.01%             | 2028-12-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Poste Italiane SpA                                           | Poste Italiane SpA                                                         | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |      2127 | NS      | $50561.02     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                      | Citigroup Global Markets Holdings, Inc., Series DMTd                       | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      2866 | NS      | $885920.34    | 0.11%             | 2025-10-15      | Fixed         | 13.83%                | No            | 2                  | On Loan: No      |
| First Franklin Mortgage Loan Trust                           | First Franklin Mortgage Loan Trust, Series 2005-FF10, Class A6M            | CUSIP: 32027NWQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    480900 | PA      | $453241.36    | 0.05%             | 2035-11-25      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| Olympus Water US Holding Corp.                               | Olympus Water US Holding Corp., 1st Lien Term Loan B                       | CUSIP: 68163YAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    271000 | PA      | $268775.09    | 0.03%             | 2032-07-23      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| Kuehg Corp.                                                  | KUEHG Corp., 1st Lien Term Loan                                            | CUSIP: 50118YAH2<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |     75637 | PA      | $75558.51     | 0.01%             | 2030-06-12      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| Genesys Cloud Services, Inc.                                 | Genesys Cloud Services, Inc., 1st Lien Term Loan                           | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |    927851 | PA      | $921086.72    | 0.11%             | 2032-01-30      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                 | Cie Generale des Etablissements Michelin SCA                               | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |      3220 | NS      | $115964.22    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Prime Security Services Borrower LLC                         | Prime Security Services Borrower LLC, 1st Lien Term Loan B2                | CUSIP: 03765VAQ3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    388337 | PA      | $384391.28    | 0.05%             | 2032-03-08      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| Charles Schwab Corp. (The)                                   | Charles Schwab Corp. (The), Series K                                       | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17915.67     | 0.00%             | 2027-06-01      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| System Energy Resources, Inc.                                | System Energy Resources, Inc.                                              | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $140436.53    | 0.02%             | 2028-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                           | J.P. Morgan Structured Products BV, Series EMTK                            | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      1532 | NS      | $275390.97    | 0.03%             | 2025-10-29      | Fixed         | 12.82%                | No            | 2                  | On Loan: No      |
| EQT Corp.                                                    | EQT Corp.                                                                  | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100014.35    | 0.01%             | 2029-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PPM CLO 5 Ltd.                                               | PPM CLO 5 Ltd., Series 2021-5A, Class A                                    | CUSIP: 69356TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1502079.00   | 0.18%             | 2034-10-18      | Floating      | 5.79%                 | No            | 2                  | On Loan: No      |
| BAT International Finance plc                                | BAT International Finance plc                                              | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $241543.00    | 0.03%             | 2029-02-02      | Fixed         | 5.93%                 | No            | 2                  | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA               | ACS Actividades de Construccion y Servicios SA                             | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |       858 | NS      | $68775.65     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      3702 | NS      | $176438.62    | 0.02%             | 2025-10-22      | Fixed         | 13.91%                | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                        | NextEra Energy Capital Holdings, Inc.                                      | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    152000 | PA      | $148224.37    | 0.02%             | 2082-03-15      | Variable      | 3.80%                 | No            | 2                  | On Loan: No      |
| Derby Buyer LLC                                              | Derby Buyer LLC, 1st Lien Term Loan                                        | CUSIP: 24968CAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    306721 | PA      | $307039.99    | 0.04%             | 2030-11-01      | Variable      | 7.18%                 | No            | 2                  | On Loan: No      |
| AstraZeneca plc                                              | AstraZeneca plc                                                            | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |     13299 | NS      | $2037421.64   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                                  | Goldman Sachs International                                                | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |       771 | NS      | $149920.18    | 0.02%             | 2025-10-24      | Fixed         | 18.36%                | No            | 2                  | On Loan: No      |
| Humana, Inc.                                                 | Humana, Inc.                                                               | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       293 | NS      | $76229.81     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas Issuance BV                                      | BNP Paribas Issuance BV                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      4837 | NS      | $142254.59    | 0.02%             | 2025-10-01      | Fixed         | 16.25%                | No            | 2                  | On Loan: No      |
| Vistra Operations Co. LLC                                    | Vistra Operations Co. LLC                                                  | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    892000 | PA      | $897126.32    | 0.11%             | 2026-12-30      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| General Electric Co.                                         | General Electric Co.                                                       | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402376.14    | 0.05%             | 2030-07-29      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                    | EQT Corp.                                                                  | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    242000 | PA      | $239782.58    | 0.03%             | 2026-05-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| QUALCOMM, Inc.                                               | QUALCOMM, Inc.                                                             | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    419000 | PA      | $427777.92    | 0.05%             | 2035-05-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Ring Container Technologies Group, LLC                       | Ring Container Technologies Group LLC, 1st Lien Term Loan                  | CUSIP: 76680YAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     91000 | PA      | $90818.00     | 0.01%             | 2032-09-15      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | S&P 500 E-Mini Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         5 | NC      | $5881.58      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Capital One Financial Corp.                                  | Capital One Financial Corp.                                                | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168130.25    | 0.02%             | 2036-09-11      | Variable      | 5.20%                 | No            | 2                  | On Loan: No      |
| Ally Financial, Inc.                                         | Ally Financial, Inc.                                                       | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    245000 | PA      | $250778.14    | 0.03%             | 2029-05-15      | Variable      | 5.74%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                    | EQT Corp.                                                                  | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    119000 | PA      | $118235.68    | 0.01%             | 2027-10-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| 1301 Trust                                                   | 1301 Trust, Series 2025-1301, Class A                                      | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    243000 | PA      | $246127.26    | 0.03%             | 2042-08-11      | Variable      | 5.23%                 | No            | 2                  | On Loan: No      |
| Paychex, Inc.                                                | Paychex, Inc.                                                              | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      2024 | NS      | $256562.24    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Indicor LLC                                                  | Indicor LLC, 1st Lien Term Loan D                                          | CUSIP: 77669LAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    135954 | PA      | $136067.88    | 0.02%             | 2029-11-22      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| AGL CLO 7 Ltd.                                               | AGL CLO 7 Ltd., Series 2020-7A, Class AR2                                  | CUSIP: 008511AW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000000.00   | 0.24%             | 2038-10-15      | Floating      | 5.39%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                    | HCA, Inc.                                                                  | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    835000 | PA      | $862071.99    | 0.10%             | 2030-03-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                         | JPMorgan Chase & Co.                                                       | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28201.14     | 0.00%             | 2030-04-22      | Variable      | 5.58%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp.                                              | Microsoft Corp.                                                            | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      8504 | NS      | $4404646.80   | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| KSL Commercial Mortgage Trust                                | KSL Commercial Mortgage Trust, Series 2024-HT2, Class A                    | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    852487 | PA      | $852220.62    | 0.10%             | 2039-12-15      | Floating      | 5.69%                 | No            | 2                  | On Loan: No      |
| BCPE Pequod Buyer, Inc.                                      | BCPE Pequod Buyer, Inc., 1st Lien Term Loan                                | CUSIP: 05624AAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    220448 | PA      | $220723.06    | 0.03%             | 2031-11-25      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| Ryder System, Inc.                                           | Ryder System, Inc.                                                         | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132619.53    | 0.02%             | 2027-03-01      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Corp.                                            | FirstEnergy Corp., Series B                                                | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    898000 | PA      | $892492.73    | 0.11%             | 2027-07-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     10000 | PA      | $-2.32        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Trident TPI Holdings, Inc.                                   | Trident TPI Holdings, Inc., 1st Lien Term Loan B7                          | CUSIP: 00216EAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    152539 | PA      | $149614.84    | 0.02%             | 2028-09-15      | Variable      | 7.75%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment, Inc.                                  | Caesars Entertainment, Inc., 1st Lien Term Loan B                          | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    196148 | PA      | $195483.38    | 0.02%             | 2030-02-06      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                 | AbbVie, Inc.                                                               | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    133000 | PA      | $128311.72    | 0.02%             | 2029-11-21      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Travelport Finance                                           | Travelport Technology Ltd.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |        30 | NS      | $90546.90     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| J.P. Morgan Structured Products BV                           | J.P. Morgan Structured Products BV, Series N0NQ                            | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       844 | NS      | $248848.19    | 0.03%             | 2025-10-15      | Fixed         | 24.52%                | No            | 2                  | On Loan: No      |
| RHP Hotel Properties LP                                      | RHP Hotel Properties LP, 1st Lien Term Loan B                              | CUSIP: 74958NAL0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    201260 | PA      | $201092.63    | 0.02%             | 2030-05-18      | Variable      | 6.16%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                         | Charter Communications Operating LLC, 1st Lien Term Loan B4                | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |     84848 | PA      | $84723.69     | 0.01%             | 2030-12-09      | Variable      | 6.29%                 | No            | 2                  | On Loan: No      |
| Blue Owl Credit Income Corp.                                 | Blue Owl Credit Income Corp.                                               | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    106000 | PA      | $107489.58    | 0.01%             | 2030-03-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Belron Finance 2019 LLC                                      | Belron Finance 2019 LLC, 1st Lien Term Loan                                | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    620843 | PA      | $623561.83    | 0.07%             | 2031-10-16      | Variable      | 6.74%                 | No            | 2                  | On Loan: No      |
| Public Storage                                               | Public Storage                                                             | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |       846 | NS      | $244367.10    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Johnson Controls International plc                           | Johnson Controls International plc                                         | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |       167 | NS      | $18361.65     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ventas Realty LP                                             | Ventas Realty LP                                                           | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    126000 | PA      | $125422.38    | 0.02%             | 2028-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     38000 | PA      | $273.13       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc, Series MTOJ                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      4070 | NS      | $339601.95    | 0.04%             | 2025-10-30      | Fixed         | 19.91%                | No            | 2                  | On Loan: No      |
| Bausch + Lomb Corp.                                          | Bausch + Lomb Corp., 1st Lien Term Loan                                    | CUSIP: C0787FAG7<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    124941 | PA      | $124785.18    | 0.02%             | 2028-09-29      | Variable      | 8.16%                 | No            | 2                  | On Loan: No      |
| Evergy, Inc.                                                 | Evergy, Inc.                                                               | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       822 | NS      | $62488.44     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Truist Financial Corp.                                       | Truist Financial Corp.                                                     | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    223000 | PA      | $241531.53    | 0.03%             | 2029-10-30      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| Prologis, Inc.                                               | Prologis, Inc.                                                             | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      1648 | NS      | $188728.96    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadcom, Inc.                                               | Broadcom, Inc.                                                             | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    581000 | PA      | $537700.64    | 0.06%             | 2033-04-15      | Fixed         | 3.42%                 | No            | 2                  | On Loan: No      |
| Tritax Big Box REIT plc                                      | Tritax Big Box REIT plc                                                    | CUSIP: N/A<br>LEI: 213800L6X88MIYPVR714       | Long             | EC               | CORP              | GB        |     67622 | NS      | $131807.87    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                           | Energy Transfer LP                                                         | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401357.91    | 0.05%             | 2027-03-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Brand Industrial Services, Inc.                              | Brand Industrial Services, Inc., 1st Lien Term Loan C                      | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |    442190 | PA      | $399739.73    | 0.05%             | 2030-08-01      | Variable      | 8.80%                 | No            | 2                  | On Loan: No      |
| Honeywell International, Inc.                                | Honeywell International, Inc.                                              | CUSIP: 438516CR5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    255000 | PA      | $263620.34    | 0.03%             | 2031-09-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Reynolds Consumer Products LLC                               | Reynolds Consumer Products LLC, 1st Lien Term Loan                         | CUSIP: 76171JAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54906 | PA      | $54988.36     | 0.01%             | 2032-03-04      | Variable      | 5.91%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                        | Elevance Health, Inc.                                                      | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27083.24     | 0.00%             | 2033-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                                  | Goldman Sachs International                                                | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |      4339 | NS      | $393935.90    | 0.05%             | 2025-10-30      | Fixed         | 14.10%                | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                  | Toronto-Dominion Bank (The)                                                | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |       773 | NS      | $235580.91    | 0.03%             | 2025-10-30      | Fixed         | 10.93%                | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                              | Citigroup, Inc.                                                            | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     53000 | PA      | $47768.84     | 0.01%             | 2032-05-01      | Variable      | 2.56%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                        | Bank of America Corp.                                                      | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62038.82     | 0.01%             | 2028-12-20      | Variable      | 3.42%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                                             | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37828.52     | 0.00%             | 2028-04-13      | Variable      | 5.65%                 | No            | 2                  | On Loan: No      |
| Trend Micro, Inc.                                            | Trend Micro, Inc.                                                          | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |       600 | NS      | $32839.66     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    670000 | PA      | $380.79       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BX Trust                                                     | BX Trust, Series 2025-VLT6, Class A                                        | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102000 | PA      | $101968.13    | 0.01%             | 2042-03-15      | Floating      | 5.59%                 | No            | 2                  | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                       | Mauser Packaging Solutions Holding Co., Facility 1st Lien Term Loan        | CUSIP: 57763TAE3<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |    173033 | PA      | $172966.01    | 0.02%             | 2027-04-15      | Variable      | 7.28%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                 | BX Commercial Mortgage Trust, Series 2024-MF, Class A                      | CUSIP: 05612EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    885455 | PA      | $886007.95    | 0.11%             | 2039-02-15      | Floating      | 5.59%                 | No            | 2                  | On Loan: No      |
| Imperial Brands Finance plc                                  | Imperial Brands Finance plc                                                | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    755000 | PA      | $759851.23    | 0.09%             | 2028-06-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                      | BNP Paribas Issuance BV                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      4788 | NS      | $739348.82    | 0.09%             | 2025-10-16      | Fixed         | 13.87%                | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                                  | Allied Universal Holdco LLC, 1st Lien Term Loan                            | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    871259 | PA      | $874029.51    | 0.11%             | 2032-08-20      | Variable      | 7.51%                 | No            | 2                  | On Loan: No      |
| Skopima Consilio Parent LLC                                  | Skopima Consilio Parent LLC, 1st Lien Term Loan                            | CUSIP: 36171NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    159917 | PA      | $135030.61    | 0.02%             | 2028-05-12      | Variable      | 7.91%                 | No            | 2                  | On Loan: No      |
| Empire State Realty Trust, Inc.                              | Empire State Realty Trust, Inc., Class A                                   | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |      6788 | NS      | $51996.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp.                                        | Bank of America Corp., Series RR                                           | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85572.25     | 0.01%             | 2027-01-27      | Variable      | 4.38%                 | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                | Nomura Bank International plc                                              | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |        61 | NS      | $141802.20    | 0.02%             | 2025-10-29      | Fixed         | 13.19%                | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                | Comcast Corp.                                                              | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     84000 | PA      | $89015.97     | 0.01%             | 2032-11-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Lumen Technologies, Inc.                                     | Lumen Technologies, Inc., 1st Lien Term Loan B1                            | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    175807 | PA      | $174513.34    | 0.02%             | 2029-04-16      | Variable      | 6.78%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                          | Petroleos Mexicanos                                                        | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   1044000 | PA      | $1061748.00   | 0.13%             | 2029-01-23      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| APi Group DE, Inc.                                           | APi Group DE, Inc., 1st Lien Term Loan                                     | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |    459489 | PA      | $459043.12    | 0.06%             | 2029-01-03      | Variable      | 5.91%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | Service King Midas International                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       394 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| American Tower Corp.                                         | American Tower Corp.                                                       | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    476000 | PA      | $491851.90    | 0.06%             | 2035-01-31      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                    | Ford Motor Credit Co. LLC                                                  | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    222000 | PA      | $237335.60    | 0.03%             | 2030-06-10      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| Emerson Electric Co.                                         | Emerson Electric Co.                                                       | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       937 | NS      | $122915.66    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MFA Trust                                                    | MFA Trust, Series 2022-CHM1, Class A1                                      | CUSIP: 552758AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    558618 | PA      | $550172.42    | 0.07%             | 2056-09-25      | Variable      | 4.88%                 | No            | 2                  | On Loan: No      |
| PointClickCare Technologies, Inc.                            | PointClickCare Technologies, Inc., 1st Lien Term Loan                      | CUSIP: C7365BAG1<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    152675 | PA      | $152760.84    | 0.02%             | 2031-11-03      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| Glencore Funding LLC                                         | Glencore Funding LLC                                                       | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    248000 | PA      | $246820.28    | 0.03%             | 2027-03-27      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Transdigm Inc.                                               | TransDigm, Inc., 1st Lien Term Loan K                                      | CUSIP: 89364MCF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    623706 | PA      | $622957.08    | 0.07%             | 2030-03-22      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                        | NextEra Energy Capital Holdings, Inc.                                      | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19449.19     | 0.00%             | 2027-01-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                                | Centene Corp.                                                              | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    187000 | PA      | $161084.42    | 0.02%             | 2031-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fidelity National Information Services, Inc.                 | Fidelity National Information Services, Inc.                               | CUSIP: 31620MBJ4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83165.43     | 0.01%             | 2029-05-21      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Expand Energy Corp.                                          | Expand Energy Corp.                                                        | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    243000 | PA      | $238814.30    | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| American Express Co.                                         | American Express Co.                                                       | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    113000 | PA      | $110840.25    | 0.01%             | 2026-09-15      | Variable      | 3.55%                 | No            | 2                  | On Loan: No      |
| 1345T                                                        | 1345T, Series 2025-AOA, Class E                                            | CUSIP: 68271CAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $201582.36    | 0.02%             | 2042-06-15      | Floating      | 8.65%                 | No            | 2                  | On Loan: No      |
| PG&E Corp.                                                   | PG&E Corp.                                                                 | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    527000 | PA      | $541413.48    | 0.07%             | 2055-03-15      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| Daimler Truck Finance North America LLC                      | Daimler Truck Finance North America LLC                                    | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156583.56    | 0.02%             | 2027-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Skanska AB                                                   | Skanska AB, Class B                                                        | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Long             | EC               | CORP              | SE        |      1400 | NS      | $36338.23     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Boost Newco Borrower LLC                                     | Boost Newco Borrower LLC, 1st Lien Term Loan B2                            | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |    831146 | PA      | $831494.97    | 0.10%             | 2031-01-31      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| Penske Truck Leasing Co. LP                                  | Penske Truck Leasing Co. LP                                                | CUSIP: 709599BN3<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33083.53     | 0.00%             | 2027-07-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions, Inc.                                     | Motorola Solutions, Inc.                                                   | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    333000 | PA      | $339345.53    | 0.04%             | 2030-08-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                           | VICI Properties LP                                                         | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $36635.57     | 0.00%             | 2029-12-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| PPL Capital Funding, Inc.                                    | PPL Capital Funding, Inc.                                                  | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112502.83    | 0.01%             | 2034-09-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| TotalEnergies SE                                             | TotalEnergies SE                                                           | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |      4309 | NS      | $262455.31    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    336000 | PA      | $533.30       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                           | Energy Transfer LP, Series G                                               | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    322000 | PA      | $332721.63    | 0.04%             | 2030-05-15      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| UFC Holdings LLC                                             | UFC Holdings LLC, 1st Lien Term Loan B4                                    | CUSIP: 90266UAK9<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |    470710 | PA      | $471222.89    | 0.06%             | 2031-11-21      | Variable      | 6.46%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                     | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    606000 | PA      | $620926.38    | 0.07%             | 2032-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                                  | Capital One Financial Corp.                                                | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    375000 | PA      | $373498.26    | 0.04%             | 2026-07-28      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Hyperion Refinance SARL                                      | Hyperion Refinance SARL, 1st Lien Term Loan B                              | CUSIP: G4712JAY8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     31837 | PA      | $31806.81     | 0.00%             | 2030-04-18      | Variable      | 7.66%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                  | Amgen, Inc.                                                                | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    231000 | PA      | $239458.74    | 0.03%             | 2030-03-02      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Extra Space Storage LP                                       | Extra Space Storage LP                                                     | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    255000 | PA      | $256503.95    | 0.03%             | 2033-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Hewlett Packard Enterprise Co.                               | Hewlett Packard Enterprise Co.                                             | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    128000 | PA      | $127004.73    | 0.02%             | 2034-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Foundry JV Holdco LLC                                        | Foundry JV Holdco LLC                                                      | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    657000 | PA      | $692811.95    | 0.08%             | 2030-01-25      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Kone OYJ                                                     | Kone OYJ, Class B                                                          | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |      1618 | NS      | $110362.40    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BXP, Inc.                                                    | BXP, Inc.                                                                  | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      3496 | NS      | $259892.64    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Medline Borrower LP                                          | Medline Borrower LP, 1st Lien Term Loan                                    | CUSIP: 58503UAJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59850 | PA      | $59812.89     | 0.01%             | 2030-10-23      | Variable      | 6.16%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      1809 | NS      | $145999.51    | 0.02%             | 2025-10-29      | Fixed         | 22.60%                | No            | 2                  | On Loan: No      |
| Madison Park Funding XXXIII Ltd.                             | Madison Park Funding XXXIII Ltd., Series 2019-33A, Class CR                | CUSIP: 55819JAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001901.00   | 0.12%             | 2032-10-15      | Floating      | 6.52%                 | No            | 2                  | On Loan: No      |
| Healthpeak OP LLC                                            | Healthpeak OP LLC                                                          | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68896.90     | 0.01%             | 2032-12-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Nestle SA                                                    | Nestle SA (Registered)                                                     | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |      2689 | NS      | $246944.97    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Fertitta Entertainment LLC                                   | Fertitta Entertainment LLC, 1st Lien Term Loan B                           | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    747198 | PA      | $745883.07    | 0.09%             | 2029-01-29      | Variable      | 7.41%                 | No            | 2                  | On Loan: No      |
| Admiral Group plc                                            | Admiral Group plc                                                          | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |      1251 | NS      | $56461.66     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                              | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74360.57     | 0.01%             | 2029-04-23      | Variable      | 3.81%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | Euro-Bund                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       322 | NC      | $254599.19    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Coles Group Ltd.                                             | Coles Group Ltd.                                                           | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |      6287 | NS      | $96774.70     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Canadian Tire Corp. Ltd.                                     | Canadian Tire Corp. Ltd., Class A                                          | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |       249 | NS      | $29641.32     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Penske Truck Leasing Co. LP                                  | Penske Truck Leasing Co. LP                                                | CUSIP: 709599BR4<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25783.45     | 0.00%             | 2027-11-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Station Casinos LLC                                          | Station Casinos LLC, Facility 1st Lien Term Loan B                         | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |    440768 | PA      | $440609.41    | 0.05%             | 2031-03-14      | Variable      | 6.16%                 | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                | Nomura Bank International plc                                              | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |       838 | NS      | $410474.24    | 0.05%             | 2025-10-27      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Hyundai Capital America                                      | Hyundai Capital America                                                    | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    445000 | PA      | $448858.34    | 0.05%             | 2027-06-23      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    149000 | PA      | $516.42       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sagard-Halseypoint CLO 10 Ltd.                               | Sagard-Halseypoint CLO 10 Ltd., Series 2025-10A, Class A1                  | CUSIP: 78663BAA7<br>LEI: 254900N7LSI0GVY3UO19 | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1300000.00   | 0.16%             | 2038-10-20      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                  | Toronto-Dominion Bank (The)                                                | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |      5134 | NS      | $598945.43    | 0.07%             | 2025-10-23      | Fixed         | 18.12%                | No            | 2                  | On Loan: No      |
| Perrigo Investments LLC                                      | Perrigo Investments LLC, 1st Lien Term Loan B                              | CUSIP: 71429TAF7<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |    151257 | PA      | $151004.27    | 0.02%             | 2029-04-20      | Variable      | 6.16%                 | No            | 2                  | On Loan: No      |
| Constellation Renewables LLC                                 | Constellation Renewables LLC, 1st Lien Term Loan                           | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |    135827 | PA      | $135487.31    | 0.02%             | 2027-12-15      | Variable      | 6.45%                 | No            | 2                  | On Loan: No      |
| Truist Bank                                                  | Truist Bank                                                                | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    413000 | PA      | $413886.86    | 0.05%             | 2027-05-20      | Variable      | 4.67%                 | No            | 2                  | On Loan: No      |
| BRAVO Residential Funding Trust                              | BRAVO Residential Funding Trust, Series 2025-NQM6, Class A1                | CUSIP: 10570MAC4<br>LEI: 254900U9H6FFPW4O4S55 | Long             | ABS-MBS          | CORP              | US        |    941031 | PA      | $946243.06    | 0.11%             | 2065-06-25      | Variable      | 5.33%                 | No            | 2                  | On Loan: No      |
| Graham Packaging Co., Inc.                                   | Graham Packaging Co., Inc.                                                 | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10017.77     | 0.00%             | 2028-08-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Star Parent, Inc.                                            | Star Parent, Inc., 1st Lien Term Loan                                      | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    152088 | PA      | $152024.56    | 0.02%             | 2030-09-27      | Variable      | 8.00%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                    | HCA, Inc.                                                                  | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    987000 | PA      | $973121.98    | 0.12%             | 2027-03-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      1165 | NS      | $114383.34    | 0.01%             | 2025-10-22      | Fixed         | 13.49%                | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     50000 | PA      | $257.59       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ensemble RCM LLC                                             | Ensemble RCM LLC, 1st Lien Term Loan B                                     | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |    276642 | PA      | $277228.08    | 0.03%             | 2029-08-01      | Variable      | 7.31%                 | No            | 2                  | On Loan: No      |
| Altice Financing SA                                          | Altice Financing SA, 1st Lien Term Loan                                    | CUSIP: L0178UAK2<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     81031 | PA      | $77790.17     | 0.01%             | 2026-01-30      | Variable      | 9.00%                 | No            | 3                  | On Loan: No      |
| Quikrete Holdings, Inc.                                      | Quikrete Holdings, Inc., 1st Lien Term Loan B2                             | CUSIP: 74839XAK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    222853 | PA      | $222911.07    | 0.03%             | 2029-03-19      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| Pinnacle West Capital Corp.                                  | Pinnacle West Capital Corp.                                                | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       494 | NS      | $44292.04     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup, Inc.                                              | Citigroup, Inc.                                                            | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    351000 | PA      | $364040.12    | 0.04%             | 2035-02-13      | Variable      | 5.83%                 | No            | 2                  | On Loan: No      |
| Ryan Specialty LLC                                           | Ryan Specialty LLC, 1st Lien Term Loan B1                                  | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |    388614 | PA      | $388493.81    | 0.05%             | 2031-09-15      | Variable      | 6.16%                 | No            | 2                  | On Loan: No      |
| American Electric Power Co., Inc.                            | American Electric Power Co., Inc., Series C                                | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298948.80    | 0.04%             | 2056-03-15      | Variable      | 5.80%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       332 | NS      | $166099.76    | 0.02%             | 2025-10-23      | Fixed         | 10.26%                | No            | 2                  | On Loan: No      |
| STERIS plc                                                   | STERIS plc                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       130 | NS      | $32167.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Spectris                                                     | Spectris, 1st Lien Term Loan                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     43000 | PA      | $43053.75     | 0.01%             | 2032-09-24      | Variable      | 7.09%                 | No            | 3                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                              | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    460000 | PA      | $454078.49    | 0.05%             | 2027-03-09      | Variable      | 1.43%                 | No            | 2                  | On Loan: No      |
| HCA Healthcare, Inc.                                         | HCA Healthcare, Inc.                                                       | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        21 | NS      | $8950.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     79000 | PA      | $403.31       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                      | BNP Paribas Issuance BV                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      1000 | NS      | $114848.78    | 0.01%             | 2025-10-16      | Fixed         | 20.72%                | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                              | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    239000 | PA      | $240589.06    | 0.03%             | 2035-10-23      | Variable      | 5.02%                 | No            | 2                  | On Loan: No      |
| Aon Corp.                                                    | Aon Corp.                                                                  | CUSIP: 03740LAC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    104000 | PA      | $93648.45     | 0.01%             | 2031-12-02      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| NEW AMI I LLC                                                | NEW AMI I LLC, 1st Lien Term Loan                                          | CUSIP: 88607CAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     64392 | PA      | $59361.77     | 0.01%             | 2029-03-08      | Variable      | 10.16%                | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                        | Elevance Health, Inc.                                                      | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       261 | NS      | $84334.32     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ardonagh Group Finco Pty. Ltd.                               | Ardonagh Group Finco Pty. Ltd., Facility 1st Lien Term Loan B              | CUSIP: N/A<br>LEI: 254900YP2E642AGM4G32       | Long             | LON              | CORP              | AU        |    407042 | PA      | $404669.20    | 0.05%             | 2031-02-18      | Variable      | 6.94%                 | No            | 2                  | On Loan: No      |
| Southern Co. (The)                                           | Southern Co. (The), Series 21-B                                            | CUSIP: 842587DH7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141605.93    | 0.02%             | 2028-03-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch Cos. LLC                                      | Anheuser-Busch Cos. LLC                                                    | CUSIP: 03522AAH3<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35542.89     | 0.00%             | 2036-02-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                | Nomura Bank International plc                                              | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      1042 | NS      | $298664.56    | 0.04%             | 2025-10-15      | Fixed         | 18.31%                | No            | 2                  | On Loan: No      |
| Intuitive Surgical, Inc.                                     | Intuitive Surgical, Inc.                                                   | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       134 | NS      | $59928.82     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Corp.                                           | State Street Corp.                                                         | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      1588 | NS      | $184223.88    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Societe Generale SA                                          | Societe Generale SA                                                        | CUSIP: 83371P499<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      1065 | NS      | $147224.59    | 0.02%             | 2025-10-02      | Fixed         | 17.69%                | No            | 2                  | On Loan: No      |
| Group 1 Automotive, Inc.                                     | Group 1 Automotive, Inc.                                                   | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13605.36     | 0.00%             | 2028-08-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Eaton Corp. plc                                              | Eaton Corp. plc                                                            | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |        86 | NS      | $32185.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Penske Truck Leasing Co. LP                                  | Penske Truck Leasing Co. LP                                                | CUSIP: 709599BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    241000 | PA      | $247949.26    | 0.03%             | 2028-02-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| MP Midco Holdings LLC                                        | MP Midco Holdings LLC, 1st Lien Term Loan                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12804 | PA      | $12921.40     | 0.00%             | 2030-03-29      | Variable      | 10.81%                | No            | 2                  | On Loan: No      |
| WEC US Holdings, Inc.                                        | WEC US Holdings, Inc., 1st Lien Term Loan                                  | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    332473 | PA      | $332563.01    | 0.04%             | 2031-01-27      | Variable      | 6.53%                 | No            | 2                  | On Loan: No      |
| NYC Trust                                                    | NYC Trust, Series 2024-3ELV, Class A                                       | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    441658 | PA      | $443628.02    | 0.05%             | 2029-08-15      | Floating      | 6.14%                 | No            | 2                  | On Loan: No      |
| Omnicom Group, Inc.                                          | Omnicom Group, Inc.                                                        | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      3462 | NS      | $282256.86    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Aggreko Holdings, Inc.                                       | Aggreko Holdings, Inc., 1st Lien Term Loan                                 | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | LU        |    257031 | PA      | $257513.92    | 0.03%             | 2031-05-21      | Variable      | 7.21%                 | No            | 2                  | On Loan: No      |
| xAI Corp.                                                    | x.AI Corp., 1st Lien Term Loan                                             | CUSIP: 98402XAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    182000 | PA      | $175857.50    | 0.02%             | 2030-06-28      | Variable      | 11.55%                | No            | 2                  | On Loan: No      |
| DBWF Mortgage Trust                                          | DBWF Mortgage Trust, Series 2024-LCRS, Class A                             | CUSIP: 23307KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    640000 | PA      | $640200.00    | 0.08%             | 2037-04-15      | Floating      | 5.89%                 | No            | 2                  | On Loan: No      |
| Sabine Pass Liquefaction LLC                                 | Sabine Pass Liquefaction LLC                                               | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     96000 | PA      | $96334.87     | 0.01%             | 2030-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Trimaran Cavu Ltd.                                           | Trimaran CAVU Ltd., Series 2021-1A, Class AR                               | CUSIP: 89624NAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003087.90   | 0.12%             | 2037-07-23      | Floating      | 5.74%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Co.                                        | Kraft Heinz Foods Co.                                                      | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    523000 | PA      | $507238.40    | 0.06%             | 2030-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BOC Hong Kong Holdings Ltd.                                  | BOC Hong Kong Holdings Ltd.                                                | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |     18000 | NS      | $84325.93     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Tempo Acquisition LLC                                        | Tempo Acquisition LLC, 1st Lien Term Loan                                  | CUSIP: 88023HAJ9<br>LEI: 549300VV0B2RPMHQGA61 | Long             | LON              | CORP              | US        |    171321 | PA      | $167276.53    | 0.02%             | 2028-08-31      | Variable      | 5.91%                 | No            | 2                  | On Loan: No      |
| Algonquin Power & Utilities Corp.                            | Algonquin Power & Utilities Corp.                                          | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    218000 | PA      | $219567.88    | 0.03%             | 2026-06-15      | Variable      | 5.37%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                        | Elevance Health, Inc.                                                      | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    111000 | PA      | $110939.88    | 0.01%             | 2028-03-01      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc, Series E11F                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      1523 | NS      | $135811.07    | 0.02%             | 2025-10-24      | Fixed         | 11.66%                | No            | 2                  | On Loan: No      |
| Amneal Pharmaceuticals LLC                                   | Amneal Pharmaceuticals LLC, 1st Lien Term Loan                             | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |    380000 | PA      | $379365.40    | 0.05%             | 2032-08-02      | Variable      | 7.66%                 | No            | 2                  | On Loan: No      |
| MF1 LLC                                                      | MF1 LLC, Series 2025-FL20, Class A                                         | CUSIP: 59319CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    700000 | PA      | $700587.65    | 0.08%             | 2043-02-18      | Floating      | 5.59%                 | No            | 2                  | On Loan: No      |
| Symphony CLO 40 Ltd.                                         | Symphony CLO 40 Ltd., Series 2023-40A, Class AR                            | CUSIP: 871989AP4<br>LEI: 25490001HYY3IX1I5Z32 | Long             | ABS-CBDO         | CORP              | BM        |   1500000 | PA      | $1505788.80   | 0.18%             | 2038-01-05      | Floating      | 5.63%                 | No            | 2                  | On Loan: No      |
| Element Materials Technology Group US Holdings, Inc.         | Element Materials Technology Group US Holdings, Inc., 1st Lien Term Loan B | CUSIP: 284375LE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    103658 | PA      | $104208.05    | 0.01%             | 2029-06-22      | Variable      | 7.68%                 | No            | 2                  | On Loan: No      |
| Foundation Building Materials                                | Foundation Building Materials, Inc., 1st Lien Term Loan                    | CUSIP: 35039KAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    421243 | PA      | $421769.85    | 0.05%             | 2031-01-29      | Variable      | 8.31%                 | No            | 2                  | On Loan: No      |
| Ares Capital Corp.                                           | Ares Capital Corp.                                                         | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    159000 | PA      | $163588.61    | 0.02%             | 2029-03-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BPR Trust                                                    | BPR Trust, Series 2021-TY, Class A                                         | CUSIP: 05592AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $399750.00    | 0.05%             | 2038-09-15      | Floating      | 5.32%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Societe Generale SA                                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       542 | NS      | $258248.93    | 0.03%             | 2025-10-31      | Fixed         | 7.61%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corp.                                          | Union Pacific Corp.                                                        | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      4752 | NS      | $1123230.24   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| CONE Trust                                                   | CONE Trust, Series 2024-DFW1, Class A                                      | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $199841.52    | 0.02%             | 2041-08-15      | Floating      | 5.79%                 | No            | 2                  | On Loan: No      |
| WEC Energy Group, Inc.                                       | WEC Energy Group, Inc.                                                     | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       757 | NS      | $86744.63     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Baltimore Gas & Electric Co.                                 | Baltimore Gas & Electric Co.                                               | CUSIP: 059165EG1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394741.42    | 0.05%             | 2026-08-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Expand Energy Corp.                                          | Expand Energy Corp.                                                        | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1907000 | PA      | $1939054.93   | 0.23%             | 2030-03-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                            | Wells Fargo & Co.                                                          | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     18000 | PA      | $19064.93     | 0.00%             | 2029-10-23      | Variable      | 6.30%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc, Series MTNU                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       465 | NS      | $211418.16    | 0.03%             | 2025-10-29      | Fixed         | 15.58%                | No            | 2                  | On Loan: No      |
| Philip Morris International, Inc.                            | Philip Morris International, Inc.                                          | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    365000 | PA      | $365654.06    | 0.04%             | 2028-04-28      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| RR15 Ltd.                                                    | RR15 Ltd., Series 2021-15A, Class A2                                       | CUSIP: 74980XAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003000.00   | 0.24%             | 2036-04-15      | Floating      | 6.03%                 | No            | 2                  | On Loan: No      |
| QXO Building Products, Inc.                                  | QXO Building Products, Inc., 1st Lien Term Loan B                          | CUSIP: 07368RAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79711 | PA      | $80316.12     | 0.01%             | 2032-04-30      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| Prologis LP                                                  | Prologis LP                                                                | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     56000 | PA      | $57513.18     | 0.01%             | 2034-01-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Phoenix Newco, Inc.                                          | Phoenix Newco, Inc., 1st Lien Term Loan                                    | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |    408985 | PA      | $409197.60    | 0.05%             | 2028-11-15      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| Rogers Communications, Inc.                                  | Rogers Communications, Inc., Series NC5                                    | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    107000 | PA      | $111547.61    | 0.01%             | 2055-04-15      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| LYB Finance Co. BV                                           | LYB Finance Co. BV                                                         | CUSIP: 61238QAA6<br>LEI: 549300BBGA3CFHX0KS75 | Long             | DBT              | CORP              | NL        |    171000 | PA      | $179186.81    | 0.02%             | 2027-03-15      | Fixed         | 8.10%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                               | BNP Paribas SA                                                             | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $211778.40    | 0.03%             | 2029-08-16      | Variable      | 7.75%                 | No            | 2                  | On Loan: No      |
| LS Group OpCo Acquistion LLC                                 | LS Group OpCo Acquistion LLC, 1st Lien Term Loan B                         | CUSIP: 50220KAD6<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |    167487 | PA      | $166964.11    | 0.02%             | 2031-04-23      | Variable      | 6.69%                 | No            | 2                  | On Loan: No      |
| Rogers Communications, Inc.                                  | Rogers Communications, Inc.                                                | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    132000 | PA      | $124692.12    | 0.01%             | 2032-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Societe Generale SA                                                        | CUSIP: 83371T103<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      3029 | NS      | $138417.88    | 0.02%             | 2025-11-07      | Fixed         | 14.08%                | No            | 2                  | On Loan: No      |
| Apple Bidco LLC                                              | Apple Bidco LLC, 1st Lien Term Loan                                        | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |    644773 | PA      | $644540.80    | 0.08%             | 2031-09-23      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| OHA Credit Funding 6 Ltd.                                    | OHA Credit Funding 6 Ltd., Series 2020-6A, Class AR2                       | CUSIP: 67098UAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1505452.80   | 0.18%             | 2037-10-20      | Floating      | 5.66%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                         | Royal Bank of Canada                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      2016 | NS      | $230277.09    | 0.03%             | 2025-11-14      | Fixed         | 12.59%                | No            | 2                  | On Loan: No      |
| Baker Hughes Co.                                             | Baker Hughes Co., Class A                                                  | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19201 | NS      | $935472.72    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Jetblue Airways Corp.                                        | Jetblue Airways Corp., 1st Lien Term Loan                                  | CUSIP: G5112TAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    194614 | PA      | $186343.26    | 0.02%             | 2029-08-13      | Variable      | 8.75%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                 | BX Commercial Mortgage Trust, Series 2024-GPA3, Class A                    | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    296657 | PA      | $297399.03    | 0.04%             | 2039-12-15      | Floating      | 5.44%                 | No            | 2                  | On Loan: No      |
| NetApp, Inc.                                                 | NetApp, Inc.                                                               | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       682 | NS      | $80789.72     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Public Service Electric & Gas Co.                            | Public Service Electric & Gas Co.                                          | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214779.63    | 0.03%             | 2032-12-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Cellnex Telecom SA                                           | Cellnex Telecom SA                                                         | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |      4635 | NS      | $160544.41    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CIFC Funding 2019-II Ltd.                                    | CIFC Funding 2019-II Ltd., Series 2019-2A, Class A1RR                      | CUSIP: 12554ABA9<br>LEI: 254900JI8OLAMXS6KW67 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002310.80   | 0.12%             | 2038-10-17      | Floating      | 5.39%                 | No            | 2                  | On Loan: No      |
| Steel Dynamics, Inc.                                         | Steel Dynamics, Inc.                                                       | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    510000 | PA      | $491087.64    | 0.06%             | 2030-04-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                            | CIFC Funding Ltd., Series 2019-5A, Class BR2                               | CUSIP: 12554XBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1505085.15   | 0.18%             | 2038-10-15      | Floating      | 5.74%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     35000 | PA      | $558.29       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas LLC                                    | Duke Energy Carolinas LLC                                                  | CUSIP: 26442CBM5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56694.53     | 0.01%             | 2034-01-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Sempra                                                       | Sempra                                                                     | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       915 | NS      | $82331.70     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Edison International                                         | Edison International, Series A                                             | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    597000 | PA      | $579609.34    | 0.07%             | 2026-03-09      | Variable      | 5.38%                 | No            | 1                  | On Loan: No      |
| Tractor Supply Co.                                           | Tractor Supply Co.                                                         | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      1606 | NS      | $91333.22     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| EQT Corp.                                                    | EQT Corp.                                                                  | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233768.54    | 0.03%             | 2031-05-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                     | BX Trust, Series 2024-PAT, Class D                                         | CUSIP: 05612FAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122000 | PA      | $122814.15    | 0.01%             | 2041-03-15      | Floating      | 9.54%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                      | BNP Paribas Issuance BV                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       278 | NS      | $244651.59    | 0.03%             | 2025-10-30      | Fixed         | 23.08%                | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Societe Generale SA                                                        | CUSIP: 83371T863<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      1104 | NS      | $142461.90    | 0.02%             | 2025-10-30      | Fixed         | 24.68%                | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                         | Mitsubishi UFJ Financial Group, Inc.                                       | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $194782.87    | 0.02%             | 2027-10-13      | Variable      | 1.64%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     30000 | PA      | $95.26        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                         | Royal Bank of Canada                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       937 | NS      | $158326.80    | 0.02%             | 2025-10-31      | Fixed         | 17.92%                | No            | 2                  | On Loan: No      |
| Kaman Corp.                                                  | Kaman Corp., 1st Lien Term Loan                                            | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |    114332 | PA      | $113892.75    | 0.01%             | 2032-02-26      | Variable      | 6.91%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                            | Wells Fargo & Co.                                                          | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    414000 | PA      | $431839.58    | 0.05%             | 2035-01-23      | Variable      | 5.50%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group plc                                     | Lloyds Banking Group plc                                                   | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209940.76    | 0.03%             | 2036-06-13      | Variable      | 6.07%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                                  | Goldman Sachs International                                                | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |      5789 | NS      | $2951764.93   | 0.35%             | 2025-10-30      | Fixed         | 9.94%                 | No            | 2                  | On Loan: No      |
| MH Sub I LLC                                                 | MH Sub I LLC, 1st Lien Term Loan                                           | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     90233 | PA      | $82901.39     | 0.01%             | 2031-12-31      | Variable      | 8.41%                 | No            | 2                  | On Loan: No      |
| COLT Mortgage Loan Trust                                     | COLT Mortgage Loan Trust, Series 2022-9, Class A1                          | CUSIP: 19688PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    481769 | PA      | $481508.68    | 0.06%             | 2067-12-25      | Variable      | 6.79%                 | No            | 2                  | On Loan: No      |
| 3M Co.                                                       | 3M Co.                                                                     | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    720000 | PA      | $737483.10    | 0.09%             | 2035-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Welltower OP LLC                                             | Welltower OP LLC                                                           | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    276000 | PA      | $264424.10    | 0.03%             | 2032-06-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| KeyCorp                                                      | KeyCorp                                                                    | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    972000 | PA      | $1054815.58   | 0.13%             | 2035-03-06      | Variable      | 6.40%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences, Inc.                                        | Gilead Sciences, Inc.                                                      | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     79000 | PA      | $78113.25     | 0.01%             | 2035-09-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| DR Horton, Inc.                                              | DR Horton, Inc.                                                            | CUSIP: 23331ABQ1<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    353000 | PA      | $343185.13    | 0.04%             | 2026-10-15      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| iShares Trust                                                | iShares Core Dividend Growth ETF                                           | CUSIP: 46434V621<br>LEI: 549300KH155G8BRZXD37 | Long             |  | RF                | US        |     54061 | NS      | $3680472.88   | 0.44%             |  |  |  | No            | 1                  | On Loan: —       |
| Camelot US Acquisition LLC                                   | Camelot US Acquisition LLC, 1st Lien Term Loan B                           | CUSIP: L2000AAF7<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |    143561 | PA      | $142619.29    | 0.02%             | 2031-01-31      | Variable      | 6.91%                 | No            | 2                  | On Loan: No      |
| Heidelberg Materials AG                                      | Heidelberg Materials AG                                                    | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |       304 | NS      | $68717.90     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Duke Energy Corp.                                            | Duke Energy Corp.                                                          | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      1204 | NS      | $148995.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Hertz Corp.                                                  | Hertz Corp. (The), 1st Lien Term Loan B                                    | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |    194011 | PA      | $173825.72    | 0.02%             | 2028-06-30      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| EG America LLC                                               | EG America LLC, 1st Lien Term Loan                                         | CUSIP: N2820EAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55441 | PA      | $55698.30     | 0.01%             | 2028-02-07      | Variable      | 7.70%                 | No            | 2                  | On Loan: No      |
| KeyCorp                                                      | KeyCorp                                                                    | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   1146000 | PA      | $1073822.63   | 0.13%             | 2029-10-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                              | ABG Intermediate Holdings 2 LLC, 1st Lien Term Loan B1                     | CUSIP: 00076VBL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    218916 | PA      | $218333.90    | 0.03%             | 2028-12-21      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| Penske Truck Leasing Co. LP                                  | Penske Truck Leasing Co. LP                                                | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $114154.92    | 0.01%             | 2029-03-30      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                     | UnitedHealth Group, Inc.                                                   | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      4336 | NS      | $1497220.80   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Corpay Technologies Operating Co. LLC                        | Corp.ay Technologies Operating Co. LLC, 1st Lien Term Loan B4              | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |    548799 | PA      | $547773.17    | 0.07%             | 2028-04-28      | Variable      | 5.91%                 | No            | 2                  | On Loan: No      |
| ROCKWOOL A/S                                                 | ROCKWOOL A/S, Class B                                                      | CUSIP: N/A<br>LEI: 213800QRC7LNX935OZ09       | Long             | EC               | CORP              | DK        |       572 | NS      | $21324.95     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Societe Generale SA                                                        | CUSIP: 83371P564<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      1397 | NS      | $566335.18    | 0.07%             | 2025-10-02      | Fixed         | 13.18%                | No            | 2                  | On Loan: No      |
| Central Parent LLC                                           | Central Parent LLC, 1st Lien Term Loan                                     | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    506456 | PA      | $436954.78    | 0.05%             | 2029-07-06      | Variable      | 7.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     58000 | PA      | $517.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Thermo Fisher Scientific, Inc.                               | Thermo Fisher Scientific, Inc.                                             | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       189 | NS      | $91668.78     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mizuho Markets Cayman LP                                     | Mizuho Markets Cayman LP                                                   | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |      5697 | NS      | $197890.44    | 0.02%             | 2025-10-30      | Fixed         | 19.72%                | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                        | Bank of America Corp.                                                      | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    323000 | PA      | $337759.58    | 0.04%             | 2029-09-15      | Variable      | 5.82%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                             | Bank of Montreal                                                           | CUSIP: 06370D381<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |      1672 | NS      | $167070.97    | 0.02%             | 2025-10-30      | Fixed         | 20.57%                | No            | 2                  | On Loan: No      |
| Repsol E&P Capital Markets US LLC                            | Repsol E&P Capital Markets US LLC                                          | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200865.75    | 0.02%             | 2028-09-16      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| CaixaBank SA                                                 | CaixaBank SA                                                               | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |     18685 | NS      | $197349.40    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Exelon Corp.                                                 | Exelon Corp.                                                               | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204562.68    | 0.02%             | 2028-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Air Lease Corp.                                              | Air Lease Corp.                                                            | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47380.42     | 0.01%             | 2027-12-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Ally Financial, Inc.                                         | Ally Financial, Inc.                                                       | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    445000 | PA      | $446647.99    | 0.05%             | 2033-07-31      | Variable      | 5.55%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                  | Amgen, Inc.                                                                | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    108000 | PA      | $111870.81    | 0.01%             | 2033-03-02      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Deutsche Telekom AG                                          | Deutsche Telekom AG (Registered)                                           | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |      1084 | NS      | $36931.30     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Santander UK Group Holdings plc                              | Santander UK Group Holdings plc                                            | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $208657.58    | 0.03%             | 2031-04-15      | Variable      | 5.69%                 | No            | 2                  | On Loan: No      |
| Concentra Health Services, Inc.                              | Concentra Health Services, Inc., 1st Lien Term Loan B1                     | CUSIP: 20602RAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    110293 | PA      | $110638.48    | 0.01%             | 2031-07-28      | Variable      | 6.16%                 | No            | 2                  | On Loan: No      |
| Micron Technology, Inc.                                      | Micron Technology, Inc.                                                    | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176608.68    | 0.02%             | 2030-02-15      | Fixed         | 4.66%                 | No            | 2                  | On Loan: No      |
| Prologis LP                                                  | Prologis LP                                                                | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27233.85     | 0.00%             | 2033-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| EOC BORROWER LLC                                             | EOC BORROWER LLC, 1st Lien Term Loan B                                     | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    649372 | PA      | $649047.81    | 0.08%             | 2032-03-24      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| CP Iris Holdco I, Inc.                                       | CP Iris Holdco I, Inc., 1st Lien Term Loan                                 | CUSIP: 12659EAC2<br>LEI: 25490024F0AS5UR7DB02 | Long             | LON              | CORP              | US        |    221455 | PA      | $221109.73    | 0.03%             | 2028-10-02      | Variable      | 7.66%                 | No            | 2                  | On Loan: No      |
| Chart Industries, Inc.                                       | Chart Industries, Inc., 1st Lien Term Loan                                 | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |     78002 | PA      | $78294.64     | 0.01%             | 2030-03-15      | Variable      | 6.79%                 | No            | 2                  | On Loan: No      |
| Fortis 333, Inc.                                             | Fortis 333, Inc., 1st Lien Term Loan B                                     | CUSIP: 34958SAB5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    108728 | PA      | $108002.29    | 0.01%             | 2032-03-29      | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| Ascensus Holdings, Inc.                                      | Ascensus Holdings, Inc., 1st Lien Term Loan B                              | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    341639 | PA      | $341126.64    | 0.04%             | 2028-08-02      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| Sedgwick Claims Management Services, Inc.                    | Sedgwick Claims Management Services, Inc., 1st Lien Term Loan              | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    753061 | PA      | $751885.85    | 0.09%             | 2031-07-31      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                         | JPMorgan Chase & Co.                                                       | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352990.43    | 0.04%             | 2028-10-22      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| Expand Energy Corp.                                          | Expand Energy Corp.                                                        | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1254000 | PA      | $1254386.56   | 0.15%             | 2029-02-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Novartis AG                                                  | Novartis AG (Registered)                                                   | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |       971 | NS      | $124849.62    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Trinitas CLO XXIII Ltd.                                      | Trinitas CLO XXIII Ltd., Series 2023-23A, Class A1R                        | CUSIP: 89642TAL7<br>LEI: 635400HEV45BA22Y6W50 | Long             | ABS-CBDO         | CORP              | BM        |   2000000 | PA      | $2006972.00   | 0.24%             | 2038-10-20      | Floating      | 5.48%                 | No            | 2                  | On Loan: No      |
| AIB Group plc                                                | AIB Group plc                                                              | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    580000 | PA      | $597151.63    | 0.07%             | 2031-05-15      | Variable      | 5.32%                 | No            | 2                  | On Loan: No      |
| Core & Main LP                                               | Core & Main LP, 1st Lien Term Loan E                                       | CUSIP: 40416VAH8<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |    415433 | PA      | $414136.37    | 0.05%             | 2031-02-10      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Public Service Electric & Gas Co.                            | Public Service Electric & Gas Co.                                          | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     39000 | PA      | $36396.76     | 0.00%             | 2030-01-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Air Canada                                                   | Air Canada, 1st Lien Term Loan                                             | CUSIP: C0102MAS4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |    269939 | PA      | $269601.27    | 0.03%             | 2031-03-21      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Invitation Homes Operating Partnership LP                    | Invitation Homes Operating Partnership LP                                  | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    260000 | PA      | $245466.86    | 0.03%             | 2028-11-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                         | Royal Bank of Canada                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      1763 | NS      | $230844.63    | 0.03%             | 2025-11-05      | Fixed         | 15.69%                | No            | 2                  | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                        | Interpublic Group of Cos., Inc. (The)                                      | CUSIP: 460690BR0<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26117.79     | 0.00%             | 2030-03-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Epicor Software Corp.                                        | Epicor Software Corp., 1st Lien Term Loan E                                | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |    568226 | PA      | $568663.68    | 0.07%             | 2031-05-30      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| Amrize Ltd.                                                  | Amrize Ltd.                                                                | CUSIP: N/A<br>LEI: 529900SLCCO6K43P8146       | Long             | EC               | CORP              | CH        |      2466 | NS      | $120577.11    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       840 | NS      | $142862.81    | 0.02%             | 2025-10-28      | Fixed         | 15.98%                | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                         | Royal Bank of Canada                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       612 | NS      | $204098.41    | 0.02%             | 2025-10-23      | Fixed         | 21.88%                | No            | 2                  | On Loan: No      |
| OHA Loan Funding Ltd.                                        | OHA Loan Funding Ltd., Series 2013-1A, Class B1R3                          | CUSIP: 67706HBW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005450.20   | 0.12%             | 2037-04-23      | Floating      | 6.22%                 | No            | 2                  | On Loan: No      |
| TELUS Corp.                                                  | TELUS Corp.                                                                | CUSIP: 87971M103<br>LEI: 894500WE70KKZRQMBU11 | Long             | EC               | CORP              | CA        |     62420 | NS      | $983147.52    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| WEX, Inc.                                                    | WEX, Inc., 1st Lien Term Loan B3                                           | CUSIP: 96208UAX9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99500 | PA      | $99033.35     | 0.01%             | 2032-03-05      | Variable      | 5.91%                 | No            | 2                  | On Loan: No      |
| Parker-Hannifin Corp.                                        | Parker-Hannifin Corp.                                                      | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      1568 | NS      | $1188779.20   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Hayward Industries, Inc.                                     | Hayward Industries, Inc., 1st Lien Term Loan                               | CUSIP: 421300AL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49052 | PA      | $49072.54     | 0.01%             | 2028-05-30      | Variable      | 6.76%                 | No            | 2                  | On Loan: No      |
| Veritas Newco                                                | Veritas Newco                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       171 | NS      | $3891.84      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      1910 | NS      | $136667.94    | 0.02%             | 2025-10-16      | Fixed         | 20.46%                | No            | 2                  | On Loan: No      |
| Innio North America Holding, Inc.                            | Innio North America Holding, Inc., Facility 1st Lien Term Loan B           | CUSIP: A2838LAG1<br>LEI: 549300R5GWIY8X0FZE07 | Long             | LON              | CORP              | US        |    148496 | PA      | $148310.62    | 0.02%             | 2028-11-02      | Variable      | 6.39%                 | No            | 2                  | On Loan: No      |
| Cloud Software Group, Inc.                                   | Cloud Software Group, Inc., 1st Lien Term Loan B                           | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    761032 | PA      | $763200.64    | 0.09%             | 2032-08-16      | Variable      | 7.25%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                              | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1509000 | PA      | $1560465.47   | 0.19%             | 2031-04-23      | Variable      | 5.22%                 | No            | 2                  | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                      | Pfizer Investment Enterprises Pte. Ltd.                                    | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    187000 | PA      | $189131.71    | 0.02%             | 2028-05-19      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| STAG Industrial, Inc.                                        | STAG Industrial, Inc.                                                      | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |      4925 | NS      | $173803.25    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Synopsys, Inc.                                               | Synopsys, Inc.                                                             | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    659000 | PA      | $673430.06    | 0.08%             | 2032-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Rogers Communications, Inc.                                  | Rogers Communications, Inc.                                                | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     58000 | PA      | $61489.46     | 0.01%             | 2055-04-15      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corp.                                        | Lockheed Martin Corp.                                                      | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    385000 | PA      | $388006.93    | 0.05%             | 2030-08-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Restaurant Brands International, Inc.                        | Restaurant Brands International, Inc.                                      | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |      1482 | NS      | $95072.90     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Asurion LLC                                                  | Asurion LLC, 2nd Lien Term Loan B4                                         | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    129000 | PA      | $123213.06    | 0.01%             | 2029-01-19      | Variable      | 9.53%                 | No            | 2                  | On Loan: No      |
| AREIT Ltd.                                                   | AREIT Ltd., Series 2025-CRE10, Class A                                     | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    770000 | PA      | $770476.09    | 0.09%             | 2029-12-17      | Floating      | 5.53%                 | No            | 2                  | On Loan: No      |
| VMware LLC                                                   | VMware LLC                                                                 | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    308000 | PA      | $271662.92    | 0.03%             | 2031-08-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners LP                                  | Cheniere Energy Partners LP                                                | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     57000 | PA      | $60340.06     | 0.01%             | 2033-06-30      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Arthur J Gallagher & Co.                                     | Arthur J Gallagher & Co.                                                   | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51021.63     | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Southern Co. (The)                                           | Southern Co. (The)                                                         | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     94000 | PA      | $96637.19     | 0.01%             | 2033-06-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| GE Aerospace                                                 | GE Aerospace                                                               | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      2945 | NS      | $885914.90    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Element Fleet Management Corp.                               | Element Fleet Management Corp.                                             | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |      1907 | NS      | $49384.41     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kinder Morgan, Inc.                                          | Kinder Morgan, Inc.                                                        | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      5350 | NS      | $151458.50    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| American Healthcare REIT, Inc.                               | American Healthcare REIT, Inc.                                             | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |      7502 | NS      | $315159.02    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Technologies Engineering Ltd.                      | Singapore Technologies Engineering Ltd.                                    | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |      7600 | NS      | $50749.25     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| American Express Co.                                         | American Express Co.                                                       | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    220000 | PA      | $227086.72    | 0.03%             | 2035-07-26      | Variable      | 5.28%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | Foreign Exchange JPY/USD                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       345 | NC      | $-174887.40   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Dell International LLC                                       | Dell International LLC                                                     | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    153000 | PA      | $156718.14    | 0.02%             | 2030-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Vistra Operations Co. LLC                                    | Vistra Operations Co. LLC                                                  | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1047000 | PA      | $1025076.76   | 0.12%             | 2029-05-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Discovery Communications LLC                                 | Discovery Communications LLC                                               | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    345000 | PA      | $336806.25    | 0.04%             | 2028-03-20      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Societe Generale SA                                                        | CUSIP: 83371T806<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      1242 | NS      | $231700.31    | 0.03%             | 2025-11-06      | Fixed         | 14.02%                | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     60000 | PA      | $309.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| City Football Group Ltd.                                     | City Football Group Ltd., 1st Lien Term Loan                               | CUSIP: 17781XAD8<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    184322 | PA      | $184169.24    | 0.02%             | 2030-07-22      | Variable      | 7.78%                 | No            | 2                  | On Loan: No      |
| Mitchell International, Inc.                                 | Mitchell International, Inc., 2nd Lien Term Loan                           | CUSIP: 60662WAZ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     64000 | PA      | $63168.00     | 0.01%             | 2032-06-07      | Variable      | 9.41%                 | No            | 2                  | On Loan: No      |
| Leidos Holdings, Inc.                                        | Leidos Holdings, Inc.                                                      | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      1116 | NS      | $210879.36    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Motion Finco SARL                                            | Motion Finco SARL, Facility 1st Lien Term Loan B3                          | CUSIP: L6526BAG9<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    371975 | PA      | $332638.43    | 0.04%             | 2029-11-13      | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| American Express Co.                                         | American Express Co.                                                       | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    299000 | PA      | $304101.71    | 0.04%             | 2028-07-26      | Variable      | 5.04%                 | No            | 2                  | On Loan: No      |
| Mitsui Fudosan Logistics Park, Inc.                          | Mitsui Fudosan Logistics Park, Inc.                                        | CUSIP: N/A<br>LEI: 353800DN63EIYS760S59       | Long             | EC               | CORP              | JP        |       127 | NS      | $91342.08     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Cheniere Energy, Inc.                                        | Cheniere Energy, Inc.                                                      | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    497000 | PA      | $495446.19    | 0.06%             | 2028-10-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Healthpeak Properties, Inc.                                  | Healthpeak Properties, Inc.                                                | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |      2540 | NS      | $48641.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BAT Capital Corp.                                            | BAT Capital Corp.                                                          | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148465.67    | 0.02%             | 2027-08-15      | Fixed         | 3.56%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                              | Citigroup, Inc.                                                            | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    147000 | PA      | $135253.03    | 0.02%             | 2031-06-03      | Variable      | 2.57%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                                     | Angel Oak Mortgage Trust, Series 2025-7, Class A1                          | CUSIP: 03466TAA5<br>LEI: 254900QTRHHMG5RQ9X60 | Long             | ABS-MBS          | CORP              | US        |    725560 | PA      | $731779.49    | 0.09%             | 2070-06-25      | Variable      | 5.51%                 | No            | 2                  | On Loan: No      |
| Tryg A/S                                                     | Tryg A/S                                                                   | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Long             | EC               | CORP              | DK        |      1635 | NS      | $41511.37     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                            | Wells Fargo & Co.                                                          | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    353000 | PA      | $392215.73    | 0.05%             | 2034-10-23      | Variable      | 6.49%                 | No            | 2                  | On Loan: No      |
| TER Finance Jersey Ltd.                                      | TER Finance Jersey Ltd., Series 22                                         | CUSIP: 880942AA5<br>LEI: 213800GREUULZ8RPOM16 | Long             | SN               | CORP              | JE        |    926000 | PA      | $925841.38    | 0.11%             | 2025-10-02      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                        | Mex Bonos Desarr Fix Rt                                                    | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    309000 | PA      | $325222.50    | 0.04%             | 2030-05-13      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                | Comcast Corp.                                                              | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     62000 | PA      | $55070.53     | 0.01%             | 2031-01-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Zelis Payments Buyer, Inc.                                   | Zelis Payments Buyer, Inc., 1st Lien Term Loan                             | CUSIP: 98932TAH6<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |    360190 | PA      | $360009.91    | 0.04%             | 2031-11-26      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| Bank of Nova Scotia (The)                                    | Bank of Nova Scotia (The)                                                  | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $214636.80    | 0.03%             | 2084-01-27      | Variable      | 8.00%                 | No            | 2                  | On Loan: No      |
| Repsol E&P Capital Markets US LLC                            | Repsol E&P Capital Markets US LLC                                          | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    465000 | PA      | $468366.04    | 0.06%             | 2030-09-16      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Accenture plc                                                | Accenture plc, Class A                                                     | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |      4662 | NS      | $1149649.20   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| AS Mileage Plan IP Ltd.                                      | AS Mileage Plan IP Ltd.                                                    | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    311000 | PA      | $309561.71    | 0.04%             | 2031-10-20      | Fixed         | 5.31%                 | No            | 2                  | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                    | Aptiv Swiss Holdings Ltd.                                                  | CUSIP: 03837AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    400000 | PA      | $403743.45    | 0.05%             | 2029-09-13      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Siemens Energy AG                                            | Siemens Energy AG                                                          | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |      1052 | NS      | $123693.24    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                     | PNC Financial Services Group, Inc. (The)                                   | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113197.49    | 0.01%             | 2036-07-21      | Variable      | 5.37%                 | No            | 2                  | On Loan: No      |
| Workday, Inc.                                                | Workday, Inc.                                                              | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19822.76     | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Lehman Brothers Holdings, Inc.                               | Lehman Brothers Holdings, Inc.                                             | CUSIP: N/A<br>LEI: 549300FDK6ZP3YIHRJ47       | Long             | DBT              | CORP              | US        |    203000 | PA      | $0.02         | 0.00%             | 2037-07-17      | Fixed         | 6.88%                 | No            | 3                  | On Loan: No      |
| Boxer Parent Co., Inc.                                       | Boxer Parent Co., Inc., 1st Lien Term Loan                                 | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    583070 | PA      | $581793.08    | 0.07%             | 2031-07-30      | Variable      | 7.20%                 | No            | 2                  | On Loan: No      |
| Alliant Energy Corp.                                         | Alliant Energy Corp.                                                       | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190237.69    | 0.02%             | 2056-04-01      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                 | Oracle Corp.                                                               | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    768000 | PA      | $705205.59    | 0.08%             | 2031-03-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Quikrete Holdings, Inc.                                      | Quikrete Holdings, Inc., 1st Lien Term Loan B1                             | CUSIP: 74839XAM1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    258290 | PA      | $258142.34    | 0.03%             | 2031-04-14      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                        | Clydesdale Acquisition Holdings, Inc., 1st Lien Term Loan B                | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     35000 | PA      | $34940.85     | 0.00%             | 2029-04-13      | Variable      | 7.34%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                           | T-Mobile USA, Inc.                                                         | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    246000 | PA      | $216412.39    | 0.03%             | 2031-11-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                              | Goldman Sachs Group, Inc. (The)                                            | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76443.04     | 0.01%             | 2032-10-21      | Variable      | 2.65%                 | No            | 2                  | On Loan: No      |
| Dominion Energy, Inc.                                        | Dominion Energy, Inc.                                                      | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      1794 | NS      | $109738.98    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Rio Tinto Finance USA plc                                    | Rio Tinto Finance USA plc                                                  | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    215000 | PA      | $221014.00    | 0.03%             | 2032-03-14      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO XII-B Ltd.                       | Benefit Street Partners CLO XII-B Ltd., Series 2017-12BRA, Class B         | CUSIP: 081917AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1350000 | PA      | $1353091.10   | 0.16%             | 2037-10-15      | Floating      | 6.02%                 | No            | 2                  | On Loan: No      |
| Uber Technologies, Inc.                                      | Uber Technologies, Inc.                                                    | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49091.97     | 0.01%             | 2034-09-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Penske Truck Leasing Co. LP                                  | Penske Truck Leasing Co. LP                                                | CUSIP: 709599CB8<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55695.00     | 0.01%             | 2030-02-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                             | CVS Health Corp.                                                           | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      1245 | NS      | $93860.55     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Froneri International Ltd.                                   | Froneri International Ltd., 1st Lien Term Loan                             | CUSIP: G3679YAM4<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    169000 | PA      | $168550.46    | 0.02%             | 2032-07-16      | Variable      | 6.59%                 | No            | 2                  | On Loan: No      |
| Nomad Foods US LLC                                           | Nomad Foods US LLC, Facility 1st Lien Term Loan B4                         | CUSIP: G6562AAP2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    104121 | PA      | $104160.47    | 0.01%             | 2029-11-13      | Variable      | 6.54%                 | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                   | Australia & New Zealand Banking Group Ltd.                                 | CUSIP: 052528AV8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    224000 | PA      | $232396.64    | 0.03%             | 2036-06-18      | Variable      | 5.82%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                  | Toronto-Dominion Bank (The)                                                | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |     13291 | NS      | $117052.85    | 0.01%             | 2025-11-06      | Fixed         | 17.34%                | No            | 2                  | On Loan: No      |
| Fastenal Co.                                                 | Fastenal Co.                                                               | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      5666 | NS      | $277860.64    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup, Inc.                                              | Citigroup, Inc., Series FF                                                 | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    302000 | PA      | $310156.11    | 0.04%             | 2030-02-15      | Variable      | 6.95%                 | No            | 2                  | On Loan: No      |
| Pra Health Sciences, Inc.                                    | Pra Health Sciences, Inc., 1st Lien Term Loan B                            | CUSIP: L5000DAF4<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | US        |     11108 | PA      | $11099.20     | 0.00%             | 2028-07-03      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners LP                                  | Cheniere Energy Partners LP                                                | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86837.07     | 0.01%             | 2035-10-30      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Ellucian Holdings, Inc.                                      | Ellucian Holdings, Inc., 1st Lien Term Loan B1                             | CUSIP: 28917XAB6<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    564168 | PA      | $563817.79    | 0.07%             | 2029-10-09      | Variable      | 6.91%                 | No            | 2                  | On Loan: No      |
| Gen Digital, Inc.                                            | Gen Digital, Inc., 1st Lien Term Loan B                                    | CUSIP: 66877AAG3<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |     87000 | PA      | $86586.75     | 0.01%             | 2032-04-16      | Variable      | 6.07%                 | No            | 2                  | On Loan: No      |
| Seiko Epson Corp.                                            | Seiko Epson Corp.                                                          | CUSIP: N/A<br>LEI: 549300NIOFQDR749W206       | Long             | EC               | CORP              | JP        |      1500 | NS      | $19188.61     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                             | Boeing Co. (The)                                                           | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    966000 | PA      | $993934.46    | 0.12%             | 2027-05-01      | Fixed         | 6.26%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                         | Royal Bank of Canada                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        41 | NS      | $221367.01    | 0.03%             | 2025-10-30      | Fixed         | 13.77%                | No            | 2                  | On Loan: No      |
| Novelis, Inc.                                                | Novelis, Inc., 1st Lien Term Loan                                          | CUSIP: 67000LAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    442775 | PA      | $443425.88    | 0.05%             | 2032-03-11      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Societe Generale SA                                                        | CUSIP: 83371T889<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      3195 | NS      | $650808.67    | 0.08%             | 2025-11-20      | Fixed         | 15.52%                | No            | 2                  | On Loan: No      |
| Entergy Corp.                                                | Entergy Corp.                                                              | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      1016 | NS      | $94681.04     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Occidental Petroleum Corp.                                   | Occidental Petroleum Corp.                                                 | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131910.74    | 0.02%             | 2029-08-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Team Health Holdings, Inc.                                   | Team Health Holdings, Inc., 1st Lien Term Loan                             | CUSIP: 87817JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79800 | PA      | $79583.74     | 0.01%             | 2028-06-30      | Variable      | 8.80%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                  | Amgen, Inc.                                                                | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    275000 | PA      | $267439.98    | 0.03%             | 2033-03-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| MasTec, Inc.                                                 | MasTec, Inc.                                                               | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |       328 | NS      | $69801.68     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Citrin Cooperman Advisors LLC                                | Citrin Cooperman Advisors LLC, 1st Lien Term Loan                          | CUSIP: 17737EAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    138031 | PA      | $137297.93    | 0.02%             | 2032-04-01      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| CHNGE Mortgage Trust                                         | CHNGE Mortgage Trust, Series 2022-2, Class A1                              | CUSIP: 12546YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    624243 | PA      | $612605.68    | 0.07%             | 2067-03-25      | Variable      | 3.76%                 | No            | 2                  | On Loan: No      |
| Sabre GLBL, Inc.                                             | Sabre GLBL, Inc., 1st Lien Term Loan B1                                    | CUSIP: 78571YBK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     86406 | PA      | $81221.80     | 0.01%             | 2029-11-15      | Variable      | 10.26%                | No            | 3                  | On Loan: No      |
| GTCR Everest Borrower LLC                                    | GTCR Everest Borrower LLC, 1st Lien Term Loan                              | CUSIP: 36269YAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84788 | PA      | $84780.72     | 0.01%             | 2031-09-05      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| Regency Centers LP                                           | Regency Centers LP                                                         | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36999.15     | 0.00%             | 2034-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| HB Fuller Co.                                                | HB Fuller Co., 1st Lien Term Loan B                                        | CUSIP: 40409VAW4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    203050 | PA      | $203685.92    | 0.02%             | 2030-02-15      | Variable      | 5.91%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Transmission LLC                                 | FirstEnergy Transmission LLC                                               | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    153000 | PA      | $153091.05    | 0.02%             | 2035-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                     | UnitedHealth Group, Inc.                                                   | CUSIP: 91324PEZ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    195000 | PA      | $198627.16    | 0.02%             | 2029-04-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Spruce Hill Mortgage Loan Trust                              | Spruce Hill Mortgage Loan Trust, Series 2022-SH1, Class A1A                | CUSIP: 85213XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    849714 | PA      | $842841.64    | 0.10%             | 2057-07-25      | Variable      | 4.10%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                    | Ford Motor Credit Co. LLC                                                  | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $417195.53    | 0.05%             | 2027-11-04      | Fixed         | 7.35%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                            | HSBC Holdings plc                                                          | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |     24338 | NS      | $343485.12    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| American Homes 4 Rent LP                                     | American Homes 4 Rent LP                                                   | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     91000 | PA      | $92554.78     | 0.01%             | 2029-02-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Quikrete Holdings, Inc.                                      | Quikrete Holdings, Inc., 1st Lien Term Loan B3                             | CUSIP: 74839XAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    221885 | PA      | $221734.12    | 0.03%             | 2032-02-10      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                                  | Goldman Sachs International, Series 0002                                   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |       789 | NS      | $173896.33    | 0.02%             | 2025-10-29      | Fixed         | 10.46%                | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                           | T-Mobile USA, Inc.                                                         | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11812.07     | 0.00%             | 2031-02-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                           | VICI Properties LP                                                         | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $53698.63     | 0.01%             | 2029-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Eversource Energy                                            | Eversource Energy                                                          | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211185.44    | 0.03%             | 2027-07-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                           | Crown Castle, Inc.                                                         | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38931.87     | 0.00%             | 2034-03-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                                              | Nordea Bank Abp                                                            | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |      4604 | NS      | $75799.25     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Froneri International Ltd.                                   | Froneri International Ltd., Facility 1st Lien Term Loan B4                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |    581174 | PA      | $576454.41    | 0.07%             | 2031-09-30      | Variable      | 6.24%                 | No            | 2                  | On Loan: No      |
| Buckhorn Park CLO Ltd.                                       | Buckhorn Park CLO Ltd., Series 2019-1A, Class B1RR                         | CUSIP: 118382BC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001309.90   | 0.12%             | 2034-07-18      | Floating      | 5.93%                 | No            | 2                  | On Loan: No      |
| UCB SA                                                       | UCB SA                                                                     | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |       292 | NS      | $81507.41     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV BV                | Teva Pharmaceutical Finance Netherlands IV BV                              | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    365000 | PA      | $375950.00    | 0.05%             | 2030-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Avalara, Inc.                                                | Avalara, Inc., 1st Lien Term Loan                                          | CUSIP: 05338KAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     20000 | PA      | $19994.40     | 0.00%             | 2032-03-26      | Variable      | 6.51%                 | No            | 2                  | On Loan: No      |
| Ventas Realty LP                                             | Ventas Realty LP                                                           | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     94000 | PA      | $93632.88     | 0.01%             | 2027-04-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corp.                                        | Lockheed Martin Corp.                                                      | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55608.52     | 0.01%             | 2034-08-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Humana, Inc.                                                 | Humana, Inc.                                                               | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45542.17     | 0.01%             | 2030-04-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                                | Centene Corp.                                                              | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      1644 | NS      | $58657.92     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Clean Harbors, Inc.                                          | Clean Harbors, Inc., 1st Lien Term Loan                                    | CUSIP: 18449EAJ9<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |    128000 | PA      | $128160.00    | 0.02%             | 2032-09-24      | Variable      | 5.26%                 | No            | 2                  | On Loan: No      |
| Isuzu Motors Ltd.                                            | Isuzu Motors Ltd.                                                          | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |      2700 | NS      | $34029.10     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| M&T Bank Corp.                                               | M&T Bank Corp.                                                             | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      4217 | NS      | $833363.54    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| TMK Hawk Parent Corp.                                        | TMK Hawk Parent Corp., 1st Lien Term Loan B                                | CUSIP: 87258WAV7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84621 | PA      | $29828.94     | 0.00%             | 2029-06-29      | Variable      | 6.16%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                                             | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    348000 | PA      | $344983.54    | 0.04%             | 2029-01-24      | Variable      | 3.77%                 | No            | 2                  | On Loan: No      |
| GCAT Trust                                                   | GCAT Trust, Series 2022-NQM3, Class A1                                     | CUSIP: 36168MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    696701 | PA      | $694231.57    | 0.08%             | 2067-04-25      | Variable      | 4.35%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                           | J.P. Morgan Structured Products BV, Series DM1G                            | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       346 | NS      | $242874.15    | 0.03%             | 2025-10-30      | Fixed         | 16.22%                | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    474000 | PA      | $795.54       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cencora, Inc.                                                | Cencora, Inc.                                                              | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      1119 | NS      | $349721.07    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Aimbridge Acquisition Co., Inc.                              | Aimbridge Acquisition Co., Inc., 1st Lien Term Loan                        | CUSIP: 00900YAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     33035 | PA      | $32911.20     | 0.00%             | 2030-03-11      | Variable      | 11.76%                | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                            | HSBC Holdings plc                                                          | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    805000 | PA      | $824434.45    | 0.10%             | 2031-03-03      | Variable      | 5.13%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                              | Citigroup, Inc.                                                            | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    662000 | PA      | $693501.22    | 0.08%             | 2036-01-24      | Variable      | 6.02%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                          | Realty Income Corp.                                                        | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     69000 | PA      | $61572.80     | 0.01%             | 2032-12-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                          | Realty Income Corp.                                                        | CUSIP: 756109CF9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    106000 | PA      | $108011.37    | 0.01%             | 2029-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                 | Barclays plc                                                               | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $407184.99    | 0.05%             | 2029-02-25      | Variable      | 5.09%                 | No            | 2                  | On Loan: No      |
| DCP Midstream Operating LP                                   | DCP Midstream Operating LP                                                 | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    783000 | PA      | $713567.69    | 0.09%             | 2032-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                                  | Asurion LLC, 1st Lien Term Loan B11                                        | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    254529 | PA      | $255254.09    | 0.03%             | 2028-08-21      | Variable      | 8.51%                 | No            | 2                  | On Loan: No      |
| CenterPoint Energy, Inc.                                     | CenterPoint Energy, Inc.                                                   | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      1799 | NS      | $69801.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| United Mexican States                                        | Mex Bonos Desarr Fix Rt                                                    | CUSIP: 91087BAY6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $203800.00    | 0.02%             | 2029-05-07      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Citizens Financial Group, Inc.                               | Citizens Financial Group, Inc.                                             | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     18865 | NS      | $1002863.40   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Emera, Inc.                                                  | Emera, Inc.                                                                | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |      1390 | NS      | $66688.44     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Bank of Canada                                         | Royal Bank of Canada                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      7862 | NS      | $343047.54    | 0.04%             | 2025-10-22      | Fixed         | 19.52%                | No            | 2                  | On Loan: No      |
| Sirva-Bgrs Holdings, Inc.                                    | Sirva-Bgrs Holdings, Inc.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |        13 | NS      | $2329.25      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                           | Altria Group, Inc.                                                         | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    539000 | PA      | $541086.68    | 0.07%             | 2030-08-06      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Bouygues SA                                                  | Bouygues SA                                                                | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |       913 | NS      | $41179.65     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| 1011778 BC ULC                                               | 1011778 BC ULC, 1st Lien Term Loan B5                                      | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |    376611 | PA      | $375040.26    | 0.05%             | 2030-09-20      | Variable      | 5.91%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                            | BAT Capital Corp.                                                          | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1511000 | PA      | $1499358.44   | 0.18%             | 2026-09-06      | Fixed         | 3.21%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                         | JPMorgan Chase & Co.                                                       | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71938.73     | 0.01%             | 2028-07-25      | Variable      | 4.85%                 | No            | 2                  | On Loan: No      |
| Ohio Power Co.                                               | Ohio Power Co.                                                             | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26139.13     | 0.00%             | 2034-06-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                             | Boeing Co. (The)                                                           | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    450000 | PA      | $440828.30    | 0.05%             | 2027-02-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                                | Equinix, Inc.                                                              | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    148000 | PA      | $140279.69    | 0.02%             | 2028-05-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| SWF Holdings I Corp.                                         | SWF Holdings I Corp., Delayed Draw 1st Lien Term Loan                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39488 | PA      | $39537.49     | 0.00%             | 2029-12-19      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Boots Group Bidco Ltd.                                       | Boots Group Bidco Ltd., 1st Lien Term Loan                                 | CUSIP: 09947PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    213000 | PA      | $213443.04    | 0.03%             | 2032-08-30      | Variable      | 7.70%                 | No            | 2                  | On Loan: No      |
| Sanmina Corp.                                                | Sanmina Corp., 1st Lien Term Loan B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    144000 | PA      | $143640.00    | 0.02%             | 2032-08-06      | Variable      | 5.88%                 | No            | 3                  | On Loan: No      |
| TCO Commercial Mortgage Trust                                | TCO Commercial Mortgage Trust, Series 2024-DPM, Class A                    | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770000 | PA      | $770962.50    | 0.09%             | 2039-12-15      | Floating      | 5.39%                 | No            | 2                  | On Loan: No      |
| NatWest Group plc                                            | NatWest Group plc                                                          | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |     36253 | NS      | $256067.75    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| IMI plc                                                      | IMI plc                                                                    | CUSIP: N/A<br>LEI: 2138002W9Q21PF751R30       | Long             | EC               | CORP              | GB        |      2087 | NS      | $64460.75     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Industries, Inc.                                    | Standard Industries, Inc./NY, 1st Lien Term Loan                           | CUSIP: 85350EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     44538 | PA      | $44585.23     | 0.01%             | 2028-09-22      | Variable      | 5.64%                 | No            | 2                  | On Loan: No      |
| Waystar Technologies, Inc.                                   | Waystar Technologies, Inc., 1st Lien Term Loan                             | CUSIP: 63939WAN3<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |    253657 | PA      | $253550.49    | 0.03%             | 2029-10-22      | Variable      | 6.32%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy, Inc.                                     | Diamondback Energy, Inc.                                                   | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    384000 | PA      | $356783.62    | 0.04%             | 2031-03-24      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Republic Services, Inc.                                      | Republic Services, Inc.                                                    | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     57000 | PA      | $52731.61     | 0.01%             | 2030-03-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| FUCHS SE                                                     | FUCHS SE (Preference)                                                      | CUSIP: N/A<br>LEI: 529900SNF9E1P5ZO4P98       | Long             | EP               | CORP              | DE        |       352 | NS      | $15782.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MH Sub I LLC                                                 | MH Sub I LLC, 1st Lien Term Loan                                           | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    117537 | PA      | $112884.68    | 0.01%             | 2028-05-03      | Variable      | 8.25%                 | No            | 2                  | On Loan: No      |
| EMCOR Group, Inc.                                            | EMCOR Group, Inc.                                                          | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       115 | NS      | $74697.10     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| VICI Properties LP                                           | VICI Properties LP                                                         | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    740000 | PA      | $715161.91    | 0.09%             | 2030-08-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                               | BNP Paribas SA                                                             | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    855000 | PA      | $862962.77    | 0.10%             | 2029-05-09      | Variable      | 4.79%                 | No            | 2                  | On Loan: No      |
| Duke Energy Florida LLC                                      | Duke Energy Florida LLC                                                    | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    125000 | PA      | $111891.30    | 0.01%             | 2030-06-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| GSMS Trust                                                   | GSMS Trust, Series 2024-FAIR, Class A                                      | CUSIP: 36270JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117000 | PA      | $120629.74    | 0.01%             | 2029-07-15      | Variable      | 6.07%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO 31 Ltd.                                | Anchorage Capital CLO 31 Ltd., Series 2025-31A, Class A1                   | CUSIP: 032912AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1997623.54   | 0.24%             | 2038-10-20      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     58028 | PA      | $849.43       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Iron Mountain, Inc.                                          | Iron Mountain, Inc.                                                        | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      2512 | NS      | $256073.28    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Netflix, Inc.                                                | Netflix, Inc.                                                              | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     43000 | PA      | $45343.20     | 0.01%             | 2028-11-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Bridgestone Corp.                                            | Bridgestone Corp.                                                          | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               | CORP              | JP        |      2700 | NS      | $124789.05    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                         | Royal Bank of Canada                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      5226 | NS      | $347686.99    | 0.04%             | 2025-10-31      | Fixed         | 18.36%                | No            | 2                  | On Loan: No      |
| Wellness Pet LLC                                             | Wellness Pet LLC, 1st Lien Term Loan B                                     | CUSIP: 95004UAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     11845 | PA      | $5093.17      | 0.00%             | 2029-12-31      | Variable      | 8.34%                 | No            | 2                  | On Loan: No      |
| LBA Trust                                                    | LBA Trust, Series 2024-BOLT, Class A                                       | CUSIP: 50177BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1473000 | PA      | $1474841.25   | 0.18%             | 2039-06-15      | Floating      | 5.74%                 | No            | 2                  | On Loan: No      |
| Salesforce, Inc.                                             | Salesforce, Inc.                                                           | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      1295 | NS      | $306915.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     23000 | PA      | $-273.36      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Aimbridge Acquisition Co., Inc.                              | Aimbridge Acquisition Co., Inc., 1st Lien Term Loan                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36089 | PA      | $35938.91     | 0.00%             | 2030-03-11      | Variable      | 9.76%                 | No            | 2                  | On Loan: No      |
| Windstream Services, LLC                                     | Windstream Services LLC, 1st Lien Term Loan B                              | CUSIP: 97381JAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    232000 | PA      | $229680.00    | 0.03%             | 2032-09-24      | Variable      | 7.76%                 | No            | 3                  | On Loan: No      |
| NRTH Commercial Mortgage Trust                               | NRTH Commercial Mortgage Trust, Series 2025-PARK, Class A                  | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    860000 | PA      | $857850.00    | 0.10%             | 2040-10-15      | Floating      | 5.54%                 | No            | 2                  | On Loan: No      |
| DR Horton, Inc.                                              | DR Horton, Inc.                                                            | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    186000 | PA      | $192844.51    | 0.02%             | 2035-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Garmin Ltd.                                                  | Garmin Ltd.                                                                | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |       337 | NS      | $82976.14     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Surgery Center Holdings, Inc.                                | Surgery Center Holdings, Inc., 1st Lien Term Loan                          | CUSIP: 86880NBD4<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |    300742 | PA      | $300798.86    | 0.04%             | 2030-12-19      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| Ford Motor Co.                                               | Ford Motor Co.                                                             | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     22000 | PA      | $25633.21     | 0.00%             | 2030-04-22      | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| CIM Trust                                                    | CIM Trust, Series 2023-I2, Class A1                                        | CUSIP: 12570HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    246955 | PA      | $248649.94    | 0.03%             | 2067-12-25      | Variable      | 6.64%                 | No            | 2                  | On Loan: No      |
| Core & Main LP                                               | Core & Main LP, 1st Lien Term Loan D                                       | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |    261936 | PA      | $261825.52    | 0.03%             | 2028-07-27      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| American Express Co.                                         | American Express Co.                                                       | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172959.42    | 0.02%             | 2033-07-20      | Variable      | 4.92%                 | No            | 2                  | On Loan: No      |
| Gulfside Supply, Inc.                                        | Gulfside Supply, Inc., 1st Lien Term Loan                                  | CUSIP: 40273UAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50000 | PA      | $50009.00     | 0.01%             | 2031-06-17      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Embraer Netherlands Finance BV                               | Embraer Netherlands Finance BV                                             | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |     18000 | PA      | $18983.34     | 0.00%             | 2035-02-11      | Fixed         | 5.98%                 | No            | 2                  | On Loan: No      |
| Hearthside Bank Corp.                                        | Hearthside Bank Corp.                                                      | CUSIP: N/A<br>LEI: 2549001XVX1R2ITF6935       | Long             | EC               | CORP              | US        |       737 | NS      | $14134.92     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Met Tower Global Funding                                     | Met Tower Global Funding                                                   | CUSIP: 58989V2H6<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    758000 | PA      | $783787.44    | 0.09%             | 2029-04-12      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Glencore Canada Corp.                                        | Glencore Canada Corp.                                                      | CUSIP: 655422AV5<br>LEI: 549300ED6C93BGYAS129 | Long             | DBT              | CORP              | CA        |     73000 | PA      | $77672.19     | 0.01%             | 2035-06-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| RealTruck Group, Inc.                                        | RealTruck Group, Inc., 1st Lien Term Loan                                  | CUSIP: 89778PAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     75426 | PA      | $70051.61     | 0.01%             | 2028-01-31      | Variable      | 9.28%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                                  | Goldman Sachs International                                                | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |      4175 | NS      | $223385.98    | 0.03%             | 2025-10-29      | Fixed         | 19.05%                | No            | 2                  | On Loan: No      |
| Colossus Acquireco LLC                                       | Colossus Acquireco LLC, 1st Lien Term Loan                                 | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |    291000 | PA      | $289134.69    | 0.03%             | 2032-07-30      | Variable      | 6.05%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                           | J.P. Morgan Structured Products BV, Series 3549                            | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      3129 | NS      | $903474.60    | 0.11%             | 2025-10-22      | Fixed         | 13.28%                | No            | 2                  | On Loan: No      |
| Kaman Corp.                                                  | Kaman Corp., Delayed Draw 1st Lien Term Loan                               | CUSIP: 48354VAN2<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     10759 | PA      | $10717.74     | 0.00%             | 2032-02-26      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                            | Wells Fargo & Co.                                                          | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    158000 | PA      | $153592.63    | 0.02%             | 2028-06-02      | Variable      | 2.39%                 | No            | 2                  | On Loan: No      |
| Truist Financial Corp.                                       | Truist Financial Corp.                                                     | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    467000 | PA      | $472419.48    | 0.06%             | 2027-06-08      | Variable      | 6.05%                 | No            | 2                  | On Loan: No      |
| Uber Technologies, Inc.                                      | Uber Technologies, Inc.                                                    | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    696000 | PA      | $698014.22    | 0.08%             | 2030-01-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                          | Kinder Morgan, Inc.                                                        | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    115000 | PA      | $121116.95    | 0.01%             | 2035-06-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| DNB Bank ASA                                                 | DNB Bank ASA                                                               | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |      4237 | NS      | $115483.67    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                 | Oracle Corp.                                                               | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    390000 | PA      | $383210.94    | 0.05%             | 2027-11-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Bayview Financial Revolving Asset Trust                      | Bayview Financial Revolving Asset Trust, Series 2005-A, Class A1           | CUSIP: 073250BM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    437255 | PA      | $394596.78    | 0.05%             | 2040-02-28      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| NTT Finance Corp.                                            | NTT Finance Corp.                                                          | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    695000 | PA      | $700011.79    | 0.08%             | 2027-07-16      | Fixed         | 4.57%                 | No            | 2                  | On Loan: No      |
| Magenta Security Holdings LLC                                | Magenta Security Holdings LLC, 1st Lien Term Loan                          | CUSIP: 55909UAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     68796 | PA      | $13702.18     | 0.00%             | 2028-07-27      | Variable      | 11.07%                | No            | 2                  | On Loan: No      |
| BAHA Trust                                                   | BAHA Trust, Series 2024-MAR, Class C                                       | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770000 | PA      | $801652.31    | 0.10%             | 2041-12-10      | Variable      | 7.77%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                           | Crown Castle, Inc.                                                         | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     57000 | PA      | $50729.10     | 0.01%             | 2031-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                          | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     39000 | PA      | $263.05       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Humana, Inc.                                                 | Humana, Inc.                                                               | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    149000 | PA      | $156763.41    | 0.02%             | 2033-03-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                          | Realty Income Corp.                                                        | CUSIP: 756109AU8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    136000 | PA      | $134868.78    | 0.02%             | 2028-01-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Murata Manufacturing Co. Ltd.                                | Murata Manufacturing Co. Ltd.                                              | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |      7900 | NS      | $149974.05    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Beach Acquisition Bidco LLC                                  | Beach Acquisition Bidco LLC, 1st Lien Term Loan B1                         | CUSIP: 07337FAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59000 | PA      | $59246.03     | 0.01%             | 2032-09-13      | Variable      | 7.31%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                        | Elevance Health, Inc.                                                      | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    675000 | PA      | $672048.82    | 0.08%             | 2028-09-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Jazz Financing Lux SARL                                      | Jazz Financing Lux SARL, 1st Lien Term Loan B2                             | CUSIP: G5080AAJ1<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |    352164 | PA      | $352333.16    | 0.04%             | 2028-05-05      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                    | EQT Corp.                                                                  | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    609000 | PA      | $637355.23    | 0.08%             | 2034-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Ally Financial, Inc.                                         | Ally Financial, Inc., Series B                                             | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    132000 | PA      | $128558.44    | 0.02%             | 2026-05-15      | Variable      | 4.70%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                                  | Goldman Sachs International                                                | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |      3297 | NS      | $222795.87    | 0.03%             | 2025-10-30      | Fixed         | 13.46%                | No            | 2                  | On Loan: No      |
| Georgia Power Co.                                            | Georgia Power Co.                                                          | CUSIP: 373334KY6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    795000 | PA      | $807300.70    | 0.10%             | 2030-03-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                                   | Occidental Petroleum Corp.                                                 | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     47000 | PA      | $49289.61     | 0.01%             | 2027-07-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners LP                                  | Cheniere Energy Partners LP                                                | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    154000 | PA      | $140295.83    | 0.02%             | 2032-01-31      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ASR Nederland NV                                             | ASR Nederland NV                                                           | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |       732 | NS      | $49812.11     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                | Nomura Bank International plc                                              | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |       933 | NS      | $135020.82    | 0.02%             | 2025-11-05      | Fixed         | 17.78%                | No            | 2                  | On Loan: No      |
| MHP Commercial Mortgage Trust                                | MHP Commercial Mortgage Trust, Series 2025-MHIL2, Class A                  | CUSIP: 59317DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    593000 | PA      | $592864.56    | 0.07%             | 2040-09-15      | Floating      | 5.65%                 | No            | 2                  | On Loan: No      |
| Silver Point CLO 1 Ltd.                                      | Silver Point CLO 1 Ltd., Series 2022-1A, Class BR                          | CUSIP: 828085AS9<br>LEI: 549300UJUGKIKZF7CD63 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2006080.20   | 0.24%             | 2038-01-20      | Floating      | 6.03%                 | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                             | CSC Holdings LLC, 1st Lien Term Loan B5                                    | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    479251 | PA      | $463225.16    | 0.06%             | 2027-04-15      | Variable      | 8.75%                 | No            | 2                  | On Loan: No      |
| UKG, Inc.                                                    | UKG, Inc., 1st Lien Term Loan                                              | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    764165 | PA      | $763179.37    | 0.09%             | 2031-02-10      | Variable      | 6.81%                 | No            | 2                  | On Loan: No      |
| United Overseas Bank Ltd.                                    | United Overseas Bank Ltd.                                                  | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |      6200 | NS      | $166503.81    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CareTrust REIT, Inc.                                         | CareTrust REIT, Inc.                                                       | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |      6771 | NS      | $234818.28    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Motorola Solutions, Inc.                                     | Motorola Solutions, Inc.                                                   | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    447000 | PA      | $408047.24    | 0.05%             | 2031-05-24      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Taylor Wimpey plc                                            | Taylor Wimpey plc                                                          | CUSIP: N/A<br>LEI: 21380089BTRXTD8S3R66       | Long             | EC               | CORP              | GB        |    459267 | NS      | $638027.18    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| CRC Insurance Group LLC                                      | CRC Insurance Group LLC, 1st Lien Term Loan B                              | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    745024 | PA      | $743861.95    | 0.09%             | 2031-05-06      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                      | BNP Paribas Issuance BV                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      1113 | NS      | $173552.27    | 0.02%             | 2025-11-06      | Fixed         | 22.57%                | No            | 2                  | On Loan: No      |
| Monolithic Power Systems, Inc.                               | Monolithic Power Systems, Inc.                                             | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       315 | NS      | $290001.60    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp.                                        | Bank of America Corp.                                                      | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    312000 | PA      | $295535.15    | 0.04%             | 2029-06-14      | Variable      | 2.09%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                                 | OCP CLO Ltd., Series 2025-40A, Class A                                     | CUSIP: 67570FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1000766.80   | 0.12%             | 2038-04-16      | Floating      | 5.46%                 | No            | 2                  | On Loan: No      |
| Origin Energy Ltd.                                           | Origin Energy Ltd.                                                         | CUSIP: N/A<br>LEI: ZSN2LWNPYW6ISMRUC664       | Long             | EC               | CORP              | AU        |      7988 | NS      | $65920.94     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BHMS Commercial Mortgage Trust                               | BHMS Commercial Mortgage Trust, Series 2025-ATLS, Class A                  | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    253000 | PA      | $253713.08    | 0.03%             | 2042-08-15      | Floating      | 6.00%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                         | Charter Communications Operating LLC                                       | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    917000 | PA      | $962293.61    | 0.12%             | 2029-06-01      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Celestica, Inc.                                              | Celestica, Inc., 1st Lien Term Loan B                                      | CUSIP: C2348CAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    274207 | PA      | $275578.26    | 0.03%             | 2031-06-20      | Variable      | 5.92%                 | No            | 3                  | On Loan: No      |
| Ventas Realty LP                                             | Ventas Realty LP                                                           | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    255000 | PA      | $255117.90    | 0.03%             | 2035-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                             | Deutsche Bank AG (Registered)                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |      3303 | NS      | $116978.35    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HIH Trust                                                    | HIH Trust, Series 2024-61P, Class A                                        | CUSIP: 40444VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    758645 | PA      | $761253.25    | 0.09%             | 2041-10-15      | Floating      | 5.99%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                   | Pacific Gas & Electric Co.                                                 | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    228000 | PA      | $219163.24    | 0.03%             | 2027-08-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                                | Equinix, Inc.                                                              | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       697 | NS      | $545918.28    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| AES Corp. (The)                                              | AES Corp. (The)                                                            | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    295000 | PA      | $302139.96    | 0.04%             | 2028-06-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                         | Charter Communications Operating LLC, 1st Lien Term Loan B5                | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    147177 | PA      | $147103.40    | 0.02%             | 2031-12-15      | Variable      | 6.54%                 | No            | 2                  | On Loan: No      |
| DK Crown Holdings, Inc.                                      | DK Crown Holdings, Inc., 1st Lien Term Loan B                              | CUSIP: 23326SAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    341145 | PA      | $340507.06    | 0.04%             | 2032-03-04      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| Trans Union LLC                                              | Trans Union LLC, 1st Lien Term Loan B8                                     | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    217857 | PA      | $217645.79    | 0.03%             | 2031-06-24      | Variable      | 5.91%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                            | Barclays Bank plc, Series EmnU                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       971 | NS      | $301685.90    | 0.04%             | 2025-10-17      | Fixed         | 21.27%                | No            | 2                  | On Loan: No      |
| eBay, Inc.                                                   | eBay, Inc.                                                                 | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      2950 | NS      | $268302.50    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| BOCA Commercial Mortgage Trust                               | BOCA Commercial Mortgage Trust, Series 2024-BOCA, Class A                  | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $522275.00    | 0.06%             | 2041-08-15      | Floating      | 6.07%                 | No            | 2                  | On Loan: No      |
| Speedster Bidco GmbH                                         | Speedster Bidco GmbH, Facility 1st Lien Term Loan B                        | CUSIP: D8000HAB7<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |    414212 | PA      | $414473.08    | 0.05%             | 2031-11-13      | Variable      | 7.24%                 | No            | 2                  | On Loan: No      |
| Voyager Parent LLC                                           | Voyager Parent LLC, 1st Lien Term Loan B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    205000 | PA      | $205280.85    | 0.02%             | 2032-07-01      | Variable      | 8.75%                 | No            | 2                  | On Loan: No      |
| Cobham Ultra SeniorCo SARL                                   | Cobham Ultra SeniorCo SARL, Facility 1st Lien Term Loan B                  | CUSIP: L1802PAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    254741 | PA      | $254592.82    | 0.03%             | 2029-08-03      | Variable      | 8.37%                 | No            | 2                  | On Loan: No      |
| EOG Resources, Inc.                                          | EOG Resources, Inc.                                                        | CUSIP: 26875PAU5<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15082.02     | 0.00%             | 2030-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                      | BNP Paribas Issuance BV                                                    | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      2913 | NS      | $261525.95    | 0.03%             | 2025-10-02      | Fixed         | 18.22%                | No            | 2                  | On Loan: No      |
| Plymouth Industrial REIT, Inc.                               | Plymouth Industrial REIT, Inc.                                             | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4171 | NS      | $93138.43     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| GFL Environmental Services, Inc.                             | GFL Environmental Services, Inc., 1st Lien Term Loan                       | CUSIP: 36257SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    513000 | PA      | $512327.97    | 0.06%             | 2032-03-03      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                          | Societe Generale SA                                                        | CUSIP: 83371P515<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      2054 | NS      | $296743.18    | 0.04%             | 2025-10-02      | Fixed         | 8.29%                 | No            | 2                  | On Loan: No      |
| Symphony CLO XXVIII Ltd.                                     | Symphony CLO XXVIII Ltd., Series 2021-28A, Class A                         | CUSIP: 87168BAC4<br>LEI: 54930054F3QGDZOYIH14 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001542.40   | 0.12%             | 2034-10-23      | Floating      | 5.72%                 | No            | 2                  | On Loan: No      |
| Hensoldt AG                                                  | Hensoldt AG                                                                | CUSIP: N/A<br>LEI: 894500686FYLLZD3M624       | Long             | EC               | CORP              | DE        |       442 | NS      | $57567.22     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Southern Co. (The)                                           | Southern Co. (The)                                                         | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    349000 | PA      | $345420.19    | 0.04%             | 2035-03-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Lendlease Corp. Ltd.                                         | Lendlease Corp. Ltd.                                                       | CUSIP: N/A<br>LEI: 549300MQ0F0TIIEK5592       | Long             | EC               | CORP              | AU        |     15812 | NS      | $57458.78     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

**Name of Applicant:** BlackRock Funds II

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer